Tiptree Inc (TIPT)
21.35
-0.11
(-0.51%)
USD |
NASDAQ |
Nov 21, 16:00
21.41
+0.06
(+0.28%)
After-Hours: 20:00
Tiptree Max Drawdown (5Y): 45.47% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 45.47% |
| September 30, 2024 | 45.47% |
| August 31, 2024 | 45.47% |
| July 31, 2024 | 45.47% |
| June 30, 2024 | 45.47% |
| May 31, 2024 | 45.47% |
| April 30, 2024 | 45.47% |
| March 31, 2024 | 45.47% |
| February 29, 2024 | 45.47% |
| January 31, 2024 | 45.47% |
| December 31, 2023 | 45.47% |
| November 30, 2023 | 46.95% |
| October 31, 2023 | 46.95% |
| September 30, 2023 | 46.95% |
| August 31, 2023 | 46.95% |
| July 31, 2023 | 47.09% |
| June 30, 2023 | 47.09% |
| May 31, 2023 | 47.09% |
| April 30, 2023 | 49.00% |
| March 31, 2023 | 52.26% |
| February 28, 2023 | 52.26% |
| January 31, 2023 | 55.74% |
| December 31, 2022 | 55.74% |
| November 30, 2022 | 55.74% |
| October 31, 2022 | 55.74% |
| Date | Value |
|---|---|
| September 30, 2022 | 55.74% |
| August 31, 2022 | 55.74% |
| July 31, 2022 | 55.74% |
| June 30, 2022 | 55.74% |
| May 31, 2022 | 55.74% |
| April 30, 2022 | 55.74% |
| March 31, 2022 | 55.74% |
| February 28, 2022 | 55.74% |
| January 31, 2022 | 55.74% |
| December 31, 2021 | 55.74% |
| November 30, 2021 | 55.74% |
| October 31, 2021 | 55.74% |
| September 30, 2021 | 55.74% |
| August 31, 2021 | 56.96% |
| July 31, 2021 | 60.00% |
| June 30, 2021 | 60.00% |
| May 31, 2021 | 60.63% |
| April 30, 2021 | 61.13% |
| March 31, 2021 | 61.13% |
| February 28, 2021 | 61.13% |
| January 31, 2021 | 61.13% |
| December 31, 2020 | 61.13% |
| November 30, 2020 | 61.13% |
| October 31, 2020 | 61.13% |
| September 30, 2020 | 61.13% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
45.47%
Minimum
Dec 2023
61.13%
Maximum
Nov 2019
54.47%
Average
55.74%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| Global Indemnity Group LLC | 50.32% |
| NMI Holdings Inc | 73.07% |
| Conifer Holdings Inc | 87.03% |
| ICC Holdings Inc | 46.67% |
| Palomar Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.704 |
| Beta (5Y) | 1.297 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.23% |
| Historical Sharpe Ratio (5Y) | 0.4064 |
| Historical Sortino (5Y) | 1.051 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.04% |