Tiptree Inc (TIPT)
15.97
+0.10
(+0.63%)
USD |
NASDAQ |
Apr 26, 16:00
15.97
0.00 (0.00%)
After-Hours: 20:00
Tiptree Max Drawdown (5Y): 45.47% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 45.47% |
February 29, 2024 | 45.47% |
January 31, 2024 | 45.47% |
December 31, 2023 | 45.47% |
November 30, 2023 | 45.47% |
October 31, 2023 | 45.47% |
September 30, 2023 | 46.95% |
August 31, 2023 | 46.95% |
July 31, 2023 | 46.95% |
June 30, 2023 | 46.95% |
May 31, 2023 | 46.95% |
April 30, 2023 | 46.95% |
March 31, 2023 | 47.09% |
February 28, 2023 | 49.00% |
January 31, 2023 | 52.26% |
December 31, 2022 | 52.26% |
November 30, 2022 | 55.74% |
October 31, 2022 | 55.74% |
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% |
Date | Value |
---|---|
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 | 55.74% |
July 31, 2021 | 55.74% |
June 30, 2021 | 56.96% |
May 31, 2021 | 60.00% |
April 30, 2021 | 60.00% |
March 31, 2021 | 60.63% |
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% |
August 31, 2020 | 61.13% |
July 31, 2020 | 61.13% |
June 30, 2020 | 61.13% |
May 31, 2020 | 61.13% |
April 30, 2020 | 61.13% |
March 31, 2020 | 61.13% |
February 29, 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
Oct 2023
61.13%
Maximum
Apr 2019
55.77%
Average
55.74%
Median
Jul 2021
Max Drawdown (5Y) Benchmarks
Assurant Inc | 44.64% |
NMI Holdings Inc | 73.07% |
Conifer Holdings Inc | 85.91% |
ICC Holdings Inc | 46.67% |
Palomar Holdings Inc | 62.86% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 7.024 |
Beta (5Y) | 1.188 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.88% |
Historical Sharpe Ratio (5Y) | 0.4106 |
Historical Sortino (5Y) | 1.027 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.04% |