Trupanion Inc (TRUP)
23.77
+0.46
(+1.99%)
USD |
NASDAQ |
Apr 26, 10:12
Trupanion Max Drawdown (5Y): 87.34% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 87.34% |
| February 29, 2024 | 87.34% |
| January 31, 2024 | 87.34% |
| December 31, 2023 | 87.34% |
| November 30, 2023 | 87.34% |
| October 31, 2023 | 87.34% |
| September 30, 2023 | 87.34% |
| August 31, 2023 | 87.34% |
| July 31, 2023 | 87.34% |
| June 30, 2023 | 87.34% |
| May 31, 2023 | 87.05% |
| April 30, 2023 | 80.05% |
| March 31, 2023 | 75.78% |
| February 28, 2023 | 71.69% |
| January 31, 2023 | 71.69% |
| December 31, 2022 | 71.69% |
| November 30, 2022 | 71.69% |
| October 31, 2022 | 69.65% |
| September 30, 2022 | 66.78% |
| August 31, 2022 | 66.78% |
| July 31, 2022 | 66.78% |
| June 30, 2022 | 66.78% |
| May 31, 2022 | 63.24% |
| April 30, 2022 | 59.06% |
| March 31, 2022 | 54.04% |
| Date | Value |
|---|---|
| February 28, 2022 | 54.04% |
| January 31, 2022 | 54.04% |
| December 31, 2021 | 54.04% |
| November 30, 2021 | 54.04% |
| October 31, 2021 | 54.04% |
| September 30, 2021 | 54.04% |
| August 31, 2021 | 54.04% |
| July 31, 2021 | 54.04% |
| June 30, 2021 | 54.04% |
| May 31, 2021 | 54.04% |
| April 30, 2021 | 54.04% |
| March 31, 2021 | 54.04% |
| February 28, 2021 | 54.04% |
| January 31, 2021 | 54.04% |
| December 31, 2020 | 54.04% |
| November 30, 2020 | 54.04% |
| October 31, 2020 | 54.04% |
| September 30, 2020 | 54.04% |
| August 31, 2020 | 54.04% |
| July 31, 2020 | 54.04% |
| June 30, 2020 | 54.04% |
| May 31, 2020 | 54.04% |
| April 30, 2020 | 54.04% |
| March 31, 2020 | 54.04% |
| February 29, 2020 | 54.04% |
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
53.88%
Minimum
Apr 2019
87.34%
Maximum
Jun 2023
63.44%
Average
54.04%
Median
Oct 2019
Max Drawdown (5Y) Benchmarks
| Aflac Inc | 54.88% |
| Unum Group | 81.07% |
| Kinsale Capital Group Inc | 38.24% |
| AMERISAFE Inc | 32.91% |
| CNO Financial Group Inc | 63.83% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -27.69 |
| Beta (5Y) | 1.712 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.45% |
| Historical Sharpe Ratio (5Y) | -0.0793 |
| Historical Sortino (5Y) | -0.1586 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.13% |