The Travelers Cos., Inc. (TRV)
360.38
-1.26
(-0.35%)
USD |
NYSE |
Oct 02, 16:00
360.38
0.00 (0.00%)
Pre-Market: 20:00
Travelers Cos. Max Drawdown (5Y) : 18.90% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 18.90% |
| August 31, 2026 | 18.90% |
| July 31, 2026 | 18.90% |
| June 30, 2026 | 18.90% |
| May 31, 2026 | 18.90% |
| April 30, 2026 | 18.90% |
| March 31, 2026 | 18.90% |
| February 28, 2026 | 18.90% |
| January 31, 2026 | 18.90% |
| December 31, 2025 | 18.90% |
| November 30, 2025 | 18.90% |
| October 31, 2025 | 18.90% |
| September 30, 2025 | 27.54% |
| August 31, 2025 | 28.30% |
| July 31, 2025 | 28.30% |
| June 30, 2025 | 28.30% |
| May 31, 2025 | 28.30% |
| April 30, 2025 | 40.88% |
| March 31, 2025 | 40.88% |
| February 28, 2025 | 46.25% |
| January 31, 2025 | 46.25% |
| December 31, 2024 | 46.25% |
| November 30, 2024 | 46.25% |
| October 31, 2024 | 46.25% |
| September 30, 2024 | 46.25% |
| Date | Value |
|---|---|
| August 31, 2024 | 46.25% |
| July 31, 2024 | 46.25% |
| June 30, 2024 | 46.25% |
| May 31, 2024 | 46.25% |
| April 30, 2024 | 46.25% |
| March 31, 2024 | 46.25% |
| February 29, 2024 | 46.25% |
| January 31, 2024 | 46.25% |
| December 31, 2023 | 46.25% |
| November 30, 2023 | 46.25% |
| October 31, 2023 | 46.25% |
| September 30, 2023 | 46.25% |
| August 31, 2023 | 46.25% |
| July 31, 2023 | 46.25% |
| June 30, 2023 | 46.25% |
| May 31, 2023 | 46.25% |
| April 30, 2023 | 46.25% |
| March 31, 2023 | 46.25% |
| February 28, 2023 | 46.25% |
| January 31, 2023 | 46.25% |
| December 31, 2022 | 46.25% |
| November 30, 2022 | 46.25% |
| October 31, 2022 | 46.25% |
| September 30, 2022 | 46.25% |
| August 31, 2022 | 46.25% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| The Allstate Corp. | 27.35% |
| The Progressive Corp. | 30.31% |
| W.R. Berkley Corp. | 26.29% |
| The Hanover Insurance Group, Inc. | 30.38% |
| Chubb Ltd. | 19.28% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 12.81 |
| Beta (5Y) | 0.4264 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.78% |
| Historical Sharpe Ratio (5Y) | 0.8634 |
| Historical Sortino (5Y) | 2.068 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.74% |