The Travelers Companies Inc (TRV)
262.47
+1.66
(+0.64%)
USD |
NYSE |
Nov 22, 16:00
264.46
+1.99
(+0.76%)
After-Hours: 20:00
Travelers Max Drawdown (5Y): 46.25% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 46.25% |
| September 30, 2024 | 46.25% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2022 | 46.25% |
| August 31, 2022 | 46.25% |
| July 31, 2022 | 46.25% |
| June 30, 2022 | 46.25% |
| May 31, 2022 | 46.25% |
| April 30, 2022 | 46.25% |
| March 31, 2022 | 46.25% |
| February 28, 2022 | 46.25% |
| January 31, 2022 | 46.25% |
| December 31, 2021 | 46.25% |
| November 30, 2021 | 46.25% |
| October 31, 2021 | 46.25% |
| September 30, 2021 | 46.25% |
| August 31, 2021 | 46.25% |
| July 31, 2021 | 46.25% |
| June 30, 2021 | 46.25% |
| May 31, 2021 | 46.25% |
| April 30, 2021 | 46.25% |
| March 31, 2021 | 46.25% |
| February 28, 2021 | 46.25% |
| January 31, 2021 | 46.25% |
| December 31, 2020 | 46.25% |
| November 30, 2020 | 46.25% |
| October 31, 2020 | 46.25% |
| September 30, 2020 | 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
23.15%
Minimum
Nov 2019
46.25%
Maximum
Mar 2020
44.71%
Average
46.25%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Progressive Corp | 22.91% |
| Allstate Corp | 41.38% |
| Mercury General Corp | 55.29% |
| Cincinnati Financial Corp | 58.14% |
| First American Financial Corp | 50.13% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.686 |
| Beta (5Y) | 0.6178 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.87% |
| Historical Sharpe Ratio (5Y) | 0.5492 |
| Historical Sortino (5Y) | 0.7544 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.49% |