Unico American Corp (UNAM)
0.0151
0.00 (0.00%)
USD |
OTCM |
Apr 17, 16:00
Unico American Max Drawdown (5Y): 99.98% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 99.98% |
| February 29, 2024 | 99.98% |
| January 31, 2024 | 99.98% |
| December 31, 2023 | 99.98% |
| November 30, 2023 | 99.98% |
| October 31, 2023 | 99.98% |
| September 30, 2023 | 99.98% |
| August 31, 2023 | 99.98% |
| July 31, 2023 | 99.77% |
| June 30, 2023 | 98.50% |
| May 31, 2023 | 87.88% |
| April 30, 2023 | 87.88% |
| March 31, 2023 | 87.76% |
| February 28, 2023 | 87.53% |
| January 31, 2023 | 87.34% |
| December 31, 2022 | 87.34% |
| November 30, 2022 | 87.34% |
| October 31, 2022 | 87.34% |
| September 30, 2022 | 87.34% |
| August 31, 2022 | 84.02% |
| July 31, 2022 | 82.49% |
| June 30, 2022 | 82.49% |
| May 31, 2022 | 82.49% |
| April 30, 2022 | 77.11% |
| March 31, 2022 | 77.11% |
| Date | Value |
|---|---|
| February 28, 2022 | 77.11% |
| January 31, 2022 | 77.11% |
| December 31, 2021 | 77.11% |
| November 30, 2021 | 77.11% |
| October 31, 2021 | 77.11% |
| September 30, 2021 | 77.11% |
| August 31, 2021 | 77.11% |
| July 31, 2021 | 70.93% |
| June 30, 2021 | 70.93% |
| May 31, 2021 | 70.93% |
| April 30, 2021 | 70.93% |
| March 31, 2021 | 70.93% |
| February 28, 2021 | 70.93% |
| January 31, 2021 | 70.93% |
| December 31, 2020 | 70.93% |
| November 30, 2020 | 70.93% |
| October 31, 2020 | 70.93% |
| September 30, 2020 | 70.93% |
| August 31, 2020 | 70.93% |
| July 31, 2020 | 70.93% |
| June 30, 2020 | 70.93% |
| May 31, 2020 | 70.93% |
| April 30, 2020 | 70.93% |
| March 31, 2020 | 63.55% |
| February 29, 2020 | 59.96% |
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
59.96%
Minimum
Apr 2019
99.98%
Maximum
Aug 2023
77.82%
Average
77.11%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| Triad Guaranty Inc | 99.98% |
| Cincinnati Financial Corp | 58.14% |
| Safety Insurance Group Inc | 32.78% |
| Selective Insurance Group Inc | 48.40% |
| United Fire Group Inc | 64.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -95.86 |
| Beta (5Y) | 1.238 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 213.8% |
| Historical Sharpe Ratio (5Y) | -0.3728 |
| Historical Sortino (5Y) | -0.9309 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 75.68% |