Universal Insurance Holdings Inc (UVE)
22.59
+0.31
(+1.39%)
USD |
NYSE |
Nov 21, 16:00
19.02
-3.57
(-15.80%)
Pre-Market: 04:44
Universal Insurance Holdings Max Drawdown (5Y): 79.58% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 79.58% |
| September 30, 2024 | 79.58% |
| August 31, 2024 | 79.58% |
| July 31, 2024 | 79.58% |
| June 30, 2024 | 79.58% |
| May 31, 2024 | 79.58% |
| April 30, 2024 | 79.58% |
| March 31, 2024 | 79.58% |
| February 29, 2024 | 79.58% |
| January 31, 2024 | 79.58% |
| December 31, 2023 | 79.58% |
| November 30, 2023 | 79.58% |
| October 31, 2023 | 79.58% |
| September 30, 2023 | 79.58% |
| August 31, 2023 | 79.58% |
| July 31, 2023 | 79.58% |
| June 30, 2023 | 79.58% |
| May 31, 2023 | 79.58% |
| April 30, 2023 | 79.58% |
| March 31, 2023 | 79.58% |
| February 28, 2023 | 79.58% |
| January 31, 2023 | 79.58% |
| December 31, 2022 | 79.58% |
| November 30, 2022 | 79.58% |
| October 31, 2022 | 79.58% |
| Date | Value |
|---|---|
| September 30, 2022 | 77.87% |
| August 31, 2022 | 76.30% |
| July 31, 2022 | 76.30% |
| June 30, 2022 | 76.30% |
| May 31, 2022 | 76.30% |
| April 30, 2022 | 76.30% |
| March 31, 2022 | 76.30% |
| February 28, 2022 | 76.30% |
| January 31, 2022 | 76.30% |
| December 31, 2021 | 76.30% |
| November 30, 2021 | 76.30% |
| October 31, 2021 | 76.30% |
| September 30, 2021 | 76.30% |
| August 31, 2021 | 76.30% |
| July 31, 2021 | 76.30% |
| June 30, 2021 | 76.30% |
| May 31, 2021 | 76.30% |
| April 30, 2021 | 76.30% |
| March 31, 2021 | 76.30% |
| February 28, 2021 | 76.30% |
| January 31, 2021 | 76.30% |
| December 31, 2020 | 76.30% |
| November 30, 2020 | 76.30% |
| October 31, 2020 | 76.30% |
| September 30, 2020 | 70.72% |
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
54.13%
Minimum
Nov 2019
79.58%
Maximum
Oct 2022
75.27%
Average
76.30%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Heritage Insurance Holdings Inc | 92.22% |
| Allstate Corp | 41.38% |
| The Hartford Financial Services Group Inc | 57.58% |
| Progressive Corp | 22.91% |
| American Coastal Insurance Corp | 98.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.36 |
| Beta (5Y) | 0.9064 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.64% |
| Historical Sharpe Ratio (5Y) | -0.0838 |
| Historical Sortino (5Y) | -0.1368 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.42% |