White Mountains Insurance Group Ltd (WTM)
1971.32
+26.33
(+1.35%)
USD |
NYSE |
Nov 21, 16:00
1960.00
-11.32
(-0.57%)
Pre-Market: 05:57
White Mountains Insurance Group Max Drawdown (5Y): 40.16% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 40.16% |
September 30, 2024 | 40.16% |
August 31, 2024 | 40.16% |
July 31, 2024 | 40.16% |
June 30, 2024 | 40.16% |
May 31, 2024 | 40.16% |
April 30, 2024 | 40.16% |
March 31, 2024 | 40.16% |
February 29, 2024 | 40.16% |
January 31, 2024 | 40.16% |
December 31, 2023 | 40.16% |
November 30, 2023 | 40.16% |
October 31, 2023 | 40.16% |
September 30, 2023 | 40.16% |
August 31, 2023 | 40.16% |
July 31, 2023 | 40.16% |
June 30, 2023 | 40.16% |
May 31, 2023 | 40.16% |
April 30, 2023 | 40.16% |
March 31, 2023 | 40.16% |
February 28, 2023 | 40.16% |
January 31, 2023 | 40.16% |
December 31, 2022 | 40.16% |
November 30, 2022 | 40.16% |
October 31, 2022 | 40.16% |
Date | Value |
---|---|
September 30, 2022 | 40.16% |
August 31, 2022 | 40.16% |
July 31, 2022 | 40.16% |
June 30, 2022 | 40.16% |
May 31, 2022 | 40.16% |
April 30, 2022 | 40.16% |
March 31, 2022 | 40.16% |
February 28, 2022 | 40.16% |
January 31, 2022 | 40.16% |
December 31, 2021 | 40.16% |
November 30, 2021 | 40.16% |
October 31, 2021 | 40.16% |
September 30, 2021 | 40.16% |
August 31, 2021 | 40.16% |
July 31, 2021 | 40.16% |
June 30, 2021 | 40.16% |
May 31, 2021 | 40.16% |
April 30, 2021 | 40.16% |
March 31, 2021 | 40.16% |
February 28, 2021 | 40.16% |
January 31, 2021 | 40.16% |
December 31, 2020 | 40.16% |
November 30, 2020 | 40.16% |
October 31, 2020 | 40.16% |
September 30, 2020 | 40.16% |
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
16.59%
Minimum
Nov 2019
40.16%
Maximum
Mar 2020
38.59%
Average
40.16%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Cincinnati Financial Corp | 58.14% |
Safety Insurance Group Inc | 32.78% |
Selective Insurance Group Inc | 48.40% |
United Fire Group Inc | 64.48% |
Donegal Group Inc | 30.32% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.139 |
Beta (5Y) | 0.4261 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.98% |
Historical Sharpe Ratio (5Y) | 0.3603 |
Historical Sortino (5Y) | 0.4925 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.66% |