Allstate Corp (ALL)
168.89
-2.67
(-1.56%)
USD |
NYSE |
May 02, 15:26
Allstate Max Drawdown (5Y): 41.38% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 41.38% |
March 31, 2024 | 41.38% |
February 29, 2024 | 41.38% |
January 31, 2024 | 41.38% |
December 31, 2023 | 41.38% |
November 30, 2023 | 41.38% |
October 31, 2023 | 41.38% |
September 30, 2023 | 41.38% |
August 31, 2023 | 41.38% |
July 31, 2023 | 41.38% |
June 30, 2023 | 41.38% |
May 31, 2023 | 41.38% |
April 30, 2023 | 41.38% |
March 31, 2023 | 41.38% |
February 28, 2023 | 41.38% |
January 31, 2023 | 41.38% |
December 31, 2022 | 41.38% |
November 30, 2022 | 41.38% |
October 31, 2022 | 41.38% |
September 30, 2022 | 41.38% |
August 31, 2022 | 41.38% |
July 31, 2022 | 41.38% |
June 30, 2022 | 41.38% |
May 31, 2022 | 41.38% |
April 30, 2022 | 41.38% |
Date | Value |
---|---|
March 31, 2022 | 41.38% |
February 28, 2022 | 41.38% |
January 31, 2022 | 41.38% |
December 31, 2021 | 41.38% |
November 30, 2021 | 41.38% |
October 31, 2021 | 41.38% |
September 30, 2021 | 41.38% |
August 31, 2021 | 41.38% |
July 31, 2021 | 41.38% |
June 30, 2021 | 41.38% |
May 31, 2021 | 41.38% |
April 30, 2021 | 41.38% |
March 31, 2021 | 41.38% |
February 28, 2021 | 41.38% |
January 31, 2021 | 41.38% |
December 31, 2020 | 41.38% |
November 30, 2020 | 41.38% |
October 31, 2020 | 41.38% |
September 30, 2020 | 41.38% |
August 31, 2020 | 41.38% |
July 31, 2020 | 41.38% |
June 30, 2020 | 41.38% |
May 31, 2020 | 41.38% |
April 30, 2020 | 41.38% |
March 31, 2020 | 41.38% |
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
24.89%
Minimum
May 2019
41.38%
Maximum
Mar 2020
38.63%
Average
41.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Progressive Corp | 22.91% |
The Travelers Companies Inc | 46.25% |
The Hartford Financial Services Group Inc | 57.58% |
Prudential Financial Inc | 65.90% |
Cincinnati Financial Corp | 58.14% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 6.437 |
Beta (5Y) | 0.5145 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.96% |
Historical Sharpe Ratio (5Y) | 0.4515 |
Historical Sortino (5Y) | 0.5658 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.31% |