Cincinnati Financial Corp (CINF)
119.91
+2.39
(+2.03%)
USD |
NASDAQ |
Apr 19, 16:00
119.91
0.00 (0.00%)
After-Hours: 20:00
Cincinnati Financial Max Drawdown (5Y): 58.14% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 58.14% |
February 29, 2024 | 58.14% |
January 31, 2024 | 58.14% |
December 31, 2023 | 58.14% |
November 30, 2023 | 58.14% |
October 31, 2023 | 58.14% |
September 30, 2023 | 58.14% |
August 31, 2023 | 58.14% |
July 31, 2023 | 58.14% |
June 30, 2023 | 58.14% |
May 31, 2023 | 58.14% |
April 30, 2023 | 58.14% |
March 31, 2023 | 58.14% |
February 28, 2023 | 58.14% |
January 31, 2023 | 58.14% |
December 31, 2022 | 58.14% |
November 30, 2022 | 58.14% |
October 31, 2022 | 58.14% |
September 30, 2022 | 58.14% |
August 31, 2022 | 58.14% |
July 31, 2022 | 58.14% |
June 30, 2022 | 58.14% |
May 31, 2022 | 58.14% |
April 30, 2022 | 58.14% |
March 31, 2022 | 58.14% |
Date | Value |
---|---|
February 28, 2022 | 58.14% |
January 31, 2022 | 58.14% |
December 31, 2021 | 58.14% |
November 30, 2021 | 58.14% |
October 31, 2021 | 58.14% |
September 30, 2021 | 58.14% |
August 31, 2021 | 58.14% |
July 31, 2021 | 58.14% |
June 30, 2021 | 58.14% |
May 31, 2021 | 58.14% |
April 30, 2021 | 58.14% |
March 31, 2021 | 58.14% |
February 28, 2021 | 58.14% |
January 31, 2021 | 58.14% |
December 31, 2020 | 58.14% |
November 30, 2020 | 58.14% |
October 31, 2020 | 58.14% |
September 30, 2020 | 58.14% |
August 31, 2020 | 58.14% |
July 31, 2020 | 58.14% |
June 30, 2020 | 58.14% |
May 31, 2020 | 58.14% |
April 30, 2020 | 43.26% |
March 31, 2020 | 42.41% |
February 29, 2020 | 20.16% |
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
14.71%
Minimum
Apr 2019
58.14%
Maximum
May 2020
49.76%
Average
58.14%
Median
May 2020
Max Drawdown (5Y) Benchmarks
CNA Financial Corp | 45.87% |
Allstate Corp | 41.38% |
Progressive Corp | 22.91% |
American Financial Group Inc | 58.98% |
The Travelers Companies Inc | 46.25% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.24 |
Beta (5Y) | 0.6308 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.83% |
Historical Sharpe Ratio (5Y) | 0.2662 |
Historical Sortino (5Y) | 0.3335 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.74% |