Selective Insurance Group Inc (SIGI)
101.44
+1.31
(+1.31%)
USD |
NASDAQ |
Apr 29, 12:58
Selective Insurance Group Max Drawdown (5Y): 48.40% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 48.40% |
February 29, 2024 | 48.40% |
January 31, 2024 | 48.40% |
December 31, 2023 | 48.40% |
November 30, 2023 | 48.40% |
October 31, 2023 | 48.40% |
September 30, 2023 | 48.40% |
August 31, 2023 | 48.40% |
July 31, 2023 | 48.40% |
June 30, 2023 | 48.40% |
May 31, 2023 | 48.40% |
April 30, 2023 | 48.40% |
March 31, 2023 | 48.40% |
February 28, 2023 | 48.40% |
January 31, 2023 | 48.40% |
December 31, 2022 | 48.40% |
November 30, 2022 | 48.40% |
October 31, 2022 | 48.40% |
September 30, 2022 | 48.40% |
August 31, 2022 | 48.40% |
July 31, 2022 | 48.40% |
June 30, 2022 | 48.40% |
May 31, 2022 | 48.40% |
April 30, 2022 | 48.40% |
March 31, 2022 | 48.40% |
Date | Value |
---|---|
February 28, 2022 | 48.40% |
January 31, 2022 | 48.40% |
December 31, 2021 | 48.40% |
November 30, 2021 | 48.40% |
October 31, 2021 | 48.40% |
September 30, 2021 | 48.40% |
August 31, 2021 | 48.40% |
July 31, 2021 | 48.40% |
June 30, 2021 | 48.40% |
May 31, 2021 | 48.40% |
April 30, 2021 | 48.40% |
March 31, 2021 | 48.40% |
February 28, 2021 | 48.40% |
January 31, 2021 | 48.40% |
December 31, 2020 | 48.40% |
November 30, 2020 | 48.40% |
October 31, 2020 | 48.40% |
September 30, 2020 | 48.40% |
August 31, 2020 | 48.40% |
July 31, 2020 | 48.40% |
June 30, 2020 | 48.40% |
May 31, 2020 | 48.40% |
April 30, 2020 | 48.40% |
March 31, 2020 | 48.40% |
February 29, 2020 | 30.32% |
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
20.28%
Minimum
Apr 2019
48.40%
Maximum
Mar 2020
43.41%
Average
48.40%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
CNA Financial Corp | 45.87% |
Mercury General Corp | 55.29% |
MGIC Investment Corp | 68.14% |
The Hanover Insurance Group Inc | 40.05% |
HCI Group Inc | 78.77% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.858 |
Beta (5Y) | 0.552 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.04% |
Historical Sharpe Ratio (5Y) | 0.4419 |
Historical Sortino (5Y) | 0.5865 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.88% |