Allstate Maximum Drawdown
| ALL Stock | | | USD 212.88 -3.68 -1.70% |
Maximum Drawdown (or MDD) is another indicator of risk. It is the reduction in asset value after a series of losing trades. This is normally calculated by getting the difference between a relative peaks in equity capital minus a relative trough. Below is Allstate's current Maximum Drawdown with peer comparisons and related risk metrics.
Current Maximum Drawdown Value
Allstate carries a Maximum Drawdown of 7.57, consistent with a contained peak-to-trough loss. Allstate's maximum drawdown has remained under 10%, indicating limited downside exposure.
Maximum Drawdown | = | MAX(HIGH - LOW) |
| = | 7.57 | |
| MAX | = | Maximum notation for the range of returns on Allstate |
Maximum Drawdown Peers Comparison
The peer group averages 6.04 for Maximum Drawdown, with Allstate at 7.57 falling above that level. Readings span 4.57 (Hartford Financial Services) to 7.4 (Chubb). Allstate's deeper drawdown relative to peers indicates greater historical downside exposure.
Maximum Drawdown Relative To Other Indicators
The chart below plots Maximum Drawdown against Maximum Drawdown for Allstate and its peers. Each point represents one equity — position along the horizontal axis shows Maximum Drawdown while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
The Maximum Drawdown-to-Maximum Drawdown ratio for Allstate sits near
1.00 , with Maximum Drawdown at
7.57 and Maximum Drawdown at
7.57 . The two measures are closely aligned in magnitude for Allstate.
Methodology, Assumptions & Data Sources
Allstate's Maximum Drawdown currently stands at 7.57. This Maximum Drawdown reading for Allstate results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Allstate operates in the financial services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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