Assured Guaranty Ltd (AGO)
77.87
+0.43
(+0.56%)
USD |
NYSE |
May 03, 16:00
77.91
+0.04
(+0.05%)
Pre-Market: 20:00
Assured Guaranty Max Drawdown (5Y): 61.49% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 61.49% |
March 31, 2024 | 61.49% |
February 29, 2024 | 61.49% |
January 31, 2024 | 61.49% |
December 31, 2023 | 61.49% |
November 30, 2023 | 61.49% |
October 31, 2023 | 61.49% |
September 30, 2023 | 61.49% |
August 31, 2023 | 61.49% |
July 31, 2023 | 61.49% |
June 30, 2023 | 61.49% |
May 31, 2023 | 61.49% |
April 30, 2023 | 61.49% |
March 31, 2023 | 61.49% |
February 28, 2023 | 61.49% |
January 31, 2023 | 61.49% |
December 31, 2022 | 61.49% |
November 30, 2022 | 61.49% |
October 31, 2022 | 61.49% |
September 30, 2022 | 61.49% |
August 31, 2022 | 61.49% |
July 31, 2022 | 61.49% |
June 30, 2022 | 61.49% |
May 31, 2022 | 61.49% |
April 30, 2022 | 61.49% |
Date | Value |
---|---|
March 31, 2022 | 61.49% |
February 28, 2022 | 61.49% |
January 31, 2022 | 61.49% |
December 31, 2021 | 61.49% |
November 30, 2021 | 61.49% |
October 31, 2021 | 61.49% |
September 30, 2021 | 61.49% |
August 31, 2021 | 61.49% |
July 31, 2021 | 61.49% |
June 30, 2021 | 61.49% |
May 31, 2021 | 61.49% |
April 30, 2021 | 61.49% |
March 31, 2021 | 61.49% |
February 28, 2021 | 61.49% |
January 31, 2021 | 61.49% |
December 31, 2020 | 61.49% |
November 30, 2020 | 61.49% |
October 31, 2020 | 61.49% |
September 30, 2020 | 61.49% |
August 31, 2020 | 61.49% |
July 31, 2020 | 61.49% |
June 30, 2020 | 61.49% |
May 31, 2020 | 61.49% |
April 30, 2020 | 61.49% |
March 31, 2020 | 61.49% |
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
26.74%
Minimum
May 2019
61.49%
Maximum
Mar 2020
55.70%
Average
61.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Enstar Group Ltd | 57.62% |
RenaissanceRe Holdings Ltd | 40.65% |
SiriusPoint Ltd | 74.29% |
Hiscox Ltd | -- |
Arch Capital Group Ltd | 53.84% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.660 |
Beta (5Y) | 1.145 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.34% |
Historical Sharpe Ratio (5Y) | 0.2567 |
Historical Sortino (5Y) | 0.33 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.95% |