Aon PLC (AON)
285.47
+5.50
(+1.96%)
USD |
NYSE |
May 06, 16:00
286.95
+1.48
(+0.52%)
Pre-Market: 08:03
Aon Max Drawdown (5Y): 38.73% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 38.73% |
March 31, 2024 | 38.73% |
February 29, 2024 | 38.73% |
January 31, 2024 | 38.73% |
December 31, 2023 | 38.73% |
November 30, 2023 | 38.73% |
October 31, 2023 | 38.73% |
September 30, 2023 | 38.73% |
August 31, 2023 | 38.73% |
July 31, 2023 | 38.73% |
June 30, 2023 | 38.73% |
May 31, 2023 | 38.73% |
April 30, 2023 | 38.73% |
March 31, 2023 | 38.73% |
February 28, 2023 | 38.73% |
January 31, 2023 | 38.73% |
December 31, 2022 | 38.73% |
November 30, 2022 | 38.73% |
October 31, 2022 | 38.73% |
September 30, 2022 | 38.73% |
August 31, 2022 | 38.73% |
July 31, 2022 | 38.73% |
June 30, 2022 | 38.73% |
May 31, 2022 | 38.73% |
April 30, 2022 | 38.73% |
Date | Value |
---|---|
March 31, 2022 | 38.73% |
February 28, 2022 | 38.73% |
January 31, 2022 | 38.73% |
December 31, 2021 | 38.73% |
November 30, 2021 | 38.73% |
October 31, 2021 | 38.73% |
September 30, 2021 | 38.73% |
August 31, 2021 | 38.73% |
July 31, 2021 | 38.73% |
June 30, 2021 | 38.73% |
May 31, 2021 | 38.73% |
April 30, 2021 | 38.73% |
March 31, 2021 | 38.73% |
February 28, 2021 | 38.73% |
January 31, 2021 | 38.73% |
December 31, 2020 | 38.73% |
November 30, 2020 | 38.73% |
October 31, 2020 | 38.73% |
September 30, 2020 | 38.73% |
August 31, 2020 | 38.73% |
July 31, 2020 | 38.73% |
June 30, 2020 | 38.73% |
May 31, 2020 | 38.73% |
April 30, 2020 | 38.73% |
March 31, 2020 | 38.73% |
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
18.54%
Minimum
May 2019
38.73%
Maximum
Mar 2020
35.36%
Average
38.73%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Kinsale Capital Group Inc | 38.24% |
American International Group Inc | 69.62% |
Arthur J. Gallagher & Co | 37.21% |
Brown & Brown Inc | 34.74% |
Cincinnati Financial Corp | 58.14% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.741 |
Beta (5Y) | 0.8954 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.35% |
Historical Sharpe Ratio (5Y) | 0.325 |
Historical Sortino (5Y) | 0.4046 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.47% |