Everest Group Ltd (EG)
392.92
+4.65
(+1.20%)
USD |
NYSE |
May 17, 16:00
393.06
+0.14
(+0.04%)
After-Hours: 20:00
Everest Group Max Drawdown (5Y): 44.22% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 44.22% |
March 31, 2024 | 44.22% |
February 29, 2024 | 44.22% |
January 31, 2024 | 44.22% |
December 31, 2023 | 44.22% |
November 30, 2023 | 44.22% |
October 31, 2023 | 44.22% |
September 30, 2023 | 44.22% |
August 31, 2023 | 44.22% |
July 31, 2023 | 44.22% |
June 30, 2023 | 44.22% |
May 31, 2023 | 44.22% |
April 30, 2023 | 44.22% |
March 31, 2023 | 44.22% |
February 28, 2023 | 44.22% |
January 31, 2023 | 44.22% |
December 31, 2022 | 44.22% |
November 30, 2022 | 44.22% |
October 31, 2022 | 44.22% |
September 30, 2022 | 44.22% |
August 31, 2022 | 44.22% |
July 31, 2022 | 44.22% |
June 30, 2022 | 44.22% |
May 31, 2022 | 44.22% |
April 30, 2022 | 44.22% |
Date | Value |
---|---|
March 31, 2022 | 44.22% |
February 28, 2022 | 44.22% |
January 31, 2022 | 44.22% |
December 31, 2021 | 44.22% |
November 30, 2021 | 44.22% |
October 31, 2021 | 44.22% |
September 30, 2021 | 44.22% |
August 31, 2021 | 44.22% |
July 31, 2021 | 44.22% |
June 30, 2021 | 44.22% |
May 31, 2021 | 44.22% |
April 30, 2021 | 44.22% |
March 31, 2021 | 44.22% |
February 28, 2021 | 44.22% |
January 31, 2021 | 44.22% |
December 31, 2020 | 44.22% |
November 30, 2020 | 44.22% |
October 31, 2020 | 44.22% |
September 30, 2020 | 44.22% |
August 31, 2020 | 44.22% |
July 31, 2020 | 44.22% |
June 30, 2020 | 44.22% |
May 31, 2020 | 44.22% |
April 30, 2020 | 41.08% |
March 31, 2020 | 40.69% |
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
22.27%
Minimum
May 2019
44.22%
Maximum
May 2020
40.45%
Average
44.22%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Arch Capital Group Ltd | 53.84% |
Maiden Holdings Ltd | 97.58% |
Hamilton Insurance Group Ltd | -- |
Axis Capital Holdings Ltd | 49.32% |
RenaissanceRe Holdings Ltd | 40.65% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.414 |
Beta (5Y) | 0.5664 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.12% |
Historical Sharpe Ratio (5Y) | 0.3459 |
Historical Sortino (5Y) | 0.4676 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.84% |