James River Group Holdings Ltd (JRVR)
7.89
-0.19
(-2.35%)
USD |
NASDAQ |
May 20, 15:32
James River Group Holdings Max Drawdown (5Y): 86.90% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 86.90% |
March 31, 2024 | 86.90% |
February 29, 2024 | 84.13% |
January 31, 2024 | 84.13% |
December 31, 2023 | 83.82% |
November 30, 2023 | 83.68% |
October 31, 2023 | 73.98% |
September 30, 2023 | 73.12% |
August 31, 2023 | 72.14% |
July 31, 2023 | 67.18% |
June 30, 2023 | 65.67% |
May 31, 2023 | 63.93% |
April 30, 2023 | 63.93% |
March 31, 2023 | 61.30% |
February 28, 2023 | 61.30% |
January 31, 2023 | 61.30% |
December 31, 2022 | 61.30% |
November 30, 2022 | 61.30% |
October 31, 2022 | 61.30% |
September 30, 2022 | 61.30% |
August 31, 2022 | 61.30% |
July 31, 2022 | 61.30% |
June 30, 2022 | 61.30% |
May 31, 2022 | 61.30% |
April 30, 2022 | 61.30% |
Date | Value |
---|---|
March 31, 2022 | 61.30% |
February 28, 2022 | 53.73% |
January 31, 2022 | 53.73% |
December 31, 2021 | 53.73% |
November 30, 2021 | 50.67% |
October 31, 2021 | 45.93% |
September 30, 2021 | 45.93% |
August 31, 2021 | 45.93% |
July 31, 2021 | 45.93% |
June 30, 2021 | 45.93% |
May 31, 2021 | 45.93% |
April 30, 2021 | 45.93% |
March 31, 2021 | 45.93% |
February 28, 2021 | 45.93% |
January 31, 2021 | 45.93% |
December 31, 2020 | 45.93% |
November 30, 2020 | 45.93% |
October 31, 2020 | 45.93% |
September 30, 2020 | 45.93% |
August 31, 2020 | 45.93% |
July 31, 2020 | 45.93% |
June 30, 2020 | 45.93% |
May 31, 2020 | 45.93% |
April 30, 2020 | 45.93% |
March 31, 2020 | 45.93% |
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
23.73%
Minimum
May 2019
86.90%
Maximum
Mar 2024
53.39%
Average
48.30%
Median
Max Drawdown (5Y) Benchmarks
Fidelis Insurance Holdings Ltd | -- |
Global Indemnity Group LLC | 50.32% |
Essent Group Ltd | 64.70% |
American Overseas Group Ltd | 92.98% |
Arch Capital Group Ltd | 53.84% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -29.09 |
Beta (5Y) | 0.1713 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.12% |
Historical Sharpe Ratio (5Y) | -0.6302 |
Historical Sortino (5Y) | -0.8108 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.76% |