RenaissanceRe Holdings Ltd (RNR)
219.26
+0.01
(+0.00%)
USD |
NYSE |
May 01, 15:56
RenaissanceRe Holdings Max Drawdown (5Y): 40.65% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 40.65% |
March 31, 2024 | 40.65% |
February 29, 2024 | 40.65% |
January 31, 2024 | 40.65% |
December 31, 2023 | 40.65% |
November 30, 2023 | 40.65% |
October 31, 2023 | 40.65% |
September 30, 2023 | 40.65% |
August 31, 2023 | 40.65% |
July 31, 2023 | 40.65% |
June 30, 2023 | 40.65% |
May 31, 2023 | 40.65% |
April 30, 2023 | 40.65% |
March 31, 2023 | 40.65% |
February 28, 2023 | 40.65% |
January 31, 2023 | 40.65% |
December 31, 2022 | 40.65% |
November 30, 2022 | 40.65% |
October 31, 2022 | 40.65% |
September 30, 2022 | 40.65% |
August 31, 2022 | 40.65% |
July 31, 2022 | 40.65% |
June 30, 2022 | 40.65% |
May 31, 2022 | 40.65% |
April 30, 2022 | 40.65% |
Date | Value |
---|---|
March 31, 2022 | 40.65% |
February 28, 2022 | 40.65% |
January 31, 2022 | 40.65% |
December 31, 2021 | 40.65% |
November 30, 2021 | 40.65% |
October 31, 2021 | 40.65% |
September 30, 2021 | 40.65% |
August 31, 2021 | 40.65% |
July 31, 2021 | 40.65% |
June 30, 2021 | 40.65% |
May 31, 2021 | 40.65% |
April 30, 2021 | 40.65% |
March 31, 2021 | 40.65% |
February 28, 2021 | 40.65% |
January 31, 2021 | 40.65% |
December 31, 2020 | 40.65% |
November 30, 2020 | 40.65% |
October 31, 2020 | 40.65% |
September 30, 2020 | 40.65% |
August 31, 2020 | 40.65% |
July 31, 2020 | 40.65% |
June 30, 2020 | 40.65% |
May 31, 2020 | 40.65% |
April 30, 2020 | 40.65% |
March 31, 2020 | 40.65% |
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
21.71%
Minimum
May 2019
40.65%
Maximum
Mar 2020
37.49%
Average
40.65%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Assured Guaranty Ltd | 61.49% |
Enstar Group Ltd | 57.62% |
SiriusPoint Ltd | 74.29% |
Hiscox Ltd | -- |
Arch Capital Group Ltd | 53.84% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.531 |
Beta (5Y) | 0.3104 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.89% |
Historical Sharpe Ratio (5Y) | 0.2074 |
Historical Sortino (5Y) | 0.3233 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.69% |