SiriusPoint Ltd (SPNT)
12.64
+0.02
(+0.16%)
USD |
NYSE |
May 15, 15:56
SiriusPoint Max Drawdown (5Y): 74.29% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 74.29% |
| March 31, 2024 | 74.29% |
| February 29, 2024 | 74.29% |
| January 31, 2024 | 74.29% |
| December 31, 2023 | 74.29% |
| November 30, 2023 | 74.29% |
| October 31, 2023 | 74.29% |
| September 30, 2023 | 74.29% |
| August 31, 2023 | 74.29% |
| July 31, 2023 | 74.29% |
| June 30, 2023 | 74.29% |
| May 31, 2023 | 74.29% |
| April 30, 2023 | 74.29% |
| March 31, 2023 | 74.29% |
| February 28, 2023 | 74.29% |
| January 31, 2023 | 74.29% |
| December 31, 2022 | 74.29% |
| November 30, 2022 | 74.29% |
| October 31, 2022 | 74.29% |
| September 30, 2022 | 74.29% |
| August 31, 2022 | 74.29% |
| July 31, 2022 | 73.06% |
| June 30, 2022 | 67.43% |
| May 31, 2022 | 65.39% |
| April 30, 2022 | 64.47% |
| Date | Value |
|---|---|
| March 31, 2022 | 64.47% |
| February 28, 2022 | 64.47% |
| January 31, 2022 | 64.47% |
| December 31, 2021 | 64.47% |
| November 30, 2021 | 64.47% |
| October 31, 2021 | 64.47% |
| September 30, 2021 | 64.47% |
| August 31, 2021 | 64.47% |
| July 31, 2021 | 64.47% |
| June 30, 2021 | 64.47% |
| May 31, 2021 | 64.47% |
| April 30, 2021 | 64.47% |
| March 31, 2021 | 64.47% |
| February 28, 2021 | 64.47% |
| January 31, 2021 | 64.47% |
| December 31, 2020 | 64.47% |
| November 30, 2020 | 64.47% |
| October 31, 2020 | 64.47% |
| September 30, 2020 | 64.47% |
| August 31, 2020 | 64.47% |
| July 31, 2020 | 64.47% |
| June 30, 2020 | 64.47% |
| May 31, 2020 | 64.47% |
| April 30, 2020 | 64.47% |
| March 31, 2020 | 64.47% |
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
47.47%
Minimum
May 2019
74.29%
Maximum
Aug 2022
65.28%
Average
64.47%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Assured Guaranty Ltd | 61.49% |
| Enstar Group Ltd | 57.62% |
| RenaissanceRe Holdings Ltd | 40.65% |
| Hiscox Ltd | -- |
| Arch Capital Group Ltd | 53.84% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.44 |
| Beta (5Y) | 0.9582 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.24% |
| Historical Sharpe Ratio (5Y) | -0.0216 |
| Historical Sortino (5Y) | -0.0299 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.65% |