Arch Capital Group Ltd (ACGL)
91.89
-1.16
(-1.25%)
USD |
NASDAQ |
Apr 26, 14:26
Arch Capital Group Max Drawdown (5Y): 53.84% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 53.84% |
| February 29, 2024 | 53.84% |
| January 31, 2024 | 53.84% |
| December 31, 2023 | 53.84% |
| November 30, 2023 | 53.84% |
| October 31, 2023 | 53.84% |
| September 30, 2023 | 53.84% |
| August 31, 2023 | 53.84% |
| July 31, 2023 | 53.84% |
| June 30, 2023 | 53.84% |
| May 31, 2023 | 53.84% |
| April 30, 2023 | 53.84% |
| March 31, 2023 | 53.84% |
| February 28, 2023 | 53.84% |
| January 31, 2023 | 53.84% |
| December 31, 2022 | 53.84% |
| November 30, 2022 | 53.84% |
| October 31, 2022 | 53.84% |
| September 30, 2022 | 53.84% |
| August 31, 2022 | 53.84% |
| July 31, 2022 | 53.84% |
| June 30, 2022 | 53.84% |
| May 31, 2022 | 53.84% |
| April 30, 2022 | 53.84% |
| March 31, 2022 | 53.84% |
| Date | Value |
|---|---|
| February 28, 2022 | 53.84% |
| January 31, 2022 | 53.84% |
| December 31, 2021 | 53.84% |
| November 30, 2021 | 53.84% |
| October 31, 2021 | 53.84% |
| September 30, 2021 | 53.84% |
| August 31, 2021 | 53.84% |
| July 31, 2021 | 53.84% |
| June 30, 2021 | 53.84% |
| May 31, 2021 | 53.84% |
| April 30, 2021 | 53.84% |
| March 31, 2021 | 53.84% |
| February 28, 2021 | 53.84% |
| January 31, 2021 | 53.84% |
| December 31, 2020 | 53.84% |
| November 30, 2020 | 53.84% |
| October 31, 2020 | 53.84% |
| September 30, 2020 | 53.84% |
| August 31, 2020 | 53.84% |
| July 31, 2020 | 53.84% |
| June 30, 2020 | 53.84% |
| May 31, 2020 | 53.84% |
| April 30, 2020 | 51.72% |
| March 31, 2020 | 51.72% |
| February 29, 2020 | 27.33% |
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
27.33%
Minimum
Apr 2019
53.84%
Maximum
May 2020
48.91%
Average
53.84%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Axis Capital Holdings Ltd | 49.32% |
| Everest Group Ltd | 44.22% |
| Maiden Holdings Ltd | 97.58% |
| Hamilton Insurance Group Ltd | -- |
| RenaissanceRe Holdings Ltd | 40.65% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 13.91 |
| Beta (5Y) | 0.5733 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.48% |
| Historical Sharpe Ratio (5Y) | 0.6795 |
| Historical Sortino (5Y) | 0.7434 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.49% |