Assured Guaranty Ltd (AGO)
94.75
+1.66
(+1.78%)
USD |
NYSE |
Nov 25, 16:00
94.76
+0.01
(+0.01%)
After-Hours: 16:05
Assured Guaranty Max Drawdown (5Y): 61.49% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 61.49% |
| September 30, 2024 | 61.49% |
| August 31, 2024 | 61.49% |
| July 31, 2024 | 61.49% |
| June 30, 2024 | 61.49% |
| May 31, 2024 | 61.49% |
| April 30, 2024 | 61.49% |
| March 31, 2024 | 61.49% |
| February 29, 2024 | 61.49% |
| January 31, 2024 | 61.49% |
| December 31, 2023 | 61.49% |
| November 30, 2023 | 61.49% |
| October 31, 2023 | 61.49% |
| September 30, 2023 | 61.49% |
| August 31, 2023 | 61.49% |
| July 31, 2023 | 61.49% |
| June 30, 2023 | 61.49% |
| May 31, 2023 | 61.49% |
| April 30, 2023 | 61.49% |
| March 31, 2023 | 61.49% |
| February 28, 2023 | 61.49% |
| January 31, 2023 | 61.49% |
| December 31, 2022 | 61.49% |
| November 30, 2022 | 61.49% |
| October 31, 2022 | 61.49% |
| Date | Value |
|---|---|
| September 30, 2022 | 61.49% |
| August 31, 2022 | 61.49% |
| July 31, 2022 | 61.49% |
| June 30, 2022 | 61.49% |
| May 31, 2022 | 61.49% |
| April 30, 2022 | 61.49% |
| March 31, 2022 | 61.49% |
| February 28, 2022 | 61.49% |
| January 31, 2022 | 61.49% |
| December 31, 2021 | 61.49% |
| November 30, 2021 | 61.49% |
| October 31, 2021 | 61.49% |
| September 30, 2021 | 61.49% |
| August 31, 2021 | 61.49% |
| July 31, 2021 | 61.49% |
| June 30, 2021 | 61.49% |
| May 31, 2021 | 61.49% |
| April 30, 2021 | 61.49% |
| March 31, 2021 | 61.49% |
| February 28, 2021 | 61.49% |
| January 31, 2021 | 61.49% |
| December 31, 2020 | 61.49% |
| November 30, 2020 | 61.49% |
| October 31, 2020 | 61.49% |
| September 30, 2020 | 61.49% |
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
26.74%
Minimum
Nov 2019
61.49%
Maximum
Mar 2020
59.17%
Average
61.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Enstar Group Ltd | 57.62% |
| RenaissanceRe Holdings Ltd | 40.65% |
| SiriusPoint Ltd | 74.29% |
| Hiscox Ltd | -- |
| Maiden Holdings Ltd | 97.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.097 |
| Beta (5Y) | 1.097 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.53% |
| Historical Sharpe Ratio (5Y) | 0.3052 |
| Historical Sortino (5Y) | 0.4032 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.95% |