Assured Guaranty Ltd (AGO)
86.28
+2.14
(+2.54%)
USD |
NYSE |
Mar 14, 16:00
86.28
0.00 (0.00%)
After-Hours: 20:00
Assured Guaranty Max Drawdown (5Y): 61.49% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Enstar Group Ltd | 57.62% |
| RenaissanceRe Holdings Ltd | 40.65% |
| SiriusPoint Ltd | 75.53% |
| Hiscox Ltd | 52.70% |
| Arch Capital Group Ltd | 53.84% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.2945 |
| Beta (5Y) | 1.110 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.20% |
| Historical Sharpe Ratio (5Y) | 0.4874 |
| Historical Sortino (5Y) | 0.8664 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.40% |