Ambac Financial Group Inc (AMBC)
12.31
-0.07
(-0.57%)
USD |
NYSE |
Nov 21, 16:00
12.31
0.00 (0.00%)
Pre-Market: 20:00
Ambac Financial Group Max Drawdown (5Y): 67.84% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 67.84% |
| September 30, 2024 | 67.84% |
| August 31, 2024 | 67.84% |
| July 31, 2024 | 67.84% |
| June 30, 2024 | 67.84% |
| May 31, 2024 | 67.84% |
| April 30, 2024 | 67.84% |
| March 31, 2024 | 67.84% |
| February 29, 2024 | 67.84% |
| January 31, 2024 | 67.84% |
| December 31, 2023 | 67.84% |
| November 30, 2023 | 67.84% |
| October 31, 2023 | 67.84% |
| September 30, 2023 | 67.84% |
| August 31, 2023 | 67.84% |
| July 31, 2023 | 67.84% |
| June 30, 2023 | 67.84% |
| May 31, 2023 | 67.84% |
| April 30, 2023 | 67.84% |
| March 31, 2023 | 67.84% |
| February 28, 2023 | 67.84% |
| January 31, 2023 | 67.84% |
| December 31, 2022 | 67.84% |
| November 30, 2022 | 67.84% |
| October 31, 2022 | 67.84% |
| Date | Value |
|---|---|
| September 30, 2022 | 67.84% |
| August 31, 2022 | 67.84% |
| July 31, 2022 | 67.84% |
| June 30, 2022 | 67.84% |
| May 31, 2022 | 67.84% |
| April 30, 2022 | 66.92% |
| March 31, 2022 | 65.05% |
| February 28, 2022 | 65.05% |
| January 31, 2022 | 65.05% |
| December 31, 2021 | 65.05% |
| November 30, 2021 | 65.05% |
| October 31, 2021 | 65.05% |
| September 30, 2021 | 65.05% |
| August 31, 2021 | 65.05% |
| July 31, 2021 | 65.05% |
| June 30, 2021 | 65.05% |
| May 31, 2021 | 65.05% |
| April 30, 2021 | 65.05% |
| March 31, 2021 | 65.05% |
| February 28, 2021 | 65.05% |
| January 31, 2021 | 65.05% |
| December 31, 2020 | 65.57% |
| November 30, 2020 | 65.57% |
| October 31, 2020 | 65.57% |
| September 30, 2020 | 65.57% |
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
65.05%
Minimum
Jan 2021
67.84%
Maximum
May 2022
66.60%
Average
67.38%
Median
Max Drawdown (5Y) Benchmarks
| Cincinnati Financial Corp | 58.14% |
| Safety Insurance Group Inc | 32.78% |
| Selective Insurance Group Inc | 48.40% |
| United Fire Group Inc | 64.48% |
| Donegal Group Inc | 30.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.39 |
| Beta (5Y) | 1.225 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.52% |
| Historical Sharpe Ratio (5Y) | -0.2799 |
| Historical Sortino (5Y) | -0.4417 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.57% |