Aon PLC (AON)
382.62
+2.54
(+0.67%)
USD |
NYSE |
Nov 21, 16:00
382.28
-0.34
(-0.09%)
Pre-Market: 20:00
Aon Max Drawdown (5Y): 38.73% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 38.73% |
| September 30, 2024 | 38.73% |
| August 31, 2024 | 38.73% |
| July 31, 2024 | 38.73% |
| June 30, 2024 | 38.73% |
| May 31, 2024 | 38.73% |
| April 30, 2024 | 38.73% |
| March 31, 2024 | 38.73% |
| February 29, 2024 | 38.73% |
| January 31, 2024 | 38.73% |
| December 31, 2023 | 38.73% |
| November 30, 2023 | 38.73% |
| October 31, 2023 | 38.73% |
| September 30, 2023 | 38.73% |
| August 31, 2023 | 38.73% |
| July 31, 2023 | 38.73% |
| June 30, 2023 | 38.73% |
| May 31, 2023 | 38.73% |
| April 30, 2023 | 38.73% |
| March 31, 2023 | 38.73% |
| February 28, 2023 | 38.73% |
| January 31, 2023 | 38.73% |
| December 31, 2022 | 38.73% |
| November 30, 2022 | 38.73% |
| October 31, 2022 | 38.73% |
| Date | Value |
|---|---|
| September 30, 2022 | 38.73% |
| August 31, 2022 | 38.73% |
| July 31, 2022 | 38.73% |
| June 30, 2022 | 38.73% |
| May 31, 2022 | 38.73% |
| April 30, 2022 | 38.73% |
| March 31, 2022 | 38.73% |
| February 28, 2022 | 38.73% |
| January 31, 2022 | 38.73% |
| December 31, 2021 | 38.73% |
| November 30, 2021 | 38.73% |
| October 31, 2021 | 38.73% |
| September 30, 2021 | 38.73% |
| August 31, 2021 | 38.73% |
| July 31, 2021 | 38.73% |
| June 30, 2021 | 38.73% |
| May 31, 2021 | 38.73% |
| April 30, 2021 | 38.73% |
| March 31, 2021 | 38.73% |
| February 28, 2021 | 38.73% |
| January 31, 2021 | 38.73% |
| December 31, 2020 | 38.73% |
| November 30, 2020 | 38.73% |
| October 31, 2020 | 38.73% |
| September 30, 2020 | 38.73% |
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
18.54%
Minimum
Nov 2019
38.73%
Maximum
Mar 2020
37.38%
Average
38.73%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| American International Group Inc | 69.62% |
| Cincinnati Financial Corp | 58.14% |
| Safety Insurance Group Inc | 32.78% |
| Selective Insurance Group Inc | 48.40% |
| United Fire Group Inc | 64.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.4487 |
| Beta (5Y) | 0.9112 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.02% |
| Historical Sharpe Ratio (5Y) | 0.4693 |
| Historical Sortino (5Y) | 0.5926 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.58% |