Aon PLC (AON)
306.00
-2.83
(-0.92%)
USD |
NYSE |
Apr 25, 16:00
306.00
0.00 (0.00%)
Pre-Market: 20:00
Aon Max Drawdown (5Y): 38.73% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 38.73% |
July 31, 2020 | 38.73% |
June 30, 2020 | 38.73% |
May 31, 2020 | 38.73% |
April 30, 2020 | 38.73% |
March 31, 2020 | 38.73% |
February 29, 2020 | 18.54% |
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
Apr 2019
38.73%
Maximum
Mar 2020
35.03%
Average
38.73%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
American International Group Inc | 69.62% |
Progressive Corp | 22.91% |
The Travelers Companies Inc | 46.25% |
Allstate Corp | 41.38% |
Cincinnati Financial Corp | 58.14% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.064 |
Beta (5Y) | 0.8609 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.25% |
Historical Sharpe Ratio (5Y) | 0.5268 |
Historical Sortino (5Y) | 0.6493 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.01% |