American Overseas Group Ltd (AOREF)
355.00
0.00 (0.00%)
USD |
OTCM |
Nov 21, 16:00
American Overseas Group Max Drawdown (5Y): 92.98% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 92.98% |
August 31, 2024 | 92.98% |
July 31, 2024 | 92.98% |
June 30, 2024 | 92.98% |
May 31, 2024 | 92.98% |
April 30, 2024 | 92.98% |
March 31, 2024 | 99.81% |
February 29, 2024 | 99.81% |
January 31, 2024 | 99.86% |
December 31, 2023 | 99.88% |
November 30, 2023 | 99.88% |
October 31, 2023 | 99.88% |
September 30, 2023 | 99.88% |
August 31, 2023 | 99.88% |
July 31, 2023 | 99.90% |
June 30, 2023 | 99.90% |
May 31, 2023 | 99.90% |
April 30, 2023 | 99.90% |
March 31, 2023 | 99.90% |
February 28, 2023 | 99.90% |
January 31, 2023 | 99.90% |
December 31, 2022 | 99.90% |
November 30, 2022 | 99.90% |
October 31, 2022 | 99.90% |
September 30, 2022 | 99.90% |
Date | Value |
---|---|
August 31, 2022 | 99.90% |
July 31, 2022 | 99.90% |
June 30, 2022 | 99.90% |
May 31, 2022 | 99.90% |
April 30, 2022 | 99.90% |
March 31, 2022 | 99.90% |
February 28, 2022 | 99.90% |
January 31, 2022 | 99.90% |
December 31, 2021 | 99.90% |
November 30, 2021 | 99.90% |
October 31, 2021 | 99.90% |
September 30, 2021 | 99.90% |
August 31, 2021 | 99.90% |
July 31, 2021 | 99.90% |
June 30, 2021 | 99.90% |
May 31, 2021 | 99.90% |
April 30, 2021 | 99.90% |
March 31, 2021 | 99.90% |
February 28, 2021 | 99.90% |
January 31, 2021 | 99.90% |
December 31, 2020 | 99.90% |
November 30, 2020 | 99.90% |
October 31, 2020 | 99.90% |
September 30, 2020 | 99.90% |
August 31, 2020 | 99.90% |
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
92.98%
Minimum
Apr 2024
99.90%
Maximum
Nov 2019
99.19%
Average
99.90%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Essent Group Ltd | 64.70% |
James River Group Holdings Ltd | 87.82% |
Fidelis Insurance Holdings Ltd | -- |
Conifer Holdings Inc | 87.03% |
Palomar Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.944 |
Beta (5Y) | 0.2702 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 132.3% |
Historical Sharpe Ratio (5Y) | -0.0397 |
Historical Sortino (5Y) | -0.0974 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 46.15% |