Axis Capital Holdings Ltd (AXS)
61.33
-0.68
(-1.10%)
USD |
NYSE |
Apr 30, 16:00
61.33
0.00 (0.00%)
After-Hours: 16:47
Axis Capital Holdings Max Drawdown (5Y): 49.32% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 49.32% |
February 29, 2024 | 49.32% |
January 31, 2024 | 49.32% |
December 31, 2023 | 49.32% |
November 30, 2023 | 49.32% |
October 31, 2023 | 49.32% |
September 30, 2023 | 49.32% |
August 31, 2023 | 49.32% |
July 31, 2023 | 49.32% |
June 30, 2023 | 49.32% |
May 31, 2023 | 49.32% |
April 30, 2023 | 49.32% |
March 31, 2023 | 49.32% |
February 28, 2023 | 49.32% |
January 31, 2023 | 49.32% |
December 31, 2022 | 49.32% |
November 30, 2022 | 49.32% |
October 31, 2022 | 49.32% |
September 30, 2022 | 49.32% |
August 31, 2022 | 49.32% |
July 31, 2022 | 49.32% |
June 30, 2022 | 49.32% |
May 31, 2022 | 49.32% |
April 30, 2022 | 49.32% |
March 31, 2022 | 49.32% |
Date | Value |
---|---|
February 28, 2022 | 49.32% |
January 31, 2022 | 49.32% |
December 31, 2021 | 49.32% |
November 30, 2021 | 49.32% |
October 31, 2021 | 49.32% |
September 30, 2021 | 49.32% |
August 31, 2021 | 49.32% |
July 31, 2021 | 49.32% |
June 30, 2021 | 49.32% |
May 31, 2021 | 49.32% |
April 30, 2021 | 49.32% |
March 31, 2021 | 49.32% |
February 28, 2021 | 49.32% |
January 31, 2021 | 49.32% |
December 31, 2020 | 49.32% |
November 30, 2020 | 49.32% |
October 31, 2020 | 49.32% |
September 30, 2020 | 49.32% |
August 31, 2020 | 49.32% |
July 31, 2020 | 49.32% |
June 30, 2020 | 49.32% |
May 31, 2020 | 49.32% |
April 30, 2020 | 48.25% |
March 31, 2020 | 46.28% |
February 29, 2020 | 30.74% |
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
30.74%
Minimum
Apr 2019
49.32%
Maximum
May 2020
45.84%
Average
49.32%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Arch Capital Group Ltd | 53.84% |
Progressive Corp | 22.91% |
Mercury General Corp | 55.29% |
Everest Group Ltd | 44.22% |
RenaissanceRe Holdings Ltd | 40.65% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.489 |
Beta (5Y) | 0.797 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.85% |
Historical Sharpe Ratio (5Y) | 0.1704 |
Historical Sortino (5Y) | 0.1963 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.41% |