Axis Capital Holdings Ltd (AXS)
88.00
-0.11
(-0.12%)
USD |
NYSE |
Nov 22, 09:33
Axis Capital Holdings Max Drawdown (5Y): 49.32% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 49.32% |
September 30, 2024 | 49.32% |
August 31, 2024 | 49.32% |
July 31, 2024 | 49.32% |
June 30, 2024 | 49.32% |
May 31, 2024 | 49.32% |
April 30, 2024 | 49.32% |
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% |
Date | Value |
---|---|
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% |
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% |
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
Nov 2019
49.32%
Maximum
May 2020
48.01%
Average
49.32%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Arch Capital Group Ltd | 53.84% |
RenaissanceRe Holdings Ltd | 40.65% |
Enstar Group Ltd | 57.62% |
Maiden Holdings Ltd | 97.58% |
WR Berkley Corp | 45.35% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.834 |
Beta (5Y) | 0.8986 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.32% |
Historical Sharpe Ratio (5Y) | 0.2307 |
Historical Sortino (5Y) | 0.2655 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.41% |