AXIS Capital Holdings Ltd. (AXS)
94.88
-0.63
(-0.66%)
USD |
NYSE |
Oct 02, 16:00
94.86
-0.02
(-0.02%)
Pre-Market: 20:00
AXIS Capital Holdings Max Drawdown (5Y) : 25.49% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 25.49% |
| August 31, 2026 | 28.47% |
| July 31, 2026 | 28.47% |
| June 30, 2026 | 28.47% |
| May 31, 2026 | 28.47% |
| April 30, 2026 | 28.47% |
| March 31, 2026 | 28.47% |
| February 28, 2026 | 28.47% |
| January 31, 2026 | 28.47% |
| December 31, 2025 | 29.55% |
| November 30, 2025 | 29.55% |
| October 31, 2025 | 32.85% |
| September 30, 2025 | 33.72% |
| August 31, 2025 | 34.20% |
| July 31, 2025 | 37.27% |
| June 30, 2025 | 42.78% |
| May 31, 2025 | 43.62% |
| April 30, 2025 | 49.32% |
| March 31, 2025 | 49.32% |
| February 28, 2025 | 49.32% |
| January 31, 2025 | 49.32% |
| December 31, 2024 | 49.32% |
| November 30, 2024 | 49.32% |
| October 31, 2024 | 49.32% |
| September 30, 2024 | 49.32% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 49.32% |
| August 31, 2022 | 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| RenaissanceRe Holdings Ltd. | 37.11% |
| Arch Capital Group Ltd. | 22.44% |
| The Allstate Corp. | 27.35% |
| Everest Group Ltd. | 23.41% |
| Assured Guaranty Ltd. | 30.23% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.23 |
| Beta (5Y) | 0.4525 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.17% |
| Historical Sharpe Ratio (5Y) | 0.6972 |
| Historical Sortino (5Y) | 1.248 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.71% |