AXIS Capital Holdings Ltd. (AXS)
99.34
+0.61
(+0.62%)
USD |
NYSE |
Aug 24, 16:00
99.33
-0.01
(-0.01%)
Pre-Market: 20:00
AXIS Capital Holdings Max Drawdown (5Y) : 28.47% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| August 31, 2024 | 49.32% |
| July 31, 2024 | 49.32% |
| Date | Value |
|---|---|
| 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% |
| July 31, 2022 | 49.32% |
| June 30, 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% |
| Selective Insurance Group, Inc. | 30.47% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.49 |
| Beta (5Y) | 0.4968 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.10% |
| Historical Sharpe Ratio (5Y) | 0.7137 |
| Historical Sortino (5Y) | 1.263 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.69% |