Axis Capital Holdings Ltd (AXS)
79.33
+0.29
(+0.37%)
USD |
NYSE |
Nov 04, 16:00
79.33
0.00 (0.00%)
After-Hours: 20:00
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% |
| WR Berkley Corp | 45.35% |
| RenaissanceRe Holdings Ltd | 40.65% |
| Cincinnati Financial Corp | 58.14% |
| Enstar Group Ltd | 57.62% |
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% |