Axis Capital Holdings Ltd (AXS)

89.72 -0.31 (-0.34%) USD  |  NYSE  |  Dec 23, 09:59
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Axis Capital Holdings Max Drawdown (5Y): 49.32% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Arch Capital Group Ltd 53.84%
RenaissanceRe Holdings Ltd 40.65%
Enstar Group Ltd 57.62%
Maiden Holdings Ltd 97.58%
Everest Group Ltd 44.22%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.922
Beta (5Y) 0.9418
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 29.50%
Historical Sharpe Ratio (5Y) 0.3613
Historical Sortino (5Y) 0.419
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.41%