Chubb Ltd. (CB)
330.89
-0.41
(-0.12%)
USD |
NYSE |
Oct 02, 16:00
330.70
-0.19
(-0.06%)
Pre-Market: 20:00
Chubb Max Drawdown (5Y) : 19.28% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 19.28% |
| August 31, 2026 | 19.28% |
| July 31, 2026 | 19.28% |
| June 30, 2026 | 19.28% |
| May 31, 2026 | 19.28% |
| April 30, 2026 | 19.28% |
| March 31, 2026 | 19.28% |
| February 28, 2026 | 19.28% |
| January 31, 2026 | 19.28% |
| December 31, 2025 | 19.28% |
| November 30, 2025 | 19.28% |
| October 31, 2025 | 19.28% |
| September 30, 2025 | 28.06% |
| August 31, 2025 | 29.73% |
| July 31, 2025 | 29.73% |
| June 30, 2025 | 29.73% |
| May 31, 2025 | 29.73% |
| April 30, 2025 | 41.95% |
| March 31, 2025 | 41.95% |
| February 28, 2025 | 42.59% |
| January 31, 2025 | 42.59% |
| December 31, 2024 | 42.59% |
| November 30, 2024 | 42.59% |
| October 31, 2024 | 42.59% |
| September 30, 2024 | 42.59% |
| Date | Value |
|---|---|
| August 31, 2024 | 42.59% |
| July 31, 2024 | 42.59% |
| June 30, 2024 | 42.59% |
| May 31, 2024 | 42.59% |
| April 30, 2024 | 42.59% |
| March 31, 2024 | 42.59% |
| February 29, 2024 | 42.59% |
| January 31, 2024 | 42.59% |
| December 31, 2023 | 42.59% |
| November 30, 2023 | 42.59% |
| October 31, 2023 | 42.59% |
| September 30, 2023 | 42.59% |
| August 31, 2023 | 42.59% |
| July 31, 2023 | 42.59% |
| June 30, 2023 | 42.59% |
| May 31, 2023 | 42.59% |
| April 30, 2023 | 42.59% |
| March 31, 2023 | 42.59% |
| February 28, 2023 | 42.59% |
| January 31, 2023 | 42.59% |
| December 31, 2022 | 42.59% |
| November 30, 2022 | 42.59% |
| October 31, 2022 | 42.59% |
| September 30, 2022 | 42.59% |
| August 31, 2022 | 42.59% |
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
| The Progressive Corp. | 30.31% |
| The Travelers Cos., Inc. | 18.90% |
| The Allstate Corp. | 27.35% |
| W.R. Berkley Corp. | 26.29% |
| Zurich Insurance Group AG | 20.15% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.693 |
| Beta (5Y) | 0.3573 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.76% |
| Historical Sharpe Ratio (5Y) | 0.6722 |
| Historical Sortino (5Y) | 1.378 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.11% |