Everest Group Ltd (EG)

356.64 +7.28 (+2.08%) USD  |  NYSE  |  Dec 20, 16:00
359.98 +3.34 (+0.94%) Pre-Market: 06:36
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Everest Group Max Drawdown (5Y): 44.22% 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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Median

Max Drawdown (5Y) Benchmarks

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Arch Capital Group Ltd 53.84%
Maiden Holdings Ltd 97.58%
Hamilton Insurance Group Ltd --
Enstar Group Ltd 57.62%
RenaissanceRe Holdings Ltd 40.65%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.9940
Beta (5Y) 0.6406
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 28.19%
Historical Sharpe Ratio (5Y) 0.2683
Historical Sortino (5Y) 0.3678
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.94%