Everest Group Ltd (EG)
358.66
+9.07
(+2.59%)
USD |
NYSE |
Mar 14, 16:00
354.40
-4.26
(-1.19%)
After-Hours: 20:00
Everest Group Max Drawdown (5Y): 44.22% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| Arch Capital Group Ltd | 53.84% |
| Maiden Holdings Ltd | 97.58% |
| Hamilton Insurance Group Ltd | -- |
| Assured Guaranty Ltd | 61.49% |
| Enstar Group Ltd | 57.62% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.488 |
| Beta (5Y) | 0.6099 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.59% |
| Historical Sharpe Ratio (5Y) | 0.2943 |
| Historical Sortino (5Y) | 0.6154 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.68% |