Enstar Group Ltd (ESGR)

321.64 -0.27 (-0.08%) USD  |  NASDAQ  |  Dec 23, 10:15
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Enstar Group Max Drawdown (5Y): 57.62% 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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Assured Guaranty Ltd 61.49%
RenaissanceRe Holdings Ltd 40.65%
SiriusPoint Ltd 74.29%
Hiscox Ltd 52.70%
Axis Capital Holdings Ltd 49.32%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.313
Beta (5Y) 0.6455
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 27.97%
Historical Sharpe Ratio (5Y) 0.2613
Historical Sortino (5Y) 0.4083
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.79%