Enstar Group Ltd (ESGR)
324.51
+0.68
(+0.21%)
USD |
NASDAQ |
Nov 21, 16:00
324.50
-0.01
(-0.00%)
Pre-Market: 09:26
Enstar Group Max Drawdown (5Y): 57.62% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 57.62% |
September 30, 2024 | 57.62% |
August 31, 2024 | 57.62% |
July 31, 2024 | 57.62% |
June 30, 2024 | 57.62% |
May 31, 2024 | 57.62% |
April 30, 2024 | 57.62% |
March 31, 2024 | 57.62% |
February 29, 2024 | 57.62% |
January 31, 2024 | 57.62% |
December 31, 2023 | 57.62% |
November 30, 2023 | 57.62% |
October 31, 2023 | 57.62% |
September 30, 2023 | 57.62% |
August 31, 2023 | 57.62% |
July 31, 2023 | 57.62% |
June 30, 2023 | 57.62% |
May 31, 2023 | 57.62% |
April 30, 2023 | 57.62% |
March 31, 2023 | 57.62% |
February 28, 2023 | 57.62% |
January 31, 2023 | 57.62% |
December 31, 2022 | 57.62% |
November 30, 2022 | 57.62% |
October 31, 2022 | 57.62% |
Date | Value |
---|---|
September 30, 2022 | 57.62% |
August 31, 2022 | 57.62% |
July 31, 2022 | 57.62% |
June 30, 2022 | 57.62% |
May 31, 2022 | 57.62% |
April 30, 2022 | 57.62% |
March 31, 2022 | 57.62% |
February 28, 2022 | 57.62% |
January 31, 2022 | 57.62% |
December 31, 2021 | 57.62% |
November 30, 2021 | 57.62% |
October 31, 2021 | 57.62% |
September 30, 2021 | 57.62% |
August 31, 2021 | 57.62% |
July 31, 2021 | 57.62% |
June 30, 2021 | 57.62% |
May 31, 2021 | 57.62% |
April 30, 2021 | 57.62% |
March 31, 2021 | 57.62% |
February 28, 2021 | 57.62% |
January 31, 2021 | 57.62% |
December 31, 2020 | 57.62% |
November 30, 2020 | 57.62% |
October 31, 2020 | 57.62% |
September 30, 2020 | 57.62% |
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
33.31%
Minimum
Nov 2019
57.62%
Maximum
Mar 2020
56.00%
Average
57.62%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Assured Guaranty Ltd | 61.49% |
RenaissanceRe Holdings Ltd | 40.65% |
SiriusPoint Ltd | 74.29% |
Hiscox Ltd | -- |
Maiden Holdings Ltd | 97.58% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.8715 |
Beta (5Y) | 0.6536 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.01% |
Historical Sharpe Ratio (5Y) | 0.27 |
Historical Sortino (5Y) | 0.4264 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.79% |