Greenlight Capital Re Ltd. (GLRE)
15.47
-0.05
(-0.32%)
USD |
NASDAQ |
Aug 25, 16:00
15.47
0.00 (0.00%)
After-Hours: 19:38
Greenlight Capital Re Max Drawdown (5Y) : 71.77% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 71.77% |
| June 30, 2026 | 71.77% |
| May 31, 2026 | 71.77% |
| April 30, 2026 | 71.77% |
| March 31, 2026 | 71.77% |
| February 28, 2026 | 71.77% |
| January 31, 2026 | 71.77% |
| December 31, 2025 | 71.77% |
| November 30, 2025 | 71.77% |
| October 31, 2025 | 71.77% |
| September 30, 2025 | 72.92% |
| August 31, 2025 | 74.97% |
| July 31, 2025 | 75.71% |
| June 30, 2025 | 79.35% |
| May 31, 2025 | 79.35% |
| April 30, 2025 | 80.47% |
| March 31, 2025 | 82.30% |
| February 28, 2025 | 83.83% |
| January 31, 2025 | 83.83% |
| December 31, 2024 | 83.83% |
| November 30, 2024 | 83.83% |
| October 31, 2024 | 83.83% |
| September 30, 2024 | 83.83% |
| August 31, 2024 | 83.83% |
| July 31, 2024 | 83.83% |
| Date | Value |
|---|---|
| June 30, 2024 | 83.83% |
| May 31, 2024 | 83.83% |
| April 30, 2024 | 83.83% |
| March 31, 2024 | 83.83% |
| February 29, 2024 | 83.83% |
| January 31, 2024 | 83.83% |
| December 31, 2023 | 83.83% |
| November 30, 2023 | 83.83% |
| October 31, 2023 | 83.83% |
| September 30, 2023 | 83.83% |
| August 31, 2023 | 83.83% |
| July 31, 2023 | 83.83% |
| June 30, 2023 | 83.83% |
| May 31, 2023 | 83.83% |
| April 30, 2023 | 83.83% |
| March 31, 2023 | 83.83% |
| February 28, 2023 | 83.83% |
| January 31, 2023 | 83.83% |
| December 31, 2022 | 83.83% |
| November 30, 2022 | 83.83% |
| October 31, 2022 | 83.83% |
| September 30, 2022 | 83.83% |
| August 31, 2022 | 83.83% |
| July 31, 2022 | 83.83% |
| June 30, 2022 | 83.83% |
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
| Oxbridge Re Holdings Ltd. | 90.30% |
| Arch Capital Group Ltd. | 22.44% |
| Münchener Rückversicherungs-Gesellschaft AG | 29.54% |
| Sampo Oyj | 24.90% |
| Swiss Re AG | 33.09% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.937 |
| Beta (5Y) | 0.3269 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.71% |
| Historical Sharpe Ratio (5Y) | 0.4194 |
| Historical Sortino (5Y) | 0.8032 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.05% |