Greenlight Capital Re Ltd (GLRE)
15.00
+0.28
(+1.90%)
USD |
NASDAQ |
Nov 21, 16:00
15.40
+0.40
(+2.67%)
After-Hours: 04:38
Greenlight Capital Re Max Drawdown (5Y): 83.00% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 83.00% |
| September 30, 2024 | 83.00% |
| August 31, 2024 | 83.00% |
| July 31, 2024 | 83.00% |
| June 30, 2024 | 83.00% |
| May 31, 2024 | 83.00% |
| April 30, 2024 | 83.00% |
| March 31, 2024 | 83.00% |
| February 29, 2024 | 83.00% |
| January 31, 2024 | 83.00% |
| December 31, 2023 | 83.00% |
| November 30, 2023 | 83.00% |
| October 31, 2023 | 83.00% |
| September 30, 2023 | 83.00% |
| August 31, 2023 | 83.00% |
| July 31, 2023 | 83.00% |
| June 30, 2023 | 83.00% |
| May 31, 2023 | 83.00% |
| April 30, 2023 | 83.00% |
| March 31, 2023 | 83.00% |
| February 28, 2023 | 83.00% |
| January 31, 2023 | 83.00% |
| December 31, 2022 | 83.00% |
| November 30, 2022 | 83.00% |
| October 31, 2022 | 83.00% |
| Date | Value |
|---|---|
| September 30, 2022 | 83.00% |
| August 31, 2022 | 83.00% |
| July 31, 2022 | 83.00% |
| June 30, 2022 | 83.00% |
| May 31, 2022 | 83.00% |
| April 30, 2022 | 83.00% |
| March 31, 2022 | 83.00% |
| February 28, 2022 | 83.00% |
| January 31, 2022 | 83.00% |
| December 31, 2021 | 83.00% |
| November 30, 2021 | 83.00% |
| October 31, 2021 | 83.00% |
| September 30, 2021 | 83.00% |
| August 31, 2021 | 83.00% |
| July 31, 2021 | 83.00% |
| June 30, 2021 | 83.00% |
| May 31, 2021 | 83.00% |
| April 30, 2021 | 83.00% |
| March 31, 2021 | 83.00% |
| February 28, 2021 | 83.00% |
| January 31, 2021 | 83.00% |
| December 31, 2020 | 83.00% |
| November 30, 2020 | 83.00% |
| October 31, 2020 | 83.00% |
| September 30, 2020 | 83.00% |
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
76.23%
Minimum
Nov 2019
83.00%
Maximum
Apr 2020
82.54%
Average
83.00%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Oxbridge Re Holdings Ltd | 88.59% |
| Arch Capital Group Ltd | 53.84% |
| Maiden Holdings Ltd | 97.58% |
| Everest Group Ltd | 44.22% |
| Patria Investments Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.839 |
| Beta (5Y) | 0.8528 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.32% |
| Historical Sharpe Ratio (5Y) | 0.0766 |
| Historical Sortino (5Y) | 0.0943 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.72% |