Hiscox Ltd (HCXLF)
14.65
0.00 (0.00%)
USD |
OTCM |
Apr 29, 16:00
Hiscox Max Drawdown (5Y): 63.19% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 63.19% |
| February 29, 2024 | 63.19% |
| January 31, 2024 | 63.19% |
| December 31, 2023 | 63.19% |
| November 30, 2023 | 63.19% |
| October 31, 2023 | 63.19% |
| September 30, 2023 | 63.19% |
| August 31, 2023 | 63.19% |
| July 31, 2023 | 63.19% |
| June 30, 2023 | 63.19% |
| May 31, 2023 | 63.19% |
| April 30, 2023 | 63.19% |
| March 31, 2023 | 63.19% |
| February 28, 2023 | 63.19% |
| January 31, 2023 | 63.19% |
| December 31, 2022 | 63.19% |
| November 30, 2022 | 63.19% |
| October 31, 2022 | 63.19% |
| September 30, 2022 | 63.19% |
| August 31, 2022 | 63.19% |
| July 31, 2022 | 63.19% |
| June 30, 2022 | 63.19% |
| May 31, 2022 | 63.19% |
| April 30, 2022 | 63.19% |
| March 31, 2022 | 63.19% |
| Date | Value |
|---|---|
| February 28, 2022 | 63.19% |
| January 31, 2022 | 63.19% |
| December 31, 2021 | 63.19% |
| November 30, 2021 | 63.19% |
| October 31, 2021 | 63.19% |
| September 30, 2021 | 63.19% |
| August 31, 2021 | 63.19% |
| July 31, 2021 | 63.19% |
| June 30, 2021 | 63.19% |
| May 31, 2021 | 63.19% |
| April 30, 2021 | 63.19% |
| March 31, 2021 | 63.19% |
| February 28, 2021 | 63.19% |
| January 31, 2021 | 63.19% |
| December 31, 2020 | 63.19% |
| November 30, 2020 | 63.19% |
| October 31, 2020 | 63.19% |
| September 30, 2020 | 63.19% |
| August 31, 2020 | 63.19% |
| July 31, 2020 | 63.19% |
| June 30, 2020 | 63.19% |
| May 31, 2020 | 63.19% |
| April 30, 2020 | 61.08% |
| March 31, 2020 | 61.08% |
| February 29, 2020 | 27.66% |
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
23.39%
Minimum
Apr 2019
63.19%
Maximum
May 2020
56.11%
Average
63.19%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Assured Guaranty Ltd | 61.49% |
| Enstar Group Ltd | 57.62% |
| RenaissanceRe Holdings Ltd | 40.65% |
| SiriusPoint Ltd | 74.29% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.91 |
| Beta (5Y) | 0.5426 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.75% |
| Historical Sharpe Ratio (5Y) | -0.1779 |
| Historical Sortino (5Y) | -0.2384 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.25% |