Hiscox Ltd (HCXLY)

26.58 -1.17 (-4.22%) USD  |  OTCM  |  Dec 23, 12:29
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Hiscox Max Drawdown (5Y): 52.70% 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%
Enstar Group Ltd 57.62%
RenaissanceRe Holdings Ltd 40.65%
SiriusPoint Ltd 74.29%
Maiden Holdings Ltd 97.58%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -12.24
Beta (5Y) 0.2808
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 27.49%
Historical Sharpe Ratio (5Y) -0.3089
Historical Sortino (5Y) -0.4482
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.71%