Hiscox Ltd (HCXLY)
26.03
+0.86
(+3.42%)
USD |
OTCM |
Nov 21, 16:00
Hiscox Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
| 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) | -11.00 |
| Beta (5Y) | 0.3028 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.08% |
| Historical Sharpe Ratio (5Y) | -0.2618 |
| Historical Sortino (5Y) | -0.3802 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.71% |