Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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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.

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Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
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Median

Max Drawdown (5Y) Benchmarks

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SiriusPoint Ltd. 75.53%
Lemonade, Inc. 94.23%
Arch Capital Group Ltd. 22.44%
Assured Guaranty Ltd. 30.23%
AXIS Capital Holdings Ltd. 25.49%