James River Group Holdings Ltd (JRVR)
4.515
+0.04
(+0.78%)
USD |
NASDAQ |
Nov 22, 11:30
James River Group Holdings Max Drawdown (5Y): 87.82% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 87.82% |
| September 30, 2024 | 87.71% |
| August 31, 2024 | 86.90% |
| July 31, 2024 | 86.90% |
| June 30, 2024 | 86.90% |
| May 31, 2024 | 86.90% |
| April 30, 2024 | 86.90% |
| March 31, 2024 | 86.90% |
| February 29, 2024 | 84.13% |
| January 31, 2024 | 84.13% |
| December 31, 2023 | 83.82% |
| November 30, 2023 | 83.68% |
| October 31, 2023 | 73.98% |
| September 30, 2023 | 73.12% |
| August 31, 2023 | 72.14% |
| July 31, 2023 | 67.18% |
| June 30, 2023 | 65.67% |
| May 31, 2023 | 63.93% |
| April 30, 2023 | 63.93% |
| March 31, 2023 | 61.30% |
| February 28, 2023 | 61.30% |
| January 31, 2023 | 61.30% |
| December 31, 2022 | 61.30% |
| November 30, 2022 | 61.30% |
| October 31, 2022 | 61.30% |
| Date | Value |
|---|---|
| September 30, 2022 | 61.30% |
| August 31, 2022 | 61.30% |
| July 31, 2022 | 61.30% |
| June 30, 2022 | 61.30% |
| May 31, 2022 | 61.30% |
| April 30, 2022 | 61.30% |
| March 31, 2022 | 61.30% |
| February 28, 2022 | 53.73% |
| January 31, 2022 | 53.73% |
| December 31, 2021 | 53.73% |
| November 30, 2021 | 50.67% |
| October 31, 2021 | 45.93% |
| September 30, 2021 | 45.93% |
| August 31, 2021 | 45.93% |
| July 31, 2021 | 45.93% |
| June 30, 2021 | 45.93% |
| May 31, 2021 | 45.93% |
| April 30, 2021 | 45.93% |
| March 31, 2021 | 45.93% |
| February 28, 2021 | 45.93% |
| January 31, 2021 | 45.93% |
| December 31, 2020 | 45.93% |
| November 30, 2020 | 45.93% |
| October 31, 2020 | 45.93% |
| September 30, 2020 | 45.93% |
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
33.63%
Minimum
Nov 2019
87.82%
Maximum
Oct 2024
59.57%
Average
61.30%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| Essent Group Ltd | 64.70% |
| American Overseas Group Ltd | 92.98% |
| Fidelis Insurance Holdings Ltd | -- |
| Enstar Group Ltd | 57.62% |
| Conifer Holdings Inc | 87.03% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.49 |
| Beta (5Y) | 0.1701 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.39% |
| Historical Sharpe Ratio (5Y) | -0.732 |
| Historical Sortino (5Y) | -0.9872 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.35% |