James River Group Holdings, Inc. (JRVR)
4.175
+0.20
(+5.16%)
USD |
NASDAQ |
Jun 10, 16:00
4.175
0.00 (0.00%)
After-Hours: 17:54
James River Group Holdings Max Drawdown (5Y) : 93.08% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 93.08% |
| April 30, 2026 | 93.08% |
| March 31, 2026 | 93.08% |
| February 28, 2026 | 93.08% |
| January 31, 2026 | 93.08% |
| December 31, 2025 | 93.08% |
| November 30, 2025 | 93.08% |
| October 31, 2025 | 93.08% |
| September 30, 2025 | 93.08% |
| August 31, 2025 | 93.08% |
| July 31, 2025 | 93.08% |
| June 30, 2025 | 93.08% |
| May 31, 2025 | 93.08% |
| April 30, 2025 | 93.08% |
| March 31, 2025 | 93.08% |
| February 28, 2025 | 91.28% |
| January 31, 2025 | 91.28% |
| December 31, 2024 | 91.28% |
| November 30, 2024 | 91.24% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
| The Hanover Insurance Group, Inc. | 30.38% |
| Global Indemnity Group LLC | 44.12% |
| American Financial Group, Inc. | 23.79% |
| The Allstate Corp. | 27.35% |
| AMERISAFE, Inc. | 43.28% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -36.27 |
| Beta (5Y) | -0.1553 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.45% |
| Historical Sharpe Ratio (5Y) | -0.8933 |
| Historical Sortino (5Y) | -1.152 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.76% |