James River Group Holdings Ltd (JRVR)

4.98 +0.32 (+6.87%) USD  |  NASDAQ  |  Dec 24, 16:00
More

James River Group Holdings Max Drawdown (5Y): 91.24% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for JRVR.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Essent Group Ltd 64.70%
American Overseas Group Ltd 93.33%
Fidelis Insurance Holdings Ltd --
Enstar Group Ltd 57.62%
Conifer Holdings Inc 87.03%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -36.82
Beta (5Y) 0.0884
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 42.66%
Historical Sharpe Ratio (5Y) -0.8356
Historical Sortino (5Y) -1.113
Monthly Value at Risk (VaR) 5% (5Y Lookback) 26.33%