Maiden Holdings Ltd (MHLD)
1.57
+0.01
(+0.64%)
USD |
NASDAQ |
Nov 04, 16:00
1.57
0.00 (0.00%)
After-Hours: 20:00
Maiden Holdings Max Drawdown (5Y): 97.58% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 97.58% |
September 30, 2024 | 97.58% |
August 31, 2024 | 97.58% |
July 31, 2024 | 97.58% |
June 30, 2024 | 97.58% |
May 31, 2024 | 97.58% |
April 30, 2024 | 97.58% |
March 31, 2024 | 97.58% |
February 29, 2024 | 97.58% |
January 31, 2024 | 97.58% |
December 31, 2023 | 97.58% |
November 30, 2023 | 97.58% |
October 31, 2023 | 97.58% |
September 30, 2023 | 97.58% |
August 31, 2023 | 97.58% |
July 31, 2023 | 97.58% |
June 30, 2023 | 97.58% |
May 31, 2023 | 97.58% |
April 30, 2023 | 97.58% |
March 31, 2023 | 97.58% |
February 28, 2023 | 97.58% |
January 31, 2023 | 97.58% |
December 31, 2022 | 97.58% |
November 30, 2022 | 97.58% |
October 31, 2022 | 97.58% |
Date | Value |
---|---|
September 30, 2022 | 97.58% |
August 31, 2022 | 97.58% |
July 31, 2022 | 97.58% |
June 30, 2022 | 97.58% |
May 31, 2022 | 97.58% |
April 30, 2022 | 97.58% |
March 31, 2022 | 97.58% |
February 28, 2022 | 97.58% |
January 31, 2022 | 97.58% |
December 31, 2021 | 97.58% |
November 30, 2021 | 97.58% |
October 31, 2021 | 97.58% |
September 30, 2021 | 97.58% |
August 31, 2021 | 97.58% |
July 31, 2021 | 97.58% |
June 30, 2021 | 97.58% |
May 31, 2021 | 97.58% |
April 30, 2021 | 97.58% |
March 31, 2021 | 97.58% |
February 28, 2021 | 97.58% |
January 31, 2021 | 97.58% |
December 31, 2020 | 97.58% |
November 30, 2020 | 97.58% |
October 31, 2020 | 97.58% |
September 30, 2020 | 97.58% |
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
97.17%
Minimum
Nov 2019
97.58%
Maximum
Mar 2020
97.56%
Average
97.58%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Arch Capital Group Ltd | 53.84% |
Everest Group Ltd | 44.22% |
Hamilton Insurance Group Ltd | -- |
Assured Guaranty Ltd | 61.49% |
Enstar Group Ltd | 57.62% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.195 |
Beta (5Y) | 1.263 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.56% |
Historical Sharpe Ratio (5Y) | 0.3067 |
Historical Sortino (5Y) | 0.8638 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.09% |