Maiden Holdings Ltd (MHLD)

1.38 -0.10 (-6.76%) USD  |  NASDAQ  |  Dec 20, 16:00
1.38 0.00 (0.00%) After-Hours: 20:00
More

Maiden Holdings Max Drawdown (5Y): 97.58% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for MHLD.
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
Arch Capital Group Ltd 53.84%
Everest Group Ltd 44.22%
Hamilton Insurance Group Ltd --
Enstar Group Ltd 57.62%
RenaissanceRe Holdings Ltd 40.65%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.103
Beta (5Y) 1.218
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 62.69%
Historical Sharpe Ratio (5Y) 0.2259
Historical Sortino (5Y) 0.6313
Monthly Value at Risk (VaR) 5% (5Y Lookback) 17.09%