Münchener Rückversicherungs-Gesellschaft AG (MURGF)
611.85
+10.53
(+1.75%)
USD |
OTCM |
Aug 24, 16:00
Münchener Rückversicherungs-Gesellschaft Max Drawdown (5Y) : 30.69% for July 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 |
|---|---|
| July 31, 2026 | 30.69% |
| June 30, 2026 | 30.69% |
| May 31, 2026 | 30.69% |
| April 30, 2026 | 30.69% |
| March 31, 2026 | 30.69% |
| February 28, 2026 | 30.69% |
| January 31, 2026 | 30.69% |
| December 31, 2025 | 30.69% |
| November 30, 2025 | 30.69% |
| October 31, 2025 | 30.69% |
| September 30, 2025 | 30.69% |
| August 31, 2025 | 30.69% |
| July 31, 2025 | 30.69% |
| June 30, 2025 | 30.69% |
| May 31, 2025 | 30.69% |
| April 30, 2025 | 33.80% |
| March 31, 2025 | 39.70% |
| February 28, 2025 | 47.64% |
| January 31, 2025 | 47.64% |
| December 31, 2024 | 47.64% |
| November 30, 2024 | 47.64% |
| October 31, 2024 | 47.64% |
| September 30, 2024 | 47.64% |
| August 31, 2024 | 47.64% |
| July 31, 2024 | 47.64% |
| Date | Value |
|---|---|
| June 30, 2024 | 47.64% |
| May 31, 2024 | 47.64% |
| April 30, 2024 | 47.64% |
| March 31, 2024 | 47.64% |
| February 29, 2024 | 47.64% |
| January 31, 2024 | 47.64% |
| December 31, 2023 | 47.64% |
| November 30, 2023 | 47.64% |
| October 31, 2023 | 47.64% |
| September 30, 2023 | 47.64% |
| August 31, 2023 | 47.64% |
| July 31, 2023 | 47.64% |
| June 30, 2023 | 47.64% |
| May 31, 2023 | 47.64% |
| April 30, 2023 | 47.64% |
| March 31, 2023 | 47.64% |
| February 28, 2023 | 47.64% |
| January 31, 2023 | 47.64% |
| December 31, 2022 | 47.64% |
| November 30, 2022 | 47.64% |
| October 31, 2022 | 47.64% |
| September 30, 2022 | 47.64% |
| August 31, 2022 | 47.64% |
| July 31, 2022 | 47.64% |
| June 30, 2022 | 47.64% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Hannover Rück SE | 31.60% |
| Allianz SE | 38.30% |
| Arch Capital Group Ltd. | 22.44% |
| Greenlight Capital Re Ltd. | 71.77% |
| Sampo Oyj | 24.90% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 15.39 |
| Beta (5Y) | 0.3271 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.01% |
| Historical Sharpe Ratio (5Y) | 0.7664 |
| Historical Sortino (5Y) | 1.391 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.68% |