Münchener Rückversicherungs-Gesellschaft AG (MURGY)
11.43
+0.01
(+0.09%)
USD |
OTCM |
Oct 05, 16:00
Münchener Rückversicherungs-Gesellschaft Max Drawdown (5Y) : 29.54% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 29.54% |
| August 31, 2026 | 29.54% |
| July 31, 2026 | 29.54% |
| June 30, 2026 | 29.54% |
| May 31, 2026 | 29.54% |
| April 30, 2026 | 29.54% |
| March 31, 2026 | 29.54% |
| February 28, 2026 | 29.54% |
| January 31, 2026 | 29.54% |
| December 31, 2025 | 29.54% |
| November 30, 2025 | 29.54% |
| October 31, 2025 | 29.54% |
| September 30, 2025 | 29.54% |
| August 31, 2025 | 29.54% |
| July 31, 2025 | 29.54% |
| June 30, 2025 | 29.54% |
| May 31, 2025 | 29.54% |
| April 30, 2025 | 33.63% |
| March 31, 2025 | 38.62% |
| February 28, 2025 | 48.01% |
| January 31, 2025 | 48.01% |
| December 31, 2024 | 48.01% |
| November 30, 2024 | 48.01% |
| October 31, 2024 | 48.01% |
| September 30, 2024 | 48.01% |
| Date | Value |
|---|---|
| August 31, 2024 | 48.01% |
| July 31, 2024 | 48.01% |
| June 30, 2024 | 48.01% |
| May 31, 2024 | 48.01% |
| April 30, 2024 | 48.01% |
| March 31, 2024 | 48.01% |
| February 29, 2024 | 48.01% |
| January 31, 2024 | 48.01% |
| December 31, 2023 | 48.01% |
| November 30, 2023 | 48.01% |
| October 31, 2023 | 48.01% |
| September 30, 2023 | 48.01% |
| August 31, 2023 | 48.01% |
| July 31, 2023 | 48.01% |
| June 30, 2023 | 48.01% |
| May 31, 2023 | 48.01% |
| April 30, 2023 | 48.01% |
| March 31, 2023 | 48.01% |
| February 28, 2023 | 48.01% |
| January 31, 2023 | 48.01% |
| December 31, 2022 | 48.01% |
| November 30, 2022 | 48.01% |
| October 31, 2022 | 48.01% |
| September 30, 2022 | 48.01% |
| August 31, 2022 | 48.01% |
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
| 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) | 12.85 |
| Beta (5Y) | 0.3544 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.44% |
| Historical Sharpe Ratio (5Y) | 0.6995 |
| Historical Sortino (5Y) | 1.216 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.48% |