Oxbridge Re Holdings Ltd (OXBR)
2.715
+0.14
(+5.36%)
USD |
NASDAQ |
Nov 14, 16:00
2.715
0.00 (0.00%)
After-Hours: 20:00
Oxbridge Re Holdings Max Drawdown (5Y): 88.59% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 88.59% |
| September 30, 2024 | 88.59% |
| August 31, 2024 | 88.59% |
| July 31, 2024 | 88.59% |
| June 30, 2024 | 88.59% |
| May 31, 2024 | 88.59% |
| April 30, 2024 | 88.59% |
| March 31, 2024 | 88.59% |
| February 29, 2024 | 88.59% |
| January 31, 2024 | 88.59% |
| December 31, 2023 | 88.59% |
| November 30, 2023 | 88.59% |
| October 31, 2023 | 88.59% |
| September 30, 2023 | 91.67% |
| August 31, 2023 | 91.67% |
| July 31, 2023 | 91.67% |
| June 30, 2023 | 91.67% |
| May 31, 2023 | 91.67% |
| April 30, 2023 | 91.67% |
| March 31, 2023 | 91.67% |
| February 28, 2023 | 91.67% |
| January 31, 2023 | 91.67% |
| December 31, 2022 | 91.67% |
| November 30, 2022 | 91.67% |
| October 31, 2022 | 91.67% |
| Date | Value |
|---|---|
| September 30, 2022 | 91.67% |
| August 31, 2022 | 91.67% |
| July 31, 2022 | 91.67% |
| June 30, 2022 | 91.67% |
| May 31, 2022 | 91.67% |
| April 30, 2022 | 91.67% |
| March 31, 2022 | 91.67% |
| February 28, 2022 | 91.67% |
| January 31, 2022 | 91.67% |
| December 31, 2021 | 91.67% |
| November 30, 2021 | 91.67% |
| October 31, 2021 | 91.67% |
| September 30, 2021 | 91.67% |
| August 31, 2021 | 91.67% |
| July 31, 2021 | 91.67% |
| June 30, 2021 | 91.67% |
| May 31, 2021 | 91.67% |
| April 30, 2021 | 91.67% |
| March 31, 2021 | 91.67% |
| February 28, 2021 | 91.67% |
| January 31, 2021 | 91.67% |
| December 31, 2020 | 91.67% |
| November 30, 2020 | 91.67% |
| October 31, 2020 | 91.67% |
| September 30, 2020 | 91.67% |
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
88.59%
Minimum
Oct 2023
91.67%
Maximum
Nov 2019
91.00%
Average
91.67%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Greenlight Capital Re Ltd | 83.00% |
| Arch Capital Group Ltd | 53.84% |
| Everest Group Ltd | 44.22% |
| Reinsurance Group of America Inc | 65.76% |
| Maiden Holdings Ltd | 97.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.33 |
| Beta (5Y) | 0.9556 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 104.6% |
| Historical Sharpe Ratio (5Y) | 0.2167 |
| Historical Sortino (5Y) | 0.6176 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.22% |