Oxbridge Re Holdings Ltd. (OXBR)
1.08
-0.06
(-5.26%)
USD |
NASDAQ |
Oct 06, 16:00
1.00
-0.08
(-7.41%)
Pre-Market: 08:25
Oxbridge Re Holdings Max Drawdown (5Y) : 90.30% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 90.30% |
| August 31, 2026 | 90.30% |
| July 31, 2026 | 90.30% |
| June 30, 2026 | 90.30% |
| May 31, 2026 | 90.30% |
| April 30, 2026 | 90.30% |
| March 31, 2026 | 88.87% |
| February 28, 2026 | 87.46% |
| January 31, 2026 | 87.46% |
| December 31, 2025 | 87.46% |
| November 30, 2025 | 87.46% |
| October 31, 2025 | 87.46% |
| September 30, 2025 | 87.46% |
| August 31, 2025 | 87.46% |
| July 31, 2025 | 87.46% |
| June 30, 2025 | 87.46% |
| May 31, 2025 | 87.46% |
| April 30, 2025 | 87.46% |
| March 31, 2025 | 87.97% |
| February 28, 2025 | 88.59% |
| January 31, 2025 | 88.59% |
| December 31, 2024 | 88.59% |
| November 30, 2024 | 88.59% |
| October 31, 2024 | 88.59% |
| September 30, 2024 | 88.59% |
| Date | Value |
|---|---|
| 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 | 90.35% |
| November 30, 2023 | 91.73% |
| October 31, 2023 | 91.73% |
| September 30, 2023 | 91.73% |
| August 31, 2023 | 91.73% |
| July 31, 2023 | 91.73% |
| June 30, 2023 | 91.73% |
| May 31, 2023 | 91.73% |
| April 30, 2023 | 91.73% |
| March 31, 2023 | 91.73% |
| February 28, 2023 | 91.73% |
| January 31, 2023 | 91.73% |
| December 31, 2022 | 91.73% |
| November 30, 2022 | 91.73% |
| October 31, 2022 | 91.73% |
| September 30, 2022 | 91.73% |
| August 31, 2022 | 91.73% |
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
| Greenlight Capital Re Ltd. | 71.77% |
| Arch Capital Group Ltd. | 22.44% |
| Münchener Rückversicherungs-Gesellschaft AG | 29.54% |
| Sampo Oyj | 24.90% |
| Swiss Re AG | 33.09% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -43.70 |
| Beta (5Y) | 2.004 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 96.80% |
| Historical Sharpe Ratio (5Y) | -0.2443 |
| Historical Sortino (5Y) | -0.5805 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.52% |