Oxbridge Re Holdings Ltd. (OXBR)
0.9837
+0.09
(+9.54%)
USD |
NASDAQ |
Jun 02, 16:00
0.9288
-0.05
(-5.58%)
After-Hours: 20:00
Oxbridge Re Holdings Max Drawdown (5Y) : 90.30% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Median
Max Drawdown (5Y) Benchmarks
| Greenlight Capital Re Ltd. | 71.77% |
| Arch Capital Group Ltd. | 23.58% |
| Münchener Rückversicherungs-Gesellschaft AG | 29.54% |
| Sampo Oyj | 24.90% |
| Swiss Re AG | 33.09% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -39.84 |
| Beta (5Y) | 2.022 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 95.42% |
| Historical Sharpe Ratio (5Y) | -0.1925 |
| Historical Sortino (5Y) | -0.4528 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.52% |