QBE Insurance Group Ltd. (QBIEY)
15.97
+0.16
(+1.03%)
USD |
OTCM |
Aug 25, 16:00
QBE Insurance Group Max Drawdown (5Y) : 23.41% 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 | 23.41% |
| June 30, 2026 | 23.41% |
| May 31, 2026 | 23.41% |
| April 30, 2026 | 23.41% |
| March 31, 2026 | 27.64% |
| February 28, 2026 | 27.69% |
| January 31, 2026 | 36.32% |
| December 31, 2025 | 37.13% |
| November 30, 2025 | 37.13% |
| October 31, 2025 | 41.20% |
| September 30, 2025 | 41.30% |
| August 31, 2025 | 41.30% |
| July 31, 2025 | 41.30% |
| June 30, 2025 | 41.30% |
| May 31, 2025 | 42.32% |
| April 30, 2025 | 53.35% |
| March 31, 2025 | 53.35% |
| February 28, 2025 | 57.81% |
| January 31, 2025 | 57.81% |
| December 31, 2024 | 57.81% |
| November 30, 2024 | 57.81% |
| October 31, 2024 | 57.81% |
| September 30, 2024 | 57.81% |
| August 31, 2024 | 57.81% |
| July 31, 2024 | 57.81% |
| Date | Value |
|---|---|
| June 30, 2024 | 57.81% |
| May 31, 2024 | 57.81% |
| April 30, 2024 | 57.81% |
| March 31, 2024 | 57.81% |
| February 29, 2024 | 57.81% |
| January 31, 2024 | 57.81% |
| December 31, 2023 | 57.81% |
| November 30, 2023 | 57.81% |
| October 31, 2023 | 57.81% |
| September 30, 2023 | 57.81% |
| August 31, 2023 | 57.81% |
| July 31, 2023 | 57.81% |
| June 30, 2023 | 57.81% |
| May 31, 2023 | 57.81% |
| April 30, 2023 | 57.81% |
| March 31, 2023 | 57.81% |
| February 28, 2023 | 57.81% |
| January 31, 2023 | 57.81% |
| December 31, 2022 | 57.81% |
| November 30, 2022 | 57.81% |
| October 31, 2022 | 57.81% |
| September 30, 2022 | 57.81% |
| August 31, 2022 | 57.81% |
| July 31, 2022 | 57.81% |
| June 30, 2022 | 57.81% |
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
| Suncorp Group Ltd. | 37.21% |
| Insurance Australia Group Ltd. | 53.43% |
| Medibank Private Ltd. | 11.81% |
| Clearview Wealth Ltd. | -- |
| American International Group, Inc. | 26.47% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 13.26 |
| Beta (5Y) | 0.4837 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.13% |
| Historical Sharpe Ratio (5Y) | 0.8381 |
| Historical Sortino (5Y) | 1.518 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.23% |