Reinsurance Group of America Inc (RGA)
186.52
+4.04
(+2.21%)
USD |
NYSE |
Apr 19, 16:00
186.58
+0.06
(+0.03%)
Pre-Market: 20:00
Reinsurance Group of America Max Drawdown (5Y): 65.76% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 65.76% |
February 29, 2024 | 65.76% |
January 31, 2024 | 65.76% |
December 31, 2023 | 65.76% |
November 30, 2023 | 65.76% |
October 31, 2023 | 65.76% |
September 30, 2023 | 65.76% |
August 31, 2023 | 65.76% |
July 31, 2023 | 65.76% |
June 30, 2023 | 65.76% |
May 31, 2023 | 65.76% |
April 30, 2023 | 65.76% |
March 31, 2023 | 65.76% |
February 28, 2023 | 65.76% |
January 31, 2023 | 65.76% |
December 31, 2022 | 65.76% |
November 30, 2022 | 65.76% |
October 31, 2022 | 65.76% |
September 30, 2022 | 65.76% |
August 31, 2022 | 65.76% |
July 31, 2022 | 65.76% |
June 30, 2022 | 65.76% |
May 31, 2022 | 65.76% |
April 30, 2022 | 65.76% |
March 31, 2022 | 65.76% |
Date | Value |
---|---|
February 28, 2022 | 65.76% |
January 31, 2022 | 65.76% |
December 31, 2021 | 65.76% |
November 30, 2021 | 65.76% |
October 31, 2021 | 65.76% |
September 30, 2021 | 65.76% |
August 31, 2021 | 65.76% |
July 31, 2021 | 65.76% |
June 30, 2021 | 65.76% |
May 31, 2021 | 65.76% |
April 30, 2021 | 65.76% |
March 31, 2021 | 65.76% |
February 28, 2021 | 65.76% |
January 31, 2021 | 65.76% |
December 31, 2020 | 65.76% |
November 30, 2020 | 65.76% |
October 31, 2020 | 65.76% |
September 30, 2020 | 65.76% |
August 31, 2020 | 65.76% |
July 31, 2020 | 65.76% |
June 30, 2020 | 65.76% |
May 31, 2020 | 65.76% |
April 30, 2020 | 65.76% |
March 31, 2020 | 65.76% |
February 29, 2020 | 27.07% |
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
21.08%
Minimum
Apr 2019
65.76%
Maximum
Mar 2020
57.67%
Average
65.76%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Prudential Financial Inc | 65.90% |
Primerica Inc | 54.46% |
Brighthouse Financial Inc | 76.93% |
Aflac Inc | 54.88% |
Allstate Corp | 41.38% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.863 |
Beta (5Y) | 0.8924 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.07% |
Historical Sharpe Ratio (5Y) | 0.183 |
Historical Sortino (5Y) | 0.2186 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.18% |