Reinsurance Group of America Inc (RGA)

207.54 +2.83 (+1.38%) USD  |  NYSE  |  Dec 20, 16:00
207.66 +0.12 (+0.06%) After-Hours: 20:00
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Reinsurance Group of America Max Drawdown (5Y): 65.76% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Primerica Inc 54.46%
Lincoln National Corp 79.20%
Brighthouse Financial Inc 76.93%
F&G Annuities & Life Inc --
AllianceBernstein Holding LP 58.05%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.679
Beta (5Y) 0.9273
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 37.20%
Historical Sharpe Ratio (5Y) 0.1803
Historical Sortino (5Y) 0.2134
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.18%