Reinsurance Group of America Inc (RGA)
229.17
+2.14
(+0.94%)
USD |
NYSE |
Nov 21, 16:00
227.46
-1.71
(-0.75%)
Pre-Market: 04:20
Reinsurance Group of America Max Drawdown (5Y): 65.76% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.76% |
| September 30, 2024 | 65.76% |
| August 31, 2024 | 65.76% |
| July 31, 2024 | 65.76% |
| June 30, 2024 | 65.76% |
| May 31, 2024 | 65.76% |
| April 30, 2024 | 65.76% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
65.76%
Maximum
Mar 2020
62.88%
Average
65.76%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Lincoln National Corp | 79.20% |
| Primerica Inc | 54.46% |
| Brighthouse Financial Inc | 76.93% |
| Assurant Inc | 44.64% |
| Voya Financial Inc | 52.15% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.388 |
| Beta (5Y) | 0.9166 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.23% |
| Historical Sharpe Ratio (5Y) | 0.1462 |
| Historical Sortino (5Y) | 0.1757 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.18% |