RenaissanceRe Holdings Ltd (RNR)
264.64
+0.34
(+0.13%)
USD |
NYSE |
Nov 21, 16:00
264.39
-0.25
(-0.09%)
After-Hours: 20:00
RenaissanceRe Holdings Max Drawdown (5Y): 40.65% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 40.65% |
| September 30, 2024 | 40.65% |
| August 31, 2024 | 40.65% |
| July 31, 2024 | 40.65% |
| June 30, 2024 | 40.65% |
| May 31, 2024 | 40.65% |
| April 30, 2024 | 40.65% |
| March 31, 2024 | 40.65% |
| February 29, 2024 | 40.65% |
| January 31, 2024 | 40.65% |
| December 31, 2023 | 40.65% |
| November 30, 2023 | 40.65% |
| October 31, 2023 | 40.65% |
| September 30, 2023 | 40.65% |
| August 31, 2023 | 40.65% |
| July 31, 2023 | 40.65% |
| June 30, 2023 | 40.65% |
| May 31, 2023 | 40.65% |
| April 30, 2023 | 40.65% |
| March 31, 2023 | 40.65% |
| February 28, 2023 | 40.65% |
| January 31, 2023 | 40.65% |
| December 31, 2022 | 40.65% |
| November 30, 2022 | 40.65% |
| October 31, 2022 | 40.65% |
| Date | Value |
|---|---|
| September 30, 2022 | 40.65% |
| August 31, 2022 | 40.65% |
| July 31, 2022 | 40.65% |
| June 30, 2022 | 40.65% |
| May 31, 2022 | 40.65% |
| April 30, 2022 | 40.65% |
| March 31, 2022 | 40.65% |
| February 28, 2022 | 40.65% |
| January 31, 2022 | 40.65% |
| December 31, 2021 | 40.65% |
| November 30, 2021 | 40.65% |
| October 31, 2021 | 40.65% |
| September 30, 2021 | 40.65% |
| August 31, 2021 | 40.65% |
| July 31, 2021 | 40.65% |
| June 30, 2021 | 40.65% |
| May 31, 2021 | 40.65% |
| April 30, 2021 | 40.65% |
| March 31, 2021 | 40.65% |
| February 28, 2021 | 40.65% |
| January 31, 2021 | 40.65% |
| December 31, 2020 | 40.65% |
| November 30, 2020 | 40.65% |
| October 31, 2020 | 40.65% |
| September 30, 2020 | 40.65% |
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
21.71%
Minimum
Nov 2019
40.65%
Maximum
Mar 2020
39.38%
Average
40.65%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Assured Guaranty Ltd | 61.49% |
| Enstar Group Ltd | 57.62% |
| SiriusPoint Ltd | 74.29% |
| Hiscox Ltd | -- |
| Arch Capital Group Ltd | 53.84% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.4798 |
| Beta (5Y) | 0.3906 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.36% |
| Historical Sharpe Ratio (5Y) | 0.188 |
| Historical Sortino (5Y) | 0.2975 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.69% |