SiriusPoint Ltd (SPNT)
15.37
+0.07
(+0.46%)
USD |
NYSE |
Nov 21, 16:00
15.52
+0.15
(+0.98%)
Pre-Market: 20:00
SiriusPoint Max Drawdown (5Y): 74.29% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 74.29% |
| September 30, 2024 | 74.29% |
| August 31, 2024 | 74.29% |
| July 31, 2024 | 74.29% |
| June 30, 2024 | 74.29% |
| May 31, 2024 | 74.29% |
| April 30, 2024 | 74.29% |
| March 31, 2024 | 74.29% |
| February 29, 2024 | 74.29% |
| January 31, 2024 | 74.29% |
| December 31, 2023 | 74.29% |
| November 30, 2023 | 74.29% |
| October 31, 2023 | 74.29% |
| September 30, 2023 | 74.29% |
| August 31, 2023 | 74.29% |
| July 31, 2023 | 74.29% |
| June 30, 2023 | 74.29% |
| May 31, 2023 | 74.29% |
| April 30, 2023 | 74.29% |
| March 31, 2023 | 74.29% |
| February 28, 2023 | 74.29% |
| January 31, 2023 | 74.29% |
| December 31, 2022 | 74.29% |
| November 30, 2022 | 74.29% |
| October 31, 2022 | 74.29% |
| Date | Value |
|---|---|
| September 30, 2022 | 74.29% |
| August 31, 2022 | 74.29% |
| July 31, 2022 | 73.06% |
| June 30, 2022 | 67.43% |
| May 31, 2022 | 65.39% |
| April 30, 2022 | 64.47% |
| March 31, 2022 | 64.47% |
| February 28, 2022 | 64.47% |
| January 31, 2022 | 64.47% |
| December 31, 2021 | 64.47% |
| November 30, 2021 | 64.47% |
| October 31, 2021 | 64.47% |
| September 30, 2021 | 64.47% |
| August 31, 2021 | 64.47% |
| July 31, 2021 | 64.47% |
| June 30, 2021 | 64.47% |
| May 31, 2021 | 64.47% |
| April 30, 2021 | 64.47% |
| March 31, 2021 | 64.47% |
| February 28, 2021 | 64.47% |
| January 31, 2021 | 64.47% |
| December 31, 2020 | 64.47% |
| November 30, 2020 | 64.47% |
| October 31, 2020 | 64.47% |
| September 30, 2020 | 64.47% |
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
51.81%
Minimum
Nov 2019
74.29%
Maximum
Aug 2022
68.25%
Average
64.93%
Median
Max Drawdown (5Y) Benchmarks
| Assured Guaranty Ltd | 61.49% |
| Enstar Group Ltd | 57.62% |
| RenaissanceRe Holdings Ltd | 40.65% |
| Hiscox Ltd | -- |
| Maiden Holdings Ltd | 97.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.844 |
| Beta (5Y) | 0.9501 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.79% |
| Historical Sharpe Ratio (5Y) | 0.1514 |
| Historical Sortino (5Y) | 0.2126 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.65% |