Chubb Ltd (CB)
248.80
-1.45
(-0.58%)
USD |
NYSE |
May 03, 14:53
Chubb Max Drawdown (5Y): 42.59% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 42.59% |
March 31, 2024 | 42.59% |
February 29, 2024 | 42.59% |
January 31, 2024 | 42.59% |
December 31, 2023 | 42.59% |
November 30, 2023 | 42.59% |
October 31, 2023 | 42.59% |
September 30, 2023 | 42.59% |
August 31, 2023 | 42.59% |
July 31, 2023 | 42.59% |
June 30, 2023 | 42.59% |
May 31, 2023 | 42.59% |
April 30, 2023 | 42.59% |
March 31, 2023 | 42.59% |
February 28, 2023 | 42.59% |
January 31, 2023 | 42.59% |
December 31, 2022 | 42.59% |
November 30, 2022 | 42.59% |
October 31, 2022 | 42.59% |
September 30, 2022 | 42.59% |
August 31, 2022 | 42.59% |
July 31, 2022 | 42.59% |
June 30, 2022 | 42.59% |
May 31, 2022 | 42.59% |
April 30, 2022 | 42.59% |
Date | Value |
---|---|
March 31, 2022 | 42.59% |
February 28, 2022 | 42.59% |
January 31, 2022 | 42.59% |
December 31, 2021 | 42.59% |
November 30, 2021 | 42.59% |
October 31, 2021 | 42.59% |
September 30, 2021 | 42.59% |
August 31, 2021 | 42.59% |
July 31, 2021 | 42.59% |
June 30, 2021 | 42.59% |
May 31, 2021 | 42.59% |
April 30, 2021 | 42.59% |
March 31, 2021 | 42.59% |
February 28, 2021 | 42.59% |
January 31, 2021 | 42.59% |
December 31, 2020 | 42.59% |
November 30, 2020 | 42.59% |
October 31, 2020 | 42.59% |
September 30, 2020 | 42.59% |
August 31, 2020 | 42.59% |
July 31, 2020 | 42.59% |
June 30, 2020 | 42.59% |
May 31, 2020 | 42.59% |
April 30, 2020 | 42.59% |
March 31, 2020 | 42.59% |
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
21.32%
Minimum
May 2019
42.59%
Maximum
Mar 2020
39.04%
Average
42.59%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Progressive Corp | 22.91% |
Cincinnati Financial Corp | 58.14% |
The Travelers Companies Inc | 46.25% |
Aon PLC | 38.73% |
Allstate Corp | 41.38% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.459 |
Beta (5Y) | 0.6257 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.29% |
Historical Sharpe Ratio (5Y) | 0.4189 |
Historical Sortino (5Y) | 0.5251 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.72% |