Arch Capital Group Ltd
Provider: Exchange
| Annualised Return | 16.21% |
| Realised Volatility | 20.51% |
| Downside Volatility | 15.43% |
| Max Drawdown | -45.58% |
| Winning months | 63.72% |
| Sharpe Ratio | 0.79 |
| Sortino Ratio | 1.05 |
| Calmar Ratio | 0.36 |
| Viking Ratio | 0.26 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 10.99% | 6.26% | 5.54% | 1.19% | 9.72% | -1.7% | -5.06% | 18.07% | -1.07% | -11.91% | 7.47% | 42.62% | |
| 2023 | 2.5% | 8.78% | -3.04% | 10.61% | -7.15% | 7.39% | 3.79% | -1.07% | 3.71% | 8.74% | -3.45% | -11.26% | 18.3% |
| 2022 | 4.21% | 1.71% | 2.78% | -5.68% | 3.92% | -4.15% | -2.4% | 2.97% | -0.39% | 26.26% | 4.19% | 4.79% | 41.24% |
| 2021 | -12.92% | 14.04% | 7.12% | 3.49% | 0.45% | -2.38% | 0.15% | 5.38% | -7.1% | 9.53% | -3.44% | 10.08% | 23.23% |
| 2020 | 2.96% | -8.45% | -29.61% | -15.57% | 17.44% | 1.52% | 7.33% | 2.57% | -7.26% | 3.28% | 6.57% | 12.04% | -15.9% |
| 2019 | 9.84% | 11.31% | -1.07% | 4.52% | 1.92% | 7.7% | 4.34% | 2.09% | 6.28% | -0.52% | 0.5% | 2.19% | 60.52% |
| 2018 | 0.19% | -2.97% | -3% | -6.38% | -2.1% | 1.19% | 15.5% | 0.03% | -2.49% | -4.83% | 0.88% | -6.64% | -11.69% |
| 2017 | 2.39% | 7.04% | 0.21% | 2.32% | 0.29% | -4.07% | 4.26% | 0.08% | 1.19% | 1.16% | -4.97% | -4.14% | 5.19% |
| 2016 | -3.15% | 0.58% | 4.65% | -0.86% | 3.08% | -0.91% | 0.88% | 11.44% | -2.08% | -1.63% | 6.09% | 4.32% | 23.71% |
| 2015 | -1.91% | 2.05% | 4.12% | -1.49% | 5.29% | 4.81% | 6.57% | -4.32% | 7.6% | 1.94% | -3.23% | -3.75% | 18.02% |
| 2014 | -9.85% | 4.29% | 2.53% | -0.38% | -0.68% | 0.9% | -6.95% | 3.99% | -1.55% | 2.92% | 1.78% | 3.11% | -0.99% |
| 2013 | 5.45% | 5.82% | 7.02% | 0.93% | -3.49% | 0.39% | 5.36% | -1.58% | 1.54% | 7.08% | 1.5% | 1.46% | 35.6% |
| 2012 | -3.17% | 2.77% | 0.51% | 5.48% | -2.67% | 3.82% | -2.24% | 2.86% | 4.34% | 5.79% | 2.38% | -2.39% | 18.24% |
| 2011 | 0.23% | 2.55% | 9.6% | 4.85% | -2.7% | -5.37% | 5.89% | -0.36% | -2.98% | 10.08% | 5% | -1.43% | 26.85% |
| 2010 | -0.01% | 3.41% | 3.07% | -0.88% | -2.72% | 1.33% | 5.05% | 1.97% | 5.01% | 3.09% | 4.53% | -2.49% | 23.06% |
| 2009 | -14.19% | -10.22% | -0.26% | 7.28% | -1.66% | 3.1% | 6.16% | 4.47% | 3.96% | -0.25% | 3.76% | 2.36% | 2.07% |
| 2008 | 0.16% | -2.81% | 0.28% | 2.88% | -0.41% | -5.74% | 5.14% | 0.04% | 4.69% | -4.49% | -2.81% | 3.41% | -0.36% |
| 2007 | -4.21% | -0.16% | 5.77% | 6.76% | -1.28% | 0.9% | -3.97% | 3.11% | 3.59% | 0.48% | -6.67% | 0.82% | 4.33% |