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Arch Capital Group Ltd. (ACGL)

Equity · Currency in USD · Last updated Mar 18, 2023

Share Price Chart


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Performance

The chart shows the growth of $10,000 invested in Arch Capital Group Ltd. in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $267,460 for a total return of roughly 2,574.60%. All prices are adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2023FebruaryMarch
36.30%
6.48%
ACGL (Arch Capital Group Ltd.)
Benchmark (^GSPC)

S&P 500

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Arch Capital Group Ltd.

Popular comparisons: ACGL vs. ADM, ACGL vs. XLF

Return

Arch Capital Group Ltd. had a return of 0.59% year-to-date (YTD) and 35.37% in the last 12 months. Over the past 10 years, Arch Capital Group Ltd. had an annualized return of 13.90%, outperforming the S&P 500 benchmark which had an annualized return of 9.71%.


PeriodReturnBenchmark
1 month-4.72%-5.31%
Year-To-Date0.59%2.01%
6 months33.57%0.39%
1 year35.37%-10.12%
5 years (annualized)17.39%7.32%
10 years (annualized)13.90%9.71%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20232.50%8.78%
2022-0.39%26.26%4.19%4.79%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Arch Capital Group Ltd. Sharpe ratio is 1.21. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.001.502.002.50NovemberDecember2023FebruaryMarch
1.21
-0.43
ACGL (Arch Capital Group Ltd.)
Benchmark (^GSPC)

Dividend History


Arch Capital Group Ltd. doesn't pay dividends

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2023FebruaryMarch
-11.92%
-18.34%
ACGL (Arch Capital Group Ltd.)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the Arch Capital Group Ltd.. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Arch Capital Group Ltd. is 54.73%, recorded on Dec 14, 1999. It took 500 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.73%Jul 21, 1998352Dec 14, 1999500Dec 27, 2001852
-53.84%Feb 20, 202059May 13, 2020439Feb 8, 2022498
-43.95%Sep 22, 2008116Mar 9, 2009375Sep 1, 2010491
-31.01%Jan 2, 1996299Apr 7, 1997181Jan 2, 1998480
-27.33%Oct 24, 2017294Dec 24, 201889May 3, 2019383
-22.22%Jan 29, 2004187Oct 25, 2004171Jun 29, 2005358
-21.95%May 14, 200245Jul 17, 200287Nov 18, 2002132
-16.84%Jun 5, 200342Aug 4, 200365Nov 4, 2003107
-16.78%Oct 11, 2007191Jul 15, 200847Sep 19, 2008238
-16.59%Apr 21, 2022109Sep 26, 202223Oct 27, 2022132

Volatility Chart

Current Arch Capital Group Ltd. volatility is 59.16%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2023FebruaryMarch
59.16%
21.17%
ACGL (Arch Capital Group Ltd.)
Benchmark (^GSPC)