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Arch Capital Group Ltd. (ACGL)

Equity · Currency in USD
Sector
Financial Services
Industry
Insurance—Diversified
ISIN
BMG0450A1053
CUSIP
G0450A105

ACGLPrice Chart


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ACGLPerformance

The chart shows the growth of $10,000 invested in Arch Capital Group Ltd. on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $58,278 for a total return of roughly 482.78%. All prices are adjusted for splits and dividends.


ACGL (Arch Capital Group Ltd.)
Benchmark (S&P 500)

ACGLReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD4.81%-3.97%
1M7.80%-0.94%
6M26.53%7.48%
1Y34.30%21.47%
5Y9.69%15.05%
10Y14.12%13.31%

ACGLMonthly Returns Heatmap


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ACGLSharpe 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 1.66. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


ACGL (Arch Capital Group Ltd.)
Benchmark (S&P 500)

ACGLDividends


Arch Capital Group Ltd. doesn't pay dividends

ACGLDrawdowns Chart

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


ACGL (Arch Capital Group Ltd.)
Benchmark (S&P 500)

ACGLWorst 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 53.84%, recorded on May 13, 2020. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.84%Feb 20, 202059May 13, 2020
-27.33%Oct 24, 2017294Dec 24, 201889May 3, 2019383
-16.43%Oct 30, 201555Jan 20, 2016145Aug 16, 2016200
-13.32%May 13, 201160Aug 8, 201152Oct 20, 2011112
-11.91%Jan 2, 201425Feb 6, 2014222Dec 23, 2014247
-9.69%Aug 19, 20155Aug 25, 201527Oct 2, 201532
-8.06%May 15, 201329Jun 25, 201313Jul 15, 201342
-7.66%Jul 26, 201731Sep 7, 201717Oct 2, 201748
-7.36%Sep 8, 201636Oct 27, 201624Dec 1, 201660
-6.84%Mar 9, 201063Jun 7, 20108Jun 17, 201071

ACGLVolatility Chart

Current Arch Capital Group Ltd. volatility is 18.78%. 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.


ACGL (Arch Capital Group Ltd.)
Benchmark (S&P 500)

Portfolios with Arch Capital Group Ltd.


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