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Arch Capital Group Ltd. (ACGL)

Equity · Currency in USD · Last updated Oct 1, 2022

Company Info

ISINBMG0450A1053
CUSIPG0450A105
SectorFinancial Services
IndustryInsurance—Diversified

Trading Data

Previous Close$44.80
Year Range$38.18 - $49.96
EMA (50)$45.89
EMA (200)$44.87
Average Volume$1.44M
Market Capitalization$17.14B

ACGLShare Price Chart


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ACGLPerformance

The chart shows the growth of $10,000 invested in Arch Capital Group Ltd. in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $56,965 for a total return of roughly 469.65%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%5.00%MayJuneJulyAugustSeptember
-3.27%
-21.76%
ACGL (Arch Capital Group Ltd.)
Benchmark (^GSPC)

ACGLReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-0.44%-10.05%
6M-5.95%-20.85%
YTD2.45%-24.77%
1Y17.25%-17.75%
5Y6.77%7.32%
10Y12.44%9.53%

ACGLMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20224.21%1.71%2.78%-5.68%3.92%-4.15%-2.40%2.97%-0.39%
2021-12.92%14.04%7.12%3.49%0.45%-2.38%0.15%5.38%-7.10%9.53%-3.44%10.08%
20202.96%-8.45%-29.61%-15.57%17.44%1.52%7.33%2.57%-7.26%3.28%6.57%12.04%
20199.84%11.31%-1.07%4.52%1.92%7.70%4.34%2.09%6.28%-0.52%0.50%2.19%
20180.19%-2.97%-3.00%-6.38%-2.10%1.19%15.50%0.03%-2.49%-4.83%0.88%-6.64%
20172.39%7.04%0.21%2.32%0.29%-4.07%4.26%0.08%1.19%1.16%-4.97%-4.14%
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%
2015-1.91%2.05%4.12%-1.49%5.29%4.80%6.57%-4.32%7.60%1.93%-3.23%-3.75%
2014-9.85%4.29%2.53%-0.38%-0.68%0.90%-6.95%3.99%-1.55%2.92%1.78%3.11%
20135.45%5.82%7.02%0.93%-3.49%0.39%5.36%-1.58%1.54%7.08%1.50%1.46%
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%
20110.23%2.55%9.60%4.85%-2.70%-5.37%5.89%-0.36%-2.98%10.08%5.00%-1.43%
2010-0.57%3.41%3.07%-0.88%-2.73%1.33%5.05%1.97%5.01%3.09%4.53%-2.49%

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 0.78. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00MayJuneJulyAugustSeptember
0.78
-0.77
ACGL (Arch Capital Group Ltd.)
Benchmark (^GSPC)

ACGLDividend History


Arch Capital Group Ltd. doesn't pay dividends

ACGLDrawdowns 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%NovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-8.85%
-25.25%
ACGL (Arch Capital Group Ltd.)
Benchmark (^GSPC)

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. It took 439 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.84%Feb 20, 202059May 13, 2020439Feb 8, 2022498
-27.33%Oct 24, 2017294Dec 24, 201889May 3, 2019383
-16.59%Apr 21, 2022109Sep 26, 2022
-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
-8.68%Feb 10, 202218Mar 8, 202215Mar 29, 202233
-8.06%May 15, 201329Jun 25, 201313Jul 15, 201342
-7.66%Jul 26, 201731Sep 7, 201717Oct 2, 201748

ACGLVolatility Chart

Current Arch Capital Group Ltd. volatility is 45.38%. 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%MayJuneJulyAugustSeptember
45.38%
19.40%
ACGL (Arch Capital Group Ltd.)
Benchmark (^GSPC)