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Ambac Financial Group, Inc. (AMBC)

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 Ambac Financial Group, Inc. in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $7,305 for a total return of roughly -26.95%. All prices are adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2023FebruaryMarch
12.91%
6.48%
AMBC (Ambac Financial Group, Inc.)
Benchmark (^GSPC)

S&P 500

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Ambac Financial Group, Inc.

Return

Ambac Financial Group, Inc. had a return of -16.23% year-to-date (YTD) and 11.36% in the last 12 months. Over the past 10 years, Ambac Financial Group, Inc. had an annualized return of -3.13%, while the S&P 500 had an annualized return of 9.62%, indicating that Ambac Financial Group, Inc. did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month-8.63%-5.31%
Year-To-Date-16.23%2.01%
6 months2.10%0.39%
1 year11.36%-10.12%
5 years (annualized)0.15%7.32%
10 years (annualized)-3.13%9.62%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-4.47%-0.66%
2022-15.51%10.20%15.73%7.26%

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 Ambac Financial Group, Inc. Sharpe ratio is 0.20. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.50NovemberDecember2023FebruaryMarch
0.20
-0.43
AMBC (Ambac Financial Group, Inc.)
Benchmark (^GSPC)

Dividend History


Ambac Financial Group, Inc. doesn't pay dividends

Drawdowns Chart

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


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2023FebruaryMarch
-57.87%
-18.34%
AMBC (Ambac Financial Group, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the Ambac Financial Group, Inc.. 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 Ambac Financial Group, Inc. is 78.95%, recorded on May 10, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-78.95%Mar 6, 20142061May 10, 2022
-42.78%May 21, 201399Oct 9, 201393Feb 24, 2014192
-6.95%May 9, 20135May 15, 20132May 17, 20137
-4.22%Mar 3, 20141Mar 3, 20142Mar 5, 20143

Volatility Chart

Current Ambac Financial Group, Inc. volatility is 41.47%. 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.


20.00%40.00%60.00%80.00%100.00%NovemberDecember2023FebruaryMarch
41.47%
21.17%
AMBC (Ambac Financial Group, Inc.)
Benchmark (^GSPC)