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Renaissancere Holdings Ltd
RNRAdd to Watchlist
328.700USD
-1.510-0.46%
Close 09-15 16:00（ET）
13.74BMarket Cap
5.52P/E TTM
After-hours 19:14 (ET)328.500USD+0.400+0.12%
After-hours 19:14 (ET)Risk Assessment
Currency: USD Updated: 2026-09-14Beta vs S&P 500 index
0.20
VaR
+2.81%
240-Day Maximum Drawdown
+13.27%
240-Day Volatility
+27.09%
Return
Best Daily Return
60 days
+4.05%
120 days
+4.60%
5 years
+10.08%
Worst Daily Return
60 days
-4.28%
120 days
-4.28%
5 years
-9.25%
Sharpe Ratio
60 days
+1.68
120 days
+1.25
5 years
+0.73
Risk Assessment
Maximum Drawdown
240 days
+13.27%
3 years
+23.34%
5 years
+28.08%
Return-to-Drawdown Ratio
240 days
+2.24
3 years
+0.76
5 years
+0.78
Skewness
240 days
+0.29
3 years
-0.57
5 years
-0.25
Volatility
Realised Volatility
240 days
+27.09%
5 years
+28.36%
Standardised True Range
240 days
+2.12%
5 years
+1.67%
Downside Risk-Adjusted Return
120 days
+192.01%
240 days
+192.01%
Maximum Daily Upside Volatility
60 days
+16.83%
Maximum Daily Downside Volatility
60 days
+18.93%
Liquidity
Average Turnover Rate
60 days
+0.66%
120 days
+0.70%
5 years
--
Turnover Deviation
20 days
-41.04%
60 days
-24.32%
120 days
-19.68%