RenaissanceRe Holdings Ltd (RNR) 52 Week Lows

Buy signal:             [ What are these indicators? ]
Profit target:           [ A higher % profit will take longer and is less likely to be achieved ]

Expectancy: 5.75%.   Win rate: 100%.   Mean CAGR: 103.55%. Time in market: 228 days.
Sharpe Ratio: 5.685. Maximum drawdown: 12.69% on 19 March 2020.

About this Chart's Calculations for RenaissanceRe Holdings

Expectancy calculation (win % x average win) - (loss % x average loss): (100% * 5.75%) - (0% * 0%) = 5.75%.. To be a profitable trader you need to trade with a positive value for expectancy.

Sharpe Ratio calculation assumes a risk free return rate of 2% per calendar year. Ideally it should be a positive number. A higher positive number indicates the strategy has a more attractive risk adjusted rate of return.

To even out CAGR calculations, large individual returns from particularly quick trades have been capped at 300%.

 

52 Week Lows - Profit Probability Projections

This table summarises how long it would take after buying the ETF at the 50 day lows to reach the specified percentage return. Note that past performance is not a guarantee of future performance. The calculations exclude the exceptionally volatile month of March 2020. Calculations also exclude dividends and other distributions to shareholders.

Date Days to Reach Profit Target
5% 7.5% 10% 20%
2022 61 62 105 110
2021 44 51 54 98
2017 68 82 95
Avg. Days 57 65 84 104
CAGR 36.7% 50.1% 51.3% 89.6%

52 Week Lows - Backtest Trading Summary

This table summarises how profitable it would have been to have bought this ETF at each 50 day low. Hover over the icons to see more details of the particular trade, including the maximum percentage drawdown and how long it took to reach the desired percentage profit.

Key:   disabled_by_default = profit point not achieved. select_check_box = profit point achieved with CAGR above 15%.
select_check_box = profit point achieved with CAGR of between 5% and 15%. select_check_box = profit point achieved but CAGR was less than 5%.

Signal Date Price Performance (mouseover for details)
5% 7.5% 10% 20%
15 July 2022 $138.23 select_check_box select_check_box select_check_box select_check_box
21 September 2021 $142.71 select_check_box select_check_box select_check_box select_check_box
17 June 2021 $147.70 select_check_box select_check_box select_check_box check_box_outline_blank
16 March 2020 $139.21 select_check_box select_check_box select_check_box select_check_box
14 December 2017 $121.87 select_check_box select_check_box select_check_box check_box_outline_blank

52 Week Lows - Compound Annual Growth Rate (CAGR) Summary

Compound Annual Growth Rate (CAGR) shows the annual percentage performance had the investment grown at the same rate over one year. Cross reference the figures in the tables below with the backtesting results tables above to see how long it took to achieve profitability after buying this ETF at the specific 50 day low. A red (empty) table cell shows that the specific profit point has not yet been achieved. Calculations exclude dividends or other distributions this fund may distribute to fund holders.

Date Price Gains / CAGR
5% 7.5% 10% 20%
15 July 2022 $138.23 33.9 53.1 39.3 83.1
21 September 2021 $142.71 66.3 75.3 109.6 97.2
17 June 2021 $147.70 39.9 60.2 75.3
16 March 2020 $139.21 404.8 559.5 386.1 178.4
14 December 2017 $121.87 29.9 38.0 44.2

The data for RenaissanceRe Holdings Ltd (exchange: XNYS symbol: RNR) was last updated 31 Jan 2026 13:41. Data for this ETF is available from 01 Dec 2015 - 30 Jan 2026.