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Performance analysis of Greenlight Capital Re (GLRE)

Annual Return

Over the past 3 years, GLRE has had an average annual return of +14.34%, underperforming the benchmark SPY, which returned +22.45% annual.

Over the past 5 years, GLRE has had an average annual return of +9.52%, underperforming the benchmark SPY, which returned +13.88% annual.

Over the past 10 years, GLRE has had an average annual return of -2.93%, underperforming the benchmark SPY, which returned +15.44% annual.

Since May 24, 2007, GLRE has had an average annual return of -2.55%, underperforming the benchmark SPY, which returned +10.84% annual.

202620252024202320222021202020192018201720162015
+0.76%+4.14%+22.60%+40.09%+3.95%+7.26%-27.69%+17.28%-57.12%-11.84%+21.86%-42.70%
20142013201220112010200920082007
-3.14%+46.05%-2.49%-11.71%+13.65%+81.59%-37.52%-13.48%

Monthly Return

YearJanFebMarAprMayJunJulAugSepOctNovDecAnnually Total
2026-4.86%+2.30%+21.85%+5.96%-14.47%-6.26%+0.76%
2025-3.57%+3.19%-2.73%-3.21%+10.10%-0.48%-9.53%-0.85%-1.47%-4.56%+8.98%+10.37%+4.14%
2024-0.08%+10.70%-1.27%-2.79%+9.66%-1.43%+5.34%+1.24%-2.30%-1.23%+10.75%-6.23%+22.60%
2023+20.84%-6.81%+2.30%+4.15%-1.74%+9.63%-2.42%+7.29%-2.64%+3.83%-0.62%+3.06%+40.09%
2022-7.66%-0.70%-1.67%-2.69%+13.66%-1.14%-6.99%+9.73%-5.70%+13.44%-7.23%+4.11%+3.95%
2021+2.73%+3.74%+11.66%+6.10%+0.21%-1.30%-3.61%-4.21%-12.34%+0.55%-9.02%+16%+7.26%
2020-7.92%-9.34%-29.50%+9.57%+11.06%-9.96%-0.92%+12.54%-7.40%+0.29%+14.20%-5.17%-27.69%
2019+20.30%+7.93%-2.86%+10.19%-15.27%-16.36%-1.64%+10.04%+14.28%+2.84%-3.32%-3.18%+17.28%
2018+0.74%-19.01%-2.14%-3.43%-7.74%-0.71%+2.83%-12.00%-3.50%-6.53%-8.63%-18.61%-57.12%
2017-0.87%-1.33%-0.89%-2.49%-4.40%+1.45%+2.40%+3.96%-2.69%+1.84%+0.46%-9.25%-11.84%

Drawdown analysis of Greenlight Capital Re (GLRE)

The maximum drawdown for the GLRE was -85.00%, occurring on Apr 1, 2020. This drawdown has not yet recovered.

The current GLRE drawdown is -58.03%.

Since May 24, 2007 GLRE has experienced the following drawdowns:

  • 50% or more: 2 times
  • 40% or more: 2 times
  • 30% or more: 3 times
  • 20% or more: 3 times
  • 10% or more: 5 times
DepthStartTo BottomBottomTo RecoverEndTotal
-85.00%Sep 4, 20141403Apr 1, 2020OngoingOngoingOngoing
-62.87%May 25, 2007377Nov 20, 2008316Feb 25, 2010693
-32.09%Nov 8, 2010224Sep 28, 2011518Oct 21, 2013742
-18.31%Apr 23, 201084Aug 23, 201036Oct 13, 2010120
-11.06%Nov 29, 201345Feb 5, 201487Jun 11, 2014132
-8.47%Jul 16, 201414Aug 5, 201420Sep 3, 201434
-4.37%Nov 2, 20101Nov 3, 20103Nov 8, 20104
-4.14%Jun 11, 201411Jun 26, 201411Jul 14, 201422
-3.92%Feb 25, 20105Mar 4, 201014Mar 24, 201019
-3.30%Mar 31, 20107Apr 12, 20107Apr 21, 201014
-2.61%Nov 6, 20133Nov 11, 20134Nov 15, 20137
-1.37%Oct 31, 20133Nov 5, 20131Nov 6, 20134
-1.06%Oct 22, 20133Oct 25, 20132Oct 29, 20135
-0.63%Oct 26, 20102Oct 28, 20102Nov 1, 20104
-0.57%Oct 29, 20131Oct 30, 20131Oct 31, 20132
-0.35%Nov 15, 20133Nov 20, 20131Nov 21, 20134
-0.29%Oct 18, 20101Oct 19, 20101Oct 20, 20102