Performance analysis of James River Group (JRVR)
Annual Return
Over the past 3 years, JRVR has had an average annual return of -41.57%, underperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, JRVR has had an average annual return of -35.04%, underperforming the benchmark SPY, which returned +13.88% annual.
Over the past 10 years, JRVR has had an average annual return of -17.76%, underperforming the benchmark SPY, which returned +15.44% annual.
Since Dec 12, 2014, JRVR has had an average annual return of -11.42%, underperforming the benchmark SPY, which returned +14.13% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| -39.68% | +31.59% | -46.15% | -55.20% | -26.79% | -39.28% | +22.71% | +15.88% | -5.76% | -0.77% | +31.53% | +55.85% |
| 2014 | |||||||||||
| +7.11% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +5.51% | +4.32% | -9.88% | -1.57% | -36.94% | -2.05% | -39.68% | ||||||
| 2025 | -1.85% | +3.55% | -14.93% | +13.34% | +22.26% | +0.85% | -2.72% | -1.41% | -1.05% | -8.11% | +15.49% | +8.14% | +31.59% |
| 2024 | +3.58% | +4.38% | -6.41% | -4.40% | -12.14% | -0.38% | +11.76% | -14.34% | -14.64% | -0.80% | -24.59% | +4.05% | -46.15% |
| 2023 | +8.37% | +6.36% | -14.13% | -5.71% | -1.69% | -4.36% | +1.26% | -21.26% | +5.79% | -10.42% | -34.69% | +3.45% | -55.20% |
| 2022 | -1.70% | -6.07% | -6.78% | -4.16% | +7.76% | -2.82% | -4.11% | +0% | -3.80% | +10.79% | -4.95% | -12.75% | -26.79% |
| 2021 | -9.50% | +3.22% | -0.00367% | +3.26% | -25.88% | +8.35% | -3.04% | +1.13% | +3.45% | -15.32% | -17.24% | +10.28% | -39.28% |
| 2020 | +4.20% | -5.89% | -9.55% | -2.09% | +8.99% | +17.21% | +2.93% | +5.16% | -8.00% | +4.94% | -2.46% | +8.52% | +22.71% |
| 2019 | +5.56% | +6.53% | -1.72% | +5.34% | +5.64% | +5.84% | +1.98% | +3.03% | +4.60% | -30.11% | +10.47% | +4.92% | +15.88% |
| 2018 | -5.03% | -13.92% | +9.37% | +2.40% | +4.43% | +4.36% | +5.34% | -1.06% | +4.83% | -9.67% | -1.14% | -3.21% | -5.76% |
| 2017 | -4.57% | +8.50% | +0.35% | +1.64% | -9.00% | +1% | +1.08% | -0.70% | +4.81% | +2.03% | -4.35% | -0.41% | -0.77% |
Drawdown analysis of James River Group (JRVR)
The maximum drawdown for the JRVR was -93.08%, occurring on Mar 4, 2025. This drawdown has not yet recovered.
The current JRVR drawdown is -92.38%.
Since Dec 12, 2014 JRVR has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 2 times
- 30% or more: 2 times
- 20% or more: 3 times
- 10% or more: 6 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -93.08% | Oct 23, 2020 | 1093 | Mar 4, 2025 | Ongoing | Ongoing | Ongoing |
| -45.93% | Sep 25, 2019 | 120 | Mar 18, 2020 | 150 | Oct 20, 2020 | 270 |
| -24.67% | Oct 20, 2017 | 89 | Mar 1, 2018 | 137 | Sep 14, 2018 | 226 |
| -18.29% | Sep 21, 2018 | 64 | Dec 24, 2018 | 87 | May 1, 2019 | 151 |
| -15.20% | Dec 29, 2015 | 40 | Feb 26, 2016 | 62 | May 25, 2016 | 102 |
| -13.75% | Feb 16, 2017 | 138 | Sep 5, 2017 | 33 | Oct 20, 2017 | 171 |
| -9.25% | Jan 9, 2015 | 22 | Feb 11, 2015 | 22 | Mar 16, 2015 | 44 |
| -8.57% | Mar 23, 2015 | 3 | Mar 26, 2015 | 58 | Jun 18, 2015 | 61 |
| -8.24% | May 27, 2016 | 20 | Jun 27, 2016 | 34 | Aug 15, 2016 | 54 |
| -7.58% | Sep 7, 2016 | 9 | Sep 20, 2016 | 16 | Oct 12, 2016 | 25 |
| -7.58% | Sep 15, 2015 | 10 | Sep 29, 2015 | 18 | Oct 23, 2015 | 28 |
| -6.71% | Oct 28, 2015 | 5 | Nov 4, 2015 | 2 | Nov 6, 2015 | 7 |
| -6.70% | Nov 21, 2016 | 6 | Nov 30, 2016 | 14 | Dec 20, 2016 | 20 |
| -6.08% | Aug 5, 2015 | 14 | Aug 25, 2015 | 7 | Sep 3, 2015 | 21 |
| -5.83% | Jan 4, 2017 | 19 | Feb 1, 2017 | 9 | Feb 14, 2017 | 28 |
| -5.82% | Oct 19, 2016 | 10 | Nov 2, 2016 | 6 | Nov 10, 2016 | 16 |
| -4.53% | Nov 11, 2016 | 1 | Nov 14, 2016 | 3 | Nov 17, 2016 | 4 |
| -3.47% | Nov 25, 2015 | 5 | Dec 3, 2015 | 7 | Dec 14, 2015 | 12 |
| -3.44% | Dec 12, 2014 | 1 | Dec 15, 2014 | 4 | Dec 19, 2014 | 5 |
| -3.24% | May 6, 2019 | 17 | May 30, 2019 | 5 | Jun 6, 2019 | 22 |
| -3.19% | Jul 7, 2015 | 2 | Jul 9, 2015 | 5 | Jul 16, 2015 | 7 |
| -3.18% | Jun 19, 2019 | 5 | Jun 26, 2019 | 5 | Jul 3, 2019 | 10 |
| -3.05% | Aug 16, 2019 | 7 | Aug 27, 2019 | 7 | Sep 6, 2019 | 14 |
| -2.83% | Sep 9, 2019 | 3 | Sep 12, 2019 | 8 | Sep 24, 2019 | 11 |
| -2.75% | Dec 22, 2014 | 7 | Jan 2, 2015 | 5 | Jan 9, 2015 | 12 |