Performance analysis of RenaissanceRe (RNR-P-F)
Annual Return
Over the past 3 years, RNR-P-F has had an average annual return of +2.67%, underperforming the benchmark SPY, which returned +19.27% annual.
Over the past 5 years, RNR-P-F has had an average annual return of +0.74%, underperforming the benchmark SPY, which returned +12.50% annual.
Since Jun 12, 2018, RNR-P-F has had an average annual return of +3.37%, underperforming the benchmark SPY, which returned +14.52% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |||
|---|---|---|---|---|---|---|---|---|---|---|---|
| -3.17% | +4.98% | -0.46% | +17.36% | -12.84% | -2.01% | +10.89% | +30.91% | -11.14% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +1.36% | +0.93% | -6.39% | +3.85% | -0.28% | -3.12% | +0.79% | -3.17% | |||||
| 2025 | +0.40% | +2.04% | -4.78% | -0.56% | +0.70% | +0.05% | +4.01% | +3.31% | +4.95% | -1.70% | -0.95% | -2.17% | +4.98% |
| 2024 | +4.19% | +0.44% | +0.24% | -7.85% | +1.18% | +1.90% | +0.82% | +7.16% | +0.69% | -2.50% | +2.64% | -8.27% | -0.46% |
| 2023 | +11.54% | -2.49% | -0.35% | +4.51% | -2.74% | -1.68% | +1.67% | -1.33% | -5.83% | +1.79% | +9.47% | +2.93% | +17.36% |
| 2022 | +1.10% | -3.23% | +0.15% | -5.64% | +2.95% | -5.33% | +6.88% | -5.41% | -1.22% | -4.31% | +5.65% | -4.20% | -12.84% |
| 2021 | -2.71% | -2.58% | +1.91% | +2.40% | -2.59% | +1.95% | -0.11% | -0.22% | +1.31% | +0.41% | -3.24% | +1.70% | -2.01% |
| 2020 | +1.96% | -3.62% | -5.54% | +4.32% | +2.01% | -0.38% | +5.87% | +1.36% | -0.95% | -0.77% | +3.49% | +3.23% | +10.89% |
| 2019 | +8.19% | +5.26% | +2.53% | +0.92% | +0.22% | +3.32% | +0.39% | +3.16% | +1.13% | +1.01% | -1.09% | +2.54% | +30.91% |
| 2018 | +0.96% | +0.67% | -0.51% | -1.19% | -2.32% | -4.87% | -4.30% | -11.14% |
Drawdown analysis of RenaissanceRe (RNR-P-F)
The maximum drawdown for the RNR-P-F was -31.69%, occurring on Mar 19, 2020. Recovery took 85 trading sessions.
The current RNR-P-F drawdown is -9.20%.
Since Jun 12, 2018 RNR-P-F has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 1 time
- 10% or more: 5 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.69% | Feb 18, 2020 | 22 | Mar 19, 2020 | 85 | Jul 21, 2020 | 107 |
| -18.26% | Dec 31, 2020 | 466 | Nov 7, 2022 | 277 | Dec 14, 2023 | 743 |
| -14.63% | Aug 22, 2018 | 87 | Dec 27, 2018 | 57 | Mar 21, 2019 | 144 |
| -13.57% | Sep 19, 2024 | 163 | May 15, 2025 | 81 | Sep 11, 2025 | 244 |
| -10.34% | Sep 15, 2025 | 196 | Jun 26, 2026 | Ongoing | Ongoing | Ongoing |
| -8.34% | Mar 8, 2024 | 36 | Apr 30, 2024 | 76 | Aug 19, 2024 | 112 |
| -2.85% | Oct 8, 2020 | 18 | Nov 3, 2020 | 9 | Nov 16, 2020 | 27 |
| -2.67% | Aug 31, 2020 | 17 | Sep 24, 2020 | 10 | Oct 8, 2020 | 27 |
| -2.23% | Sep 9, 2019 | 6 | Sep 17, 2019 | 7 | Sep 26, 2019 | 13 |
| -2.22% | Oct 25, 2019 | 28 | Dec 5, 2019 | 16 | Dec 30, 2019 | 44 |
| -2.05% | Dec 14, 2023 | 2 | Dec 18, 2023 | 5 | Dec 26, 2023 | 7 |
| -2.00% | Jun 14, 2018 | 4 | Jun 20, 2018 | 7 | Jun 29, 2018 | 11 |
| -1.58% | Dec 27, 2023 | 5 | Jan 4, 2024 | 11 | Jan 22, 2024 | 16 |
| -1.52% | Sep 27, 2019 | 4 | Oct 3, 2019 | 6 | Oct 11, 2019 | 10 |
| -1.37% | Feb 1, 2024 | 2 | Feb 5, 2024 | 18 | Mar 1, 2024 | 20 |
| -1.35% | Jul 17, 2019 | 15 | Aug 7, 2019 | 4 | Aug 13, 2019 | 19 |
| -1.32% | May 22, 2019 | 6 | May 31, 2019 | 2 | Jun 4, 2019 | 8 |
| -1.15% | Jul 22, 2020 | 3 | Jul 27, 2020 | 3 | Jul 30, 2020 | 6 |
| -1.06% | Jul 13, 2018 | 2 | Jul 17, 2018 | 3 | Jul 20, 2018 | 5 |
| -1.05% | Feb 3, 2020 | 7 | Feb 12, 2020 | 3 | Feb 18, 2020 | 10 |
| -0.99% | Oct 14, 2019 | 6 | Oct 22, 2019 | 3 | Oct 25, 2019 | 9 |
| -0.98% | Aug 3, 2018 | 2 | Aug 7, 2018 | 11 | Aug 22, 2018 | 13 |
| -0.91% | Jul 31, 2020 | 8 | Aug 12, 2020 | 4 | Aug 18, 2020 | 12 |
| -0.88% | Jan 7, 2020 | 1 | Jan 8, 2020 | 3 | Jan 13, 2020 | 4 |
| -0.82% | Jun 13, 2019 | 4 | Jun 19, 2019 | 7 | Jun 28, 2019 | 11 |