GURUFOCUS.COM » STOCK LIST » Financial Services » Insurance » RenaissanceRe Holdings Ltd (NYSE:RNRpE.PFD) » Definitions » 10-Year Sharpe Ratio

RNRPE.PFD (RenaissanceRe Holdings) 10-Year Sharpe Ratio : N/A (As of Jul. 09, 2025)


View and export this data going back to 2013. Start your Free Trial

What is RenaissanceRe Holdings 10-Year Sharpe Ratio?

The 10-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past ten years. As of today (2025-07-09), RenaissanceRe Holdings's 10-Year Sharpe Ratio is Not available.


Competitive Comparison of RenaissanceRe Holdings's 10-Year Sharpe Ratio

For the Insurance - Reinsurance subindustry, RenaissanceRe Holdings's 10-Year Sharpe Ratio, along with its competitors' market caps and 10-Year Sharpe Ratio data, can be viewed below:

* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.


RenaissanceRe Holdings's 10-Year Sharpe Ratio Distribution in the Insurance Industry

For the Insurance industry and Financial Services sector, RenaissanceRe Holdings's 10-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where RenaissanceRe Holdings's 10-Year Sharpe Ratio falls into.


;
;

RenaissanceRe Holdings 10-Year Sharpe Ratio Calculation

The 10-Year Sharpe Ratio measures the performance of an investment such as a stock or portfolio compared to a risk-free asset in the last ten years. A stock / portfolio's 10-Year Sharpe Ratio can be calculated by dividing the difference between the ten-year average monthly returns of the investment and the risk-free rate, by the standard deviation of the investment returns over the past ten years.


RenaissanceRe Holdings  (NYSE:RNRpE.PFD) 10-Year Sharpe Ratio Explanation

The 10-Year Sharpe Ratio inidicates the risk-adjusted return of an investment over the past ten years. It is calculated as the annualized result of the average ten-year monthly excess returns divided by its standard deviation in the ten-year period. The monthly excess return is the monthly investment return minus the monthly risk-free rate (typically the 10-year Treasury Constant Maturity Rate). If the risk-free rate for a specific region is not available, U.S. data is used by default.

The greater a portfolio's Sharpe Ratio, the better its risk-adjusted performance. A negative Sharpe Ratio means the risk-free rate is greater than the portfolio’s historical or projected return, or else the portfolio's return is expected to be negative.


RenaissanceRe Holdings 10-Year Sharpe Ratio Related Terms

Thank you for viewing the detailed overview of RenaissanceRe Holdings's 10-Year Sharpe Ratio provided by GuruFocus.com. Please click on the following links to see related term pages.


RenaissanceRe Holdings Business Description

Traded in Other Exchanges
Address
12 Crow Lane, Renaissance House, Pembroke, BMU, HM 19
RenaissanceRe Holdings Ltd provides reinsurance and insurance solutions and related services. The company's core products include property, casualty and specialty reinsurance. Revenue is derived from three sources: net premiums earned from the insurance and insurance products sold; net investment income from the investment of capital funds and cash; and other income from the company's joint ventures, advisory services, and other items. The reportable segments of the company are the Property segment which includes catastrophe and other property reinsurance, and the Casualty and Specialty segment which is comprised of casualty and specialty reinsurance. It derives a majority of its revenue from the Casualty and specialty segment.