Aflac Inc (AFL)
83.47
-1.10
(-1.30%)
USD |
NYSE |
May 02, 13:17
Aflac Max Drawdown (5Y): 54.88% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 54.88% |
March 31, 2024 | 54.88% |
February 29, 2024 | 54.88% |
January 31, 2024 | 54.88% |
December 31, 2023 | 54.88% |
November 30, 2023 | 54.88% |
October 31, 2023 | 54.88% |
September 30, 2023 | 54.88% |
August 31, 2023 | 54.88% |
July 31, 2023 | 54.88% |
June 30, 2023 | 54.88% |
May 31, 2023 | 54.88% |
April 30, 2023 | 54.88% |
March 31, 2023 | 54.88% |
February 28, 2023 | 54.88% |
January 31, 2023 | 54.88% |
December 31, 2022 | 54.88% |
November 30, 2022 | 54.88% |
October 31, 2022 | 54.88% |
September 30, 2022 | 54.88% |
August 31, 2022 | 54.88% |
July 31, 2022 | 54.88% |
June 30, 2022 | 54.88% |
May 31, 2022 | 54.88% |
April 30, 2022 | 54.88% |
Date | Value |
---|---|
March 31, 2022 | 54.88% |
February 28, 2022 | 54.88% |
January 31, 2022 | 54.88% |
December 31, 2021 | 54.88% |
November 30, 2021 | 54.88% |
October 31, 2021 | 54.88% |
September 30, 2021 | 54.88% |
August 31, 2021 | 54.88% |
July 31, 2021 | 54.88% |
June 30, 2021 | 54.88% |
May 31, 2021 | 54.88% |
April 30, 2021 | 54.88% |
March 31, 2021 | 54.88% |
February 28, 2021 | 54.88% |
January 31, 2021 | 54.88% |
December 31, 2020 | 54.88% |
November 30, 2020 | 54.88% |
October 31, 2020 | 54.88% |
September 30, 2020 | 54.88% |
August 31, 2020 | 54.88% |
July 31, 2020 | 54.88% |
June 30, 2020 | 54.88% |
May 31, 2020 | 54.88% |
April 30, 2020 | 54.88% |
March 31, 2020 | 54.88% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
15.82%
Minimum
May 2019
54.88%
Maximum
Mar 2020
48.50%
Average
54.88%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Unum Group | 81.07% |
MetLife Inc | 55.16% |
Lincoln National Corp | 79.20% |
Allstate Corp | 41.38% |
Trupanion Inc | 87.34% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.189 |
Beta (5Y) | 0.9134 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.36% |
Historical Sharpe Ratio (5Y) | 0.4009 |
Historical Sortino (5Y) | 0.4583 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.59% |