Kansas City Life Insurance Co (KCLI)
35.00
0.00 (0.00%)
USD |
OTCM |
Apr 30, 16:00
Kansas City Life Insurance Max Drawdown (5Y): 53.46% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 53.46% |
| March 31, 2024 | 53.46% |
| February 29, 2024 | 53.46% |
| January 31, 2024 | 53.46% |
| December 31, 2023 | 53.46% |
| November 30, 2023 | 53.46% |
| October 31, 2023 | 53.46% |
| September 30, 2023 | 53.46% |
| August 31, 2023 | 53.46% |
| July 31, 2023 | 53.46% |
| June 30, 2023 | 53.46% |
| May 31, 2023 | 53.46% |
| April 30, 2023 | 53.46% |
| March 31, 2023 | 49.31% |
| February 28, 2023 | 45.34% |
| January 31, 2023 | 45.34% |
| December 31, 2022 | 45.34% |
| November 30, 2022 | 45.34% |
| October 31, 2022 | 45.34% |
| September 30, 2022 | 45.34% |
| August 31, 2022 | 45.34% |
| July 31, 2022 | 45.34% |
| June 30, 2022 | 45.34% |
| May 31, 2022 | 45.34% |
| April 30, 2022 | 45.34% |
| Date | Value |
|---|---|
| March 31, 2022 | 45.34% |
| February 28, 2022 | 45.34% |
| January 31, 2022 | 45.34% |
| December 31, 2021 | 45.34% |
| November 30, 2021 | 45.34% |
| October 31, 2021 | 45.34% |
| September 30, 2021 | 45.34% |
| August 31, 2021 | 45.34% |
| July 31, 2021 | 45.34% |
| June 30, 2021 | 45.34% |
| May 31, 2021 | 45.34% |
| April 30, 2021 | 45.34% |
| March 31, 2021 | 45.34% |
| February 28, 2021 | 45.34% |
| January 31, 2021 | 45.34% |
| December 31, 2020 | 45.34% |
| November 30, 2020 | 45.34% |
| October 31, 2020 | 45.34% |
| September 30, 2020 | 45.34% |
| August 31, 2020 | 45.34% |
| July 31, 2020 | 45.34% |
| June 30, 2020 | 45.34% |
| May 31, 2020 | 45.34% |
| April 30, 2020 | 45.34% |
| March 31, 2020 | 45.32% |
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
31.02%
Minimum
May 2019
53.46%
Maximum
Apr 2023
45.03%
Average
45.34%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Atlantic American Corp | 75.90% |
| National Western Life Group Inc | 66.42% |
| Brighthouse Financial Inc | 76.93% |
| Vericity Inc | -- |
| Abacus Life Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.325 |
| Beta (5Y) | 0.5504 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.39% |
| Historical Sharpe Ratio (5Y) | 0.0332 |
| Historical Sortino (5Y) | 0.0497 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.52% |