CNO Financial Group Inc (CNO)
39.38
+0.55
(+1.42%)
USD |
NYSE |
Nov 21, 16:00
39.38
0.00 (0.00%)
Pre-Market: 20:00
CNO Financial Group Max Drawdown (5Y): 63.83% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 63.83% |
| September 30, 2024 | 63.83% |
| August 31, 2024 | 63.83% |
| July 31, 2024 | 63.83% |
| June 30, 2024 | 63.83% |
| May 31, 2024 | 63.83% |
| April 30, 2024 | 63.83% |
| March 31, 2024 | 63.83% |
| February 29, 2024 | 63.83% |
| January 31, 2024 | 63.83% |
| December 31, 2023 | 63.83% |
| November 30, 2023 | 63.83% |
| October 31, 2023 | 63.83% |
| September 30, 2023 | 63.83% |
| August 31, 2023 | 63.83% |
| July 31, 2023 | 63.83% |
| June 30, 2023 | 63.83% |
| May 31, 2023 | 63.83% |
| April 30, 2023 | 63.83% |
| March 31, 2023 | 63.83% |
| February 28, 2023 | 63.83% |
| January 31, 2023 | 63.83% |
| December 31, 2022 | 63.83% |
| November 30, 2022 | 63.83% |
| October 31, 2022 | 63.83% |
| Date | Value |
|---|---|
| September 30, 2022 | 63.83% |
| August 31, 2022 | 63.83% |
| July 31, 2022 | 63.83% |
| June 30, 2022 | 63.83% |
| May 31, 2022 | 63.83% |
| April 30, 2022 | 63.83% |
| March 31, 2022 | 63.83% |
| February 28, 2022 | 63.83% |
| January 31, 2022 | 63.83% |
| December 31, 2021 | 63.83% |
| November 30, 2021 | 63.83% |
| October 31, 2021 | 63.83% |
| September 30, 2021 | 63.83% |
| August 31, 2021 | 63.83% |
| July 31, 2021 | 63.83% |
| June 30, 2021 | 63.83% |
| May 31, 2021 | 63.83% |
| April 30, 2021 | 63.83% |
| March 31, 2021 | 63.83% |
| February 28, 2021 | 63.83% |
| January 31, 2021 | 63.83% |
| December 31, 2020 | 63.83% |
| November 30, 2020 | 63.83% |
| October 31, 2020 | 63.83% |
| September 30, 2020 | 63.83% |
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
46.52%
Minimum
Nov 2019
63.83%
Maximum
Mar 2020
62.68%
Average
63.83%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Unum Group | 81.07% |
| Aflac Inc | 54.88% |
| AMERISAFE Inc | 32.91% |
| Citizens Financial Corp | -- |
| Trupanion Inc | 87.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.459 |
| Beta (5Y) | 1.016 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.23% |
| Historical Sharpe Ratio (5Y) | 0.5452 |
| Historical Sortino (5Y) | 0.6565 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.13% |