CNO Financial Group Inc (CNO)
35.75
-0.17
(-0.47%)
USD |
NYSE |
Nov 04, 16:00
34.91
-0.84
(-2.35%)
Pre-Market: 05:32
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
The Hartford Financial Services Group Inc | 57.58% |
Aflac Inc | 54.88% |
AMERISAFE Inc | 32.91% |
Unum Group | 81.07% |
Trupanion Inc | 87.34% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.460 |
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% |