Globe Life Inc (GL)
75.85
+0.31
(+0.41%)
USD |
NYSE |
Apr 26, 16:00
75.99
+0.14
(+0.18%)
After-Hours: 20:00
Globe Life Max Drawdown (5Y): 47.69% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 47.69% |
February 29, 2024 | 47.69% |
January 31, 2024 | 47.69% |
December 31, 2023 | 47.69% |
November 30, 2023 | 47.69% |
October 31, 2023 | 47.69% |
September 30, 2023 | 47.69% |
August 31, 2023 | 47.69% |
July 31, 2023 | 47.69% |
June 30, 2023 | 47.69% |
May 31, 2023 | 47.69% |
April 30, 2023 | 47.69% |
March 31, 2023 | 47.69% |
February 28, 2023 | 47.69% |
January 31, 2023 | 47.69% |
December 31, 2022 | 47.69% |
November 30, 2022 | 47.69% |
October 31, 2022 | 47.69% |
September 30, 2022 | 47.69% |
August 31, 2022 | 47.69% |
July 31, 2022 | 47.69% |
June 30, 2022 | 47.69% |
May 31, 2022 | 47.69% |
April 30, 2022 | 47.69% |
March 31, 2022 | 47.69% |
Date | Value |
---|---|
February 28, 2022 | 47.69% |
January 31, 2022 | 47.69% |
December 31, 2021 | 47.69% |
November 30, 2021 | 47.69% |
October 31, 2021 | 47.69% |
September 30, 2021 | 47.69% |
August 31, 2021 | 47.69% |
July 31, 2021 | 47.69% |
June 30, 2021 | 47.69% |
May 31, 2021 | 47.69% |
April 30, 2021 | 47.69% |
March 31, 2021 | 47.69% |
February 28, 2021 | 47.69% |
January 31, 2021 | 47.69% |
December 31, 2020 | 47.69% |
November 30, 2020 | 47.69% |
October 31, 2020 | 47.69% |
September 30, 2020 | 47.69% |
August 31, 2020 | 47.69% |
July 31, 2020 | 47.69% |
June 30, 2020 | 47.69% |
May 31, 2020 | 47.69% |
April 30, 2020 | 47.69% |
March 31, 2020 | 47.69% |
February 29, 2020 | 23.90% |
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
23.90%
Minimum
Apr 2019
47.69%
Maximum
Mar 2020
43.33%
Average
47.69%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
JPMorgan Chase & Co | 43.62% |
F&G Annuities & Life Inc | -- |
Atlantic American Corp | 75.90% |
National Western Life Group Inc | 66.42% |
Brighthouse Financial Inc | 76.93% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.853 |
Beta (5Y) | 0.6899 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.92% |
Historical Sharpe Ratio (5Y) | 0.2374 |
Historical Sortino (5Y) | 0.251 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.80% |