Globe Life Inc (GL)
108.99
+0.23
(+0.21%)
USD |
NYSE |
Nov 21, 16:00
108.96
-0.03
(-0.03%)
Pre-Market: 20:00
Globe Life Max Drawdown (5Y): 61.62% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 61.62% |
September 30, 2024 | 61.62% |
August 31, 2024 | 61.62% |
July 31, 2024 | 61.62% |
June 30, 2024 | 61.62% |
May 31, 2024 | 61.62% |
April 30, 2024 | 61.62% |
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% |
Date | Value |
---|---|
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% |
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% |
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
Nov 2019
61.62%
Maximum
Apr 2024
47.73%
Average
47.69%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Atlantic American Corp | 77.42% |
Citizens Inc | 80.19% |
Genworth Financial Inc | 73.98% |
Brighthouse Financial Inc | 76.93% |
Abacus Life Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.28 |
Beta (5Y) | 0.8082 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.86% |
Historical Sharpe Ratio (5Y) | 0.0044 |
Historical Sortino (5Y) | 0.0046 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.57% |