Great-West Lifeco Inc (GWLIF)
29.96
-0.88
(-2.85%)
USD |
OTCM |
May 31, 16:00
Great-West Lifeco Max Drawdown (5Y): 47.33% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 47.33% |
April 30, 2024 | 47.33% |
March 31, 2024 | 47.33% |
February 29, 2024 | 47.33% |
January 31, 2024 | 47.33% |
December 31, 2023 | 47.33% |
November 30, 2023 | 47.33% |
October 31, 2023 | 47.33% |
September 30, 2023 | 47.33% |
August 31, 2023 | 47.33% |
July 31, 2023 | 47.33% |
June 30, 2023 | 47.33% |
May 31, 2023 | 47.33% |
April 30, 2023 | 47.33% |
March 31, 2023 | 47.33% |
February 28, 2023 | 47.33% |
January 31, 2023 | 47.33% |
December 31, 2022 | 47.33% |
November 30, 2022 | 47.33% |
October 31, 2022 | 47.33% |
September 30, 2022 | 47.33% |
August 31, 2022 | 47.33% |
July 31, 2022 | 47.33% |
June 30, 2022 | 47.33% |
May 31, 2022 | 47.33% |
Date | Value |
---|---|
April 30, 2022 | 47.33% |
March 31, 2022 | 47.33% |
February 28, 2022 | 47.33% |
January 31, 2022 | 47.33% |
December 31, 2021 | 47.33% |
November 30, 2021 | 47.33% |
October 31, 2021 | 47.33% |
September 30, 2021 | 47.33% |
August 31, 2021 | 47.33% |
July 31, 2021 | 47.33% |
June 30, 2021 | 47.33% |
May 31, 2021 | 47.33% |
April 30, 2021 | 47.33% |
March 31, 2021 | 47.33% |
February 28, 2021 | 47.33% |
January 31, 2021 | 47.33% |
December 31, 2020 | 47.33% |
November 30, 2020 | 47.33% |
October 31, 2020 | 47.33% |
September 30, 2020 | 47.33% |
August 31, 2020 | 47.33% |
July 31, 2020 | 47.33% |
June 30, 2020 | 47.33% |
May 31, 2020 | 47.33% |
April 30, 2020 | 47.33% |
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
31.34%
Minimum
Jun 2019
47.33%
Maximum
Mar 2020
44.93%
Average
47.33%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Atlantic American Corp | 75.90% |
National Western Life Group Inc | 66.42% |
Brighthouse Financial Inc | 76.93% |
Vericity Inc | -- |
Pineapple Financial Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.9432 |
Beta (5Y) | 0.7881 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.11% |
Historical Sharpe Ratio (5Y) | 0.3507 |
Historical Sortino (5Y) | 0.406 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.18% |