National Western Life Group Inc (NWLI)
488.01
-0.63
(-0.13%)
USD |
NASDAQ |
May 03, 11:51
National Western Life Group Max Drawdown (5Y): 66.42% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 66.42% |
March 31, 2024 | 66.42% |
February 29, 2024 | 66.42% |
January 31, 2024 | 66.42% |
December 31, 2023 | 66.42% |
November 30, 2023 | 66.42% |
October 31, 2023 | 66.42% |
September 30, 2023 | 66.42% |
August 31, 2023 | 66.42% |
July 31, 2023 | 66.42% |
June 30, 2023 | 66.42% |
May 31, 2023 | 66.42% |
April 30, 2023 | 66.42% |
March 31, 2023 | 66.42% |
February 28, 2023 | 66.42% |
January 31, 2023 | 66.42% |
December 31, 2022 | 66.42% |
November 30, 2022 | 66.42% |
October 31, 2022 | 66.42% |
September 30, 2022 | 66.42% |
August 31, 2022 | 66.42% |
July 31, 2022 | 66.42% |
June 30, 2022 | 66.42% |
May 31, 2022 | 66.42% |
April 30, 2022 | 66.42% |
Date | Value |
---|---|
March 31, 2022 | 66.42% |
February 28, 2022 | 66.42% |
January 31, 2022 | 66.42% |
December 31, 2021 | 66.42% |
November 30, 2021 | 66.42% |
October 31, 2021 | 66.42% |
September 30, 2021 | 66.42% |
August 31, 2021 | 66.42% |
July 31, 2021 | 66.42% |
June 30, 2021 | 66.42% |
May 31, 2021 | 66.42% |
April 30, 2021 | 66.42% |
March 31, 2021 | 66.42% |
February 28, 2021 | 66.42% |
January 31, 2021 | 66.42% |
December 31, 2020 | 66.42% |
November 30, 2020 | 66.42% |
October 31, 2020 | 66.42% |
September 30, 2020 | 66.42% |
August 31, 2020 | 66.42% |
July 31, 2020 | 66.42% |
June 30, 2020 | 66.42% |
May 31, 2020 | 66.42% |
April 30, 2020 | 66.42% |
March 31, 2020 | 66.42% |
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
31.38%
Minimum
May 2019
66.42%
Maximum
Mar 2020
60.75%
Average
66.42%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Atlantic American Corp | 75.90% |
American Equity Investment Life Holding Co | 68.63% |
Brighthouse Financial Inc | 76.93% |
Vericity Inc | -- |
Abacus Life Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.105 |
Beta (5Y) | 0.7082 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.19% |
Historical Sharpe Ratio (5Y) | 0.267 |
Historical Sortino (5Y) | 0.4396 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.10% |