National Western Life Group Inc (DELISTED) (NWLI:DL)
499.98
+0.38
(+0.08%)
USD |
NASDAQ |
Jul 08, 16:00
National Western Life Group Max Drawdown (5Y): 66.42% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2024 | 66.42% |
| May 31, 2024 | 66.42% |
| 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% |
| Date | Value |
|---|---|
| May 31, 2022 | 66.42% |
| April 30, 2022 | 66.42% |
| 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% |
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
32.40%
Minimum
Nov 2019
66.42%
Maximum
Mar 2020
64.09%
Average
66.42%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Atlantic American Corp | 77.42% |
| Citizens Inc | 80.19% |
| Brighthouse Financial Inc | 76.93% |
| Vericity Inc (DELISTED) | -- |
| Abacus Life Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.474 |
| Beta (5Y) | 0.7476 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.12% |
| Historical Sharpe Ratio (5Y) | 0.2947 |
| Historical Sortino (5Y) | 0.4782 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.10% |