Sun Life Financial Inc (SLF.TO)
77.63
+0.43
(+0.56%)
CAD |
TSX |
Nov 01, 16:00
Sun Life Financial Max Drawdown (5Y): 45.97% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 45.97% |
| August 31, 2024 | 45.97% |
| July 31, 2024 | 45.97% |
| June 30, 2024 | 45.97% |
| May 31, 2024 | 45.97% |
| April 30, 2024 | 45.97% |
| March 31, 2024 | 45.97% |
| February 29, 2024 | 45.97% |
| January 31, 2024 | 45.97% |
| December 31, 2023 | 45.97% |
| November 30, 2023 | 45.97% |
| October 31, 2023 | 45.97% |
| September 30, 2023 | 45.97% |
| August 31, 2023 | 45.97% |
| July 31, 2023 | 45.97% |
| June 30, 2023 | 45.97% |
| May 31, 2023 | 45.97% |
| April 30, 2023 | 45.97% |
| March 31, 2023 | 45.97% |
| February 28, 2023 | 45.97% |
| January 31, 2023 | 45.97% |
| December 31, 2022 | 45.97% |
| November 30, 2022 | 45.97% |
| October 31, 2022 | 45.97% |
| September 30, 2022 | 45.97% |
| Date | Value |
|---|---|
| August 31, 2022 | 45.97% |
| July 31, 2022 | 45.97% |
| June 30, 2022 | 45.97% |
| May 31, 2022 | 45.97% |
| April 30, 2022 | 45.97% |
| March 31, 2022 | 45.97% |
| February 28, 2022 | 45.97% |
| January 31, 2022 | 45.97% |
| December 31, 2021 | 45.97% |
| November 30, 2021 | 45.97% |
| October 31, 2021 | 45.97% |
| September 30, 2021 | 45.97% |
| August 31, 2021 | 45.97% |
| July 31, 2021 | 45.97% |
| June 30, 2021 | 45.97% |
| May 31, 2021 | 45.97% |
| April 30, 2021 | 45.97% |
| March 31, 2021 | 45.97% |
| February 28, 2021 | 45.97% |
| January 31, 2021 | 45.97% |
| December 31, 2020 | 45.97% |
| November 30, 2020 | 45.97% |
| October 31, 2020 | 45.97% |
| September 30, 2020 | 45.97% |
| August 31, 2020 | 45.97% |
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
20.12%
Minimum
Nov 2019
45.97%
Maximum
Mar 2020
44.22%
Average
45.97%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Manulife Financial Corp | 52.65% |
| Great-West Lifeco Inc | 44.96% |
| iA Financial Corp Inc | 58.56% |
| Canadian Imperial Bank of Commerce | 41.37% |
| Sol Strategies Inc | 86.11% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.8452 |
| Beta (5Y) | 0.9938 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.57% |
| Historical Sharpe Ratio (5Y) | 0.3518 |
| Historical Sortino (5Y) | 0.3814 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.42% |