Sun Life Financial, Inc. (SLF)
78.57
+0.90
(+1.16%)
USD |
NYSE |
Oct 02, 16:00
78.55
-0.02
(-0.03%)
After-Hours: 20:00
Sun Life Financial Max Drawdown (5Y) : 30.75% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 30.75% |
| August 31, 2026 | 30.75% |
| July 31, 2026 | 30.75% |
| June 30, 2026 | 30.75% |
| May 31, 2026 | 30.75% |
| April 30, 2026 | 30.75% |
| March 31, 2026 | 30.75% |
| February 28, 2026 | 30.75% |
| January 31, 2026 | 30.75% |
| December 31, 2025 | 30.75% |
| November 30, 2025 | 30.75% |
| October 31, 2025 | 30.75% |
| September 30, 2025 | 30.75% |
| August 31, 2025 | 30.75% |
| July 31, 2025 | 30.75% |
| June 30, 2025 | 30.75% |
| May 31, 2025 | 30.75% |
| April 30, 2025 | 35.64% |
| March 31, 2025 | 39.59% |
| February 28, 2025 | 50.82% |
| January 31, 2025 | 50.82% |
| December 31, 2024 | 50.82% |
| November 30, 2024 | 50.82% |
| October 31, 2024 | 50.82% |
| September 30, 2024 | 50.82% |
| Date | Value |
|---|---|
| August 31, 2024 | 50.82% |
| July 31, 2024 | 50.82% |
| June 30, 2024 | 50.82% |
| May 31, 2024 | 50.82% |
| April 30, 2024 | 50.82% |
| March 31, 2024 | 50.82% |
| February 29, 2024 | 50.82% |
| January 31, 2024 | 50.82% |
| December 31, 2023 | 50.82% |
| November 30, 2023 | 50.82% |
| October 31, 2023 | 50.82% |
| September 30, 2023 | 50.82% |
| August 31, 2023 | 50.82% |
| July 31, 2023 | 50.82% |
| June 30, 2023 | 50.82% |
| May 31, 2023 | 50.82% |
| April 30, 2023 | 50.82% |
| March 31, 2023 | 50.82% |
| February 28, 2023 | 50.82% |
| January 31, 2023 | 50.82% |
| December 31, 2022 | 50.82% |
| November 30, 2022 | 50.82% |
| October 31, 2022 | 50.82% |
| September 30, 2022 | 50.82% |
| August 31, 2022 | 50.82% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Lincoln National Corp. | 73.13% |
| Primerica, Inc. | 36.64% |
| Brighthouse Financial, Inc. | 44.33% |
| Aflac, Inc. | 19.87% |
| Citizens, Inc. (Austin, Texas) | 80.19% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.6728 |
| Beta (5Y) | 0.8947 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.54% |
| Historical Sharpe Ratio (5Y) | 0.4686 |
| Historical Sortino (5Y) | 0.8885 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.14% |