Sun Life Financial Inc (SLF)

59.27 +0.35 (+0.59%) USD  |  NYSE  |  Dec 23, 16:00
59.27 0.00 (0.00%) After-Hours: 20:00
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Sun Life Financial Max Drawdown (5Y): 50.82% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Corebridge Financial Inc --
Pineapple Financial Inc --
Reinsurance Group of America Inc 65.76%
Primerica Inc 54.46%
Ryan Specialty Holdings Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.521
Beta (5Y) 1.026
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 26.72%
Historical Sharpe Ratio (5Y) 0.3062
Historical Sortino (5Y) 0.3394
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.00%