Sun Life Financial Inc (SLF)
61.37
+0.56
(+0.92%)
USD |
NYSE |
Nov 21, 16:00
61.38
+0.01
(+0.02%)
After-Hours: 20:00
Sun Life Financial Max Drawdown (5Y): 50.82% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 50.82% |
| September 30, 2024 | 50.82% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2022 | 50.82% |
| August 31, 2022 | 50.82% |
| July 31, 2022 | 50.82% |
| June 30, 2022 | 50.82% |
| May 31, 2022 | 50.82% |
| April 30, 2022 | 50.82% |
| March 31, 2022 | 50.82% |
| February 28, 2022 | 50.82% |
| January 31, 2022 | 50.82% |
| December 31, 2021 | 50.82% |
| November 30, 2021 | 50.82% |
| October 31, 2021 | 50.82% |
| September 30, 2021 | 50.82% |
| August 31, 2021 | 50.82% |
| July 31, 2021 | 50.82% |
| June 30, 2021 | 50.82% |
| May 31, 2021 | 50.82% |
| April 30, 2021 | 50.82% |
| March 31, 2021 | 50.82% |
| February 28, 2021 | 50.82% |
| January 31, 2021 | 50.82% |
| December 31, 2020 | 50.82% |
| November 30, 2020 | 50.82% |
| October 31, 2020 | 50.82% |
| September 30, 2020 | 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
28.90%
Minimum
Nov 2019
50.82%
Maximum
Mar 2020
49.36%
Average
50.82%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.653 |
| Beta (5Y) | 1.007 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.71% |
| Historical Sharpe Ratio (5Y) | 0.2378 |
| Historical Sortino (5Y) | 0.2628 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.00% |