Security National Financial Corp (SNFCA)
6.59
+0.02
(+0.30%)
USD |
NASDAQ |
May 03, 16:00
6.54
-0.05
(-0.76%)
After-Hours: 20:00
Security National Financial Max Drawdown (5Y): 41.04% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 41.04% |
| March 31, 2024 | 41.04% |
| February 29, 2024 | 41.04% |
| January 31, 2024 | 41.04% |
| December 31, 2023 | 41.04% |
| November 30, 2023 | 41.04% |
| October 31, 2023 | 41.04% |
| September 30, 2023 | 41.04% |
| August 31, 2023 | 41.04% |
| July 31, 2023 | 41.04% |
| June 30, 2023 | 41.04% |
| May 31, 2023 | 41.04% |
| April 30, 2023 | 41.04% |
| March 31, 2023 | 41.04% |
| February 28, 2023 | 41.04% |
| January 31, 2023 | 41.04% |
| December 31, 2022 | 41.04% |
| November 30, 2022 | 41.04% |
| October 31, 2022 | 41.04% |
| September 30, 2022 | 58.72% |
| August 31, 2022 | 58.72% |
| July 31, 2022 | 58.72% |
| June 30, 2022 | 58.72% |
| May 31, 2022 | 58.72% |
| April 30, 2022 | 58.72% |
| Date | Value |
|---|---|
| March 31, 2022 | 58.72% |
| February 28, 2022 | 58.72% |
| January 31, 2022 | 58.72% |
| December 31, 2021 | 58.72% |
| November 30, 2021 | 58.72% |
| October 31, 2021 | 58.72% |
| September 30, 2021 | 58.72% |
| August 31, 2021 | 58.72% |
| July 31, 2021 | 58.72% |
| June 30, 2021 | 58.72% |
| May 31, 2021 | 58.72% |
| April 30, 2021 | 61.33% |
| March 31, 2021 | 64.38% |
| February 28, 2021 | 64.38% |
| January 31, 2021 | 64.38% |
| December 31, 2020 | 64.38% |
| November 30, 2020 | 64.38% |
| October 31, 2020 | 64.38% |
| September 30, 2020 | 64.38% |
| August 31, 2020 | 64.38% |
| July 31, 2020 | 64.38% |
| June 30, 2020 | 64.38% |
| May 31, 2020 | 64.38% |
| April 30, 2020 | 64.38% |
| March 31, 2020 | 64.38% |
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
41.04%
Minimum
Oct 2022
70.53%
Maximum
May 2019
55.55%
Average
58.72%
Median
May 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.65 |
| Beta (5Y) | 0.9476 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.44% |
| Historical Sharpe Ratio (5Y) | 0.2232 |
| Historical Sortino (5Y) | 0.4157 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.02% |