Unum Group (UNM)
51.80
+0.44
(+0.86%)
USD |
NYSE |
Apr 22, 16:00
51.80
0.00 (0.00%)
Pre-Market: 07:00
Unum Group Max Drawdown (5Y): 81.07% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 81.07% |
February 29, 2024 | 81.07% |
January 31, 2024 | 81.07% |
December 31, 2023 | 81.07% |
November 30, 2023 | 81.07% |
October 31, 2023 | 81.07% |
September 30, 2023 | 81.07% |
August 31, 2023 | 81.07% |
July 31, 2023 | 81.07% |
June 30, 2023 | 81.07% |
May 31, 2023 | 81.07% |
April 30, 2023 | 81.07% |
March 31, 2023 | 81.07% |
February 28, 2023 | 81.07% |
January 31, 2023 | 81.07% |
December 31, 2022 | 81.07% |
November 30, 2022 | 81.07% |
October 31, 2022 | 81.07% |
September 30, 2022 | 81.07% |
August 31, 2022 | 81.07% |
July 31, 2022 | 81.07% |
June 30, 2022 | 81.07% |
May 31, 2022 | 81.07% |
April 30, 2022 | 81.07% |
March 31, 2022 | 81.07% |
Date | Value |
---|---|
February 28, 2022 | 81.07% |
January 31, 2022 | 81.07% |
December 31, 2021 | 81.07% |
November 30, 2021 | 81.07% |
October 31, 2021 | 81.07% |
September 30, 2021 | 81.07% |
August 31, 2021 | 81.07% |
July 31, 2021 | 81.07% |
June 30, 2021 | 81.07% |
May 31, 2021 | 81.07% |
April 30, 2021 | 81.07% |
March 31, 2021 | 81.07% |
February 28, 2021 | 81.07% |
January 31, 2021 | 81.07% |
December 31, 2020 | 81.07% |
November 30, 2020 | 81.07% |
October 31, 2020 | 81.07% |
September 30, 2020 | 81.07% |
August 31, 2020 | 81.07% |
July 31, 2020 | 81.07% |
June 30, 2020 | 81.07% |
May 31, 2020 | 81.07% |
April 30, 2020 | 81.07% |
March 31, 2020 | 81.07% |
February 29, 2020 | 57.48% |
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
52.43%
Minimum
Apr 2019
81.07%
Maximum
Mar 2020
76.18%
Average
81.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Aflac Inc | 54.88% |
Employers Holdings Inc | 43.83% |
Lincoln National Corp | 79.20% |
AMERISAFE Inc | 32.91% |
Trupanion Inc | 87.34% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.9315 |
Beta (5Y) | 0.8734 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.24% |
Historical Sharpe Ratio (5Y) | 0.3143 |
Historical Sortino (5Y) | 0.3585 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.31% |