Property & Casauly Ins
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Property & Casauly Ins, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Jul 28, 2016, corresponding to the inception date of KNSL
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| Property & Casauly Ins | 40.32% | 3.81% | 17.62% | 46.17% | 18.54% | N/A |
| Portfolio components: | ||||||
PGR The Progressive Corporation | 65.75% | 4.15% | 25.48% | 65.49% | 32.30% | 28.80% |
CB Chubb Limited | 26.42% | -2.02% | 12.57% | 30.63% | 15.48% | 12.10% |
TRV The Travelers Companies, Inc. | 37.32% | 7.44% | 21.48% | 55.91% | 16.76% | 12.22% |
ALL The Allstate Corporation | 43.84% | 3.97% | 20.40% | 53.95% | 15.17% | 14.03% |
HIG The Hartford Financial Services Group, Inc. | 48.68% | -0.50% | 18.20% | 60.60% | 16.48% | 13.91% |
WRB W. R. Berkley Corporation | 30.02% | 1.92% | 17.17% | 35.43% | 17.34% | 17.46% |
CINF Cincinnati Financial Corporation | 49.05% | 10.45% | 30.59% | 52.00% | 10.07% | 14.79% |
MKL Markel Corporation | 16.52% | 5.51% | 1.05% | 20.64% | 8.08% | 9.00% |
L Loews Corporation | 19.52% | 3.27% | 8.47% | 25.31% | 11.14% | 7.41% |
CNA CNA Financial Corporation | 17.49% | -2.32% | 10.47% | 25.82% | 5.61% | 8.07% |
AFG American Financial Group, Inc. | 26.08% | 5.20% | 10.69% | 34.36% | 16.25% | 16.90% |
KNSL Kinsale Capital Group, Inc. | 41.06% | -0.07% | 23.44% | 27.10% | 38.26% | N/A |
MCY Mercury General Corporation | 101.77% | 12.36% | 30.26% | 106.89% | 13.31% | 7.92% |
Monthly Returns
The table below presents the monthly returns of Property & Casauly Ins, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 8.93% | 7.42% | 5.73% | -6.54% | 4.53% | -2.86% | 8.25% | 6.32% | -1.39% | -1.02% | 40.32% | ||
| 2023 | 3.52% | 0.04% | -7.01% | 1.01% | -5.59% | 5.74% | 2.97% | -1.06% | 1.11% | 2.65% | 7.01% | 0.46% | 10.38% |
| 2022 | 1.27% | 2.09% | 8.34% | -5.09% | 3.76% | -4.83% | -4.34% | -2.23% | -4.20% | 13.92% | 4.95% | -2.93% | 9.18% |
| 2021 | -2.62% | 7.62% | 7.17% | 5.71% | 2.46% | -2.86% | 0.50% | 4.39% | -4.94% | 6.35% | -4.71% | 7.13% | 27.95% |
| 2020 | 2.38% | -7.98% | -17.67% | 0.55% | 3.12% | 3.51% | 7.73% | 1.90% | -4.46% | 1.02% | 12.68% | 6.52% | 5.87% |
| 2019 | 4.68% | 5.04% | 0.42% | 6.97% | 1.61% | 5.29% | 0.94% | -0.33% | 4.25% | -5.43% | 1.61% | 0.59% | 28.11% |
| 2018 | 1.93% | -3.66% | 1.54% | 0.26% | -1.56% | -2.23% | 6.51% | 1.75% | 0.24% | -3.45% | 1.94% | -6.73% | -4.03% |
| 2017 | -0.70% | 4.02% | 0.91% | 1.30% | 1.54% | 2.24% | 4.55% | -2.41% | 2.66% | 1.89% | 3.29% | 0.82% | 21.81% |
| 2016 | -1.38% | 2.59% | 0.32% | 0.26% | 6.97% | 6.32% | 15.71% |
Expense Ratio
Property & Casauly Ins has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Property & Casauly Ins is 74, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
PGR The Progressive Corporation | 3.15 | 4.15 | 1.55 | 9.10 | 24.11 |
CB Chubb Limited | 1.68 | 2.35 | 1.31 | 3.38 | 9.24 |
TRV The Travelers Companies, Inc. | 2.39 | 2.98 | 1.49 | 4.51 | 10.56 |
ALL The Allstate Corporation | 2.72 | 3.50 | 1.47 | 5.58 | 15.51 |
HIG The Hartford Financial Services Group, Inc. | 3.17 | 3.82 | 1.61 | 6.25 | 22.59 |
WRB W. R. Berkley Corporation | 1.63 | 2.13 | 1.31 | 2.71 | 6.00 |
CINF Cincinnati Financial Corporation | 2.61 | 3.32 | 1.47 | 2.08 | 16.50 |
MKL Markel Corporation | 1.20 | 1.70 | 1.24 | 1.91 | 5.30 |
L Loews Corporation | 1.58 | 2.21 | 1.29 | 3.95 | 9.60 |
CNA CNA Financial Corporation | 1.41 | 2.00 | 1.26 | 1.76 | 6.55 |
AFG American Financial Group, Inc. | 1.91 | 2.67 | 1.33 | 1.78 | 8.68 |
KNSL Kinsale Capital Group, Inc. | 0.78 | 1.29 | 1.20 | 0.93 | 1.77 |
MCY Mercury General Corporation | 3.54 | 4.51 | 1.55 | 2.68 | 21.56 |
Dividends
Dividend yield
Property & Casauly Ins provided a 1.50% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.50% | 2.22% | 2.51% | 3.76% | 2.23% | 2.66% | 2.71% | 2.29% | 2.29% | 2.49% | 2.54% | 1.73% |
| Portfolio components: | ||||||||||||
PGR The Progressive Corporation | 0.44% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% | 1.05% |
CB Chubb Limited | 1.25% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 2.28% | 2.79% | 1.46% |
TRV The Travelers Companies, Inc. | 1.59% | 2.06% | 1.96% | 2.23% | 2.40% | 2.36% | 2.53% | 2.09% | 2.14% | 2.11% | 2.03% | 2.16% |
ALL The Allstate Corporation | 1.84% | 2.54% | 2.51% | 2.75% | 1.96% | 1.78% | 2.23% | 1.41% | 1.78% | 1.93% | 1.59% | 1.83% |
HIG The Hartford Financial Services Group, Inc. | 1.59% | 2.17% | 2.08% | 2.08% | 2.65% | 1.97% | 2.47% | 1.67% | 1.80% | 1.79% | 1.58% | 1.38% |
WRB W. R. Berkley Corporation | 2.03% | 2.73% | 1.22% | 2.44% | 0.71% | 2.43% | 2.83% | 2.16% | 2.27% | 0.86% | 2.79% | 0.90% |
CINF Cincinnati Financial Corporation | 2.10% | 2.90% | 2.70% | 2.21% | 2.75% | 2.13% | 2.74% | 3.33% | 2.53% | 3.89% | 3.40% | 3.16% |
MKL Markel Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
L Loews Corporation | 0.30% | 0.36% | 0.43% | 0.44% | 0.56% | 0.48% | 0.55% | 0.50% | 0.54% | 0.66% | 0.60% | 0.65% |
CNA CNA Financial Corporation | 2.73% | 3.97% | 3.78% | 3.45% | 3.80% | 7.59% | 7.47% | 5.84% | 7.23% | 8.53% | 5.17% | 1.87% |
AFG American Financial Group, Inc. | 3.78% | 6.81% | 10.42% | 20.43% | 4.39% | 4.51% | 4.92% | 4.41% | 2.44% | 2.82% | 3.15% | 3.13% |
KNSL Kinsale Capital Group, Inc. | 0.13% | 0.17% | 0.20% | 0.18% | 0.18% | 0.31% | 0.50% | 0.53% | 0.29% | 0.00% | 0.00% | 0.00% |
MCY Mercury General Corporation | 1.72% | 3.41% | 5.57% | 4.78% | 4.83% | 5.16% | 4.84% | 4.67% | 4.12% | 5.31% | 4.35% | 4.94% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Property & Casauly Ins. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Property & Casauly Ins was 40.41%, occurring on Mar 23, 2020. Recovery took 223 trading sessions.
The current Property & Casauly Ins drawdown is 0.01%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.41% | Feb 18, 2020 | 25 | Mar 23, 2020 | 223 | Feb 9, 2021 | 248 |
| -18.77% | Apr 21, 2022 | 109 | Sep 26, 2022 | 92 | Feb 7, 2023 | 201 |
| -15.8% | Sep 24, 2018 | 64 | Dec 24, 2018 | 66 | Apr 1, 2019 | 130 |
| -13.85% | Feb 8, 2023 | 27 | Mar 17, 2023 | 147 | Oct 17, 2023 | 174 |
| -9.29% | Jan 29, 2018 | 9 | Feb 8, 2018 | 120 | Aug 1, 2018 | 129 |
Volatility
Volatility Chart
The current Property & Casauly Ins volatility is 6.74%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| KNSL | PGR | MCY | MKL | ALL | AFG | CNA | HIG | CINF | CB | WRB | TRV | L | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| KNSL | 1.00 | 0.34 | 0.33 | 0.43 | 0.37 | 0.43 | 0.40 | 0.38 | 0.42 | 0.40 | 0.47 | 0.40 | 0.41 |
| PGR | 0.34 | 1.00 | 0.43 | 0.47 | 0.63 | 0.45 | 0.46 | 0.47 | 0.49 | 0.49 | 0.51 | 0.54 | 0.48 |
| MCY | 0.33 | 0.43 | 1.00 | 0.44 | 0.52 | 0.53 | 0.52 | 0.48 | 0.54 | 0.47 | 0.50 | 0.51 | 0.53 |
| MKL | 0.43 | 0.47 | 0.44 | 1.00 | 0.50 | 0.62 | 0.60 | 0.60 | 0.62 | 0.62 | 0.64 | 0.59 | 0.63 |
| ALL | 0.37 | 0.63 | 0.52 | 0.50 | 1.00 | 0.57 | 0.59 | 0.61 | 0.61 | 0.58 | 0.60 | 0.63 | 0.62 |
| AFG | 0.43 | 0.45 | 0.53 | 0.62 | 0.57 | 1.00 | 0.67 | 0.70 | 0.67 | 0.67 | 0.68 | 0.67 | 0.72 |
| CNA | 0.40 | 0.46 | 0.52 | 0.60 | 0.59 | 0.67 | 1.00 | 0.69 | 0.68 | 0.69 | 0.66 | 0.67 | 0.78 |
| HIG | 0.38 | 0.47 | 0.48 | 0.60 | 0.61 | 0.70 | 0.69 | 1.00 | 0.69 | 0.72 | 0.68 | 0.71 | 0.74 |
| CINF | 0.42 | 0.49 | 0.54 | 0.62 | 0.61 | 0.67 | 0.68 | 0.69 | 1.00 | 0.69 | 0.70 | 0.70 | 0.72 |
| CB | 0.40 | 0.49 | 0.47 | 0.62 | 0.58 | 0.67 | 0.69 | 0.72 | 0.69 | 1.00 | 0.71 | 0.81 | 0.70 |
| WRB | 0.47 | 0.51 | 0.50 | 0.64 | 0.60 | 0.68 | 0.66 | 0.68 | 0.70 | 0.71 | 1.00 | 0.71 | 0.69 |
| TRV | 0.40 | 0.54 | 0.51 | 0.59 | 0.63 | 0.67 | 0.67 | 0.71 | 0.70 | 0.81 | 0.71 | 1.00 | 0.70 |
| L | 0.41 | 0.48 | 0.53 | 0.63 | 0.62 | 0.72 | 0.78 | 0.74 | 0.72 | 0.70 | 0.69 | 0.70 | 1.00 |