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Property & Casauly Ins
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500

Performance

Performance Chart


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The earliest data available for this chart is Jul 28, 2016, corresponding to the inception date of KNSL

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-1.34%5.80%-2.79%9.39%14.45%10.68%
Property & Casauly Ins6.03%2.35%-0.55%21.12%24.80%N/A
PGR
The Progressive Corporation
18.08%4.57%6.34%38.87%32.63%29.30%
CB
Chubb Limited
3.87%1.45%0.96%9.48%21.63%12.53%
TRV
The Travelers Companies, Inc.
12.98%4.09%4.12%29.30%24.73%12.82%
ALL
The Allstate Corporation
5.95%4.30%0.67%25.77%19.42%14.16%
HIG
The Hartford Financial Services Group, Inc.
18.36%8.12%7.72%29.50%31.34%14.53%
WRB
W. R. Berkley Corporation
25.04%1.85%18.64%41.66%26.34%20.05%
CINF
Cincinnati Financial Corporation
2.09%7.73%-5.71%27.02%23.75%14.39%
MKL
Markel Corporation
7.78%2.88%6.31%14.96%16.45%9.25%
L
Loews Corporation
3.84%1.90%2.25%17.93%22.99%8.71%
CNA
CNA Financial Corporation
-0.99%-1.18%-3.44%10.70%14.65%7.98%
AFG
American Financial Group, Inc.
-8.70%-5.88%-14.65%0.86%27.83%14.70%
KNSL
Kinsale Capital Group, Inc.
-0.29%-7.64%-6.97%18.44%25.54%N/A
MCY
Mercury General Corporation
-9.57%9.53%-21.86%6.96%13.19%5.26%
*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-1.43%4.27%4.56%-3.37%2.10%6.03%
20248.93%7.42%5.73%-6.54%4.53%-2.86%8.25%6.32%-1.39%-1.02%11.95%-7.82%36.10%
20233.52%0.04%-7.01%1.01%-5.59%5.74%2.97%-1.06%1.11%2.65%7.01%0.47%10.38%
20221.27%2.37%8.33%-5.09%3.76%-4.83%-4.34%-2.23%-4.19%13.92%4.95%-2.93%9.46%
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%
20202.38%-7.98%-17.67%0.55%3.12%3.51%7.73%1.90%-4.46%1.02%12.68%6.52%5.87%
20194.68%5.04%0.42%6.97%1.61%5.29%0.94%-0.33%4.25%-5.43%1.61%0.59%28.11%
20181.93%-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%2.58%0.32%0.26%6.97%6.32%15.72%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Property & Casauly Ins has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 76, Property & Casauly Ins is among the top 24% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Property & Casauly Ins is 7676
Overall Rank
The Sharpe Ratio Rank of Property & Casauly Ins is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of Property & Casauly Ins is 7171
Sortino Ratio Rank
The Omega Ratio Rank of Property & Casauly Ins is 7474
Omega Ratio Rank
The Calmar Ratio Rank of Property & Casauly Ins is 8484
Calmar Ratio Rank
The Martin Ratio Rank of Property & Casauly Ins is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
PGR
The Progressive Corporation
1.611.931.272.867.28
CB
Chubb Limited
0.500.751.100.651.62
TRV
The Travelers Companies, Inc.
1.171.541.222.215.46
ALL
The Allstate Corporation
1.031.311.181.654.57
HIG
The Hartford Financial Services Group, Inc.
1.301.671.252.075.19
WRB
W. R. Berkley Corporation
1.782.261.323.519.23
CINF
Cincinnati Financial Corporation
1.101.471.201.303.27
MKL
Markel Corporation
0.641.041.140.742.02
L
Loews Corporation
0.891.071.151.294.41
CNA
CNA Financial Corporation
0.500.661.090.741.75
AFG
American Financial Group, Inc.
0.050.061.01-0.09-0.21
KNSL
Kinsale Capital Group, Inc.
0.500.961.150.632.11
MCY
Mercury General Corporation
0.200.381.060.080.16

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Property & Casauly Ins Sharpe ratios as of May 25, 2025 (values are recalculated daily):

  • 1-Year: 1.06
  • 5-Year: 1.22
  • All Time: 0.80

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.49 to 1.03, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Property & Casauly Ins compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Property & Casauly Ins provided a 2.00% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio2.00%1.90%2.22%2.80%3.76%2.22%2.66%2.71%2.29%2.29%2.49%2.54%
PGR
The Progressive Corporation
1.77%0.48%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%5.53%
CB
Chubb Limited
1.27%1.30%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%2.28%2.79%
TRV
The Travelers Companies, Inc.
1.55%1.72%2.06%1.96%2.23%2.40%2.36%2.53%2.09%2.14%2.11%2.03%
ALL
The Allstate Corporation
1.85%1.91%2.54%2.51%2.75%1.96%1.78%2.23%1.41%1.78%1.93%1.59%
HIG
The Hartford Financial Services Group, Inc.
1.54%1.76%2.17%2.08%2.08%2.65%1.97%2.47%1.67%1.80%1.79%1.58%
WRB
W. R. Berkley Corporation
1.92%2.39%2.73%1.22%2.44%0.71%2.43%2.83%2.16%2.27%0.86%2.79%
CINF
Cincinnati Financial Corporation
2.26%2.25%2.90%2.70%2.21%2.75%2.13%2.74%3.33%2.53%3.89%3.40%
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
0.28%0.30%0.36%0.43%0.43%0.56%0.48%0.55%0.50%0.53%0.65%0.59%
CNA
CNA Financial Corporation
3.83%3.64%3.97%7.57%3.45%3.80%7.59%7.47%5.84%7.23%8.53%5.17%
AFG
American Financial Group, Inc.
7.50%6.89%6.81%10.42%20.43%4.39%4.51%4.92%4.41%2.44%2.82%3.15%
KNSL
Kinsale Capital Group, Inc.
0.13%0.13%0.17%0.20%0.18%0.18%0.31%0.50%0.53%0.29%0.00%0.00%
MCY
Mercury General Corporation
2.13%1.91%3.41%5.57%4.78%4.83%5.16%4.84%4.67%4.12%5.31%4.35%

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.


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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 2.62%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.41%Feb 18, 202025Mar 23, 2020223Feb 9, 2021248
-18.77%Apr 21, 2022109Sep 26, 202292Feb 7, 2023201
-15.8%Sep 24, 201864Dec 24, 201866Apr 1, 2019130
-13.94%Nov 29, 202428Jan 10, 202588May 19, 2025116
-13.85%Feb 8, 202327Mar 17, 2023147Oct 17, 2023174
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 13 assets, with an effective number of assets of 13.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

^GSPCKNSLMCYPGRMKLALLAFGCNACBWRBHIGCINFTRVLPortfolio
^GSPC1.000.400.380.390.500.440.500.460.430.430.480.510.440.570.55
KNSL0.401.000.340.340.430.380.430.410.400.480.390.430.400.410.59
MCY0.380.341.000.430.440.520.530.520.470.490.480.540.500.520.67
PGR0.390.340.431.000.460.630.460.470.500.530.480.490.540.480.64
MKL0.500.430.440.461.000.510.620.600.620.640.610.620.590.640.75
ALL0.440.380.520.630.511.000.570.600.580.610.620.620.640.630.75
AFG0.500.430.530.460.620.571.000.680.670.680.700.670.670.710.81
CNA0.460.410.520.470.600.600.681.000.690.660.700.680.670.780.81
CB0.430.400.470.500.620.580.670.691.000.710.720.690.810.700.82
WRB0.430.480.490.530.640.610.680.660.711.000.690.690.710.690.83
HIG0.480.390.480.480.610.620.700.700.720.691.000.700.720.750.82
CINF0.510.430.540.490.620.620.670.680.690.690.701.000.700.720.82
TRV0.440.400.500.540.590.640.670.670.810.710.720.701.000.700.83
L0.570.410.520.480.640.630.710.780.700.690.750.720.701.000.84
Portfolio0.550.590.670.640.750.750.810.810.820.830.820.820.830.841.00
The correlation results are calculated based on daily price changes starting from Jul 29, 2016
Go to the full Correlations tool for more customization options