Property & Casauly Ins

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Property & Casauly Ins

Currency in USD · Last updated May 8, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AFG American Financial Group, Inc.	Financial Services	7.69%
ALL The Allstate Corporation	Financial Services	7.69%
CB Chubb Limited	Financial Services	7.69%
CINF Cincinnati Financial Corporation	Financial Services	7.69%
CNA CNA Financial Corporation	Financial Services	7.69%
HIG The Hartford Financial Services Group, Inc.	Financial Services	7.69%
KNSL Kinsale Capital Group, Inc.	Financial Services	7.69%
L Loews Corporation	Financial Services	7.69%
MCY Mercury General Corporation	Financial Services	7.69%
MKL Markel Corporation	Financial Services	7.69%
PGR The Progressive Corporation	Financial Services	7.69%
TRV The Travelers Companies, Inc.	Financial Services	7.69%
WRB W. R. Berkley Corporation	Financial Services	7.69%

Benchmark

Rebalance

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 Every 3 months.

Property & Casauly Ins

Benchmark (^GSPC)

Portfolio components

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

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-4.26%	11.24%	-5.02%	8.55%	14.02%	10.31%
Property & Casauly Ins	6.04%	11.03%	4.63%	20.94%	25.66%	N/A
Portfolio components:
PGR The Progressive Corporation	21.94%	12.19%	12.92%	35.73%	33.81%	29.77%
CB Chubb Limited	5.45%	5.87%	4.39%	16.79%	25.52%	12.52%
TRV The Travelers Companies, Inc.	12.07%	14.98%	6.75%	26.11%	25.34%	12.52%
ALL The Allstate Corporation	6.38%	13.04%	9.12%	23.77%	18.15%	14.26%
HIG The Hartford Financial Services Group, Inc.	17.32%	16.34%	10.42%	30.87%	31.71%	14.32%
WRB W. R. Berkley Corporation	25.04%	13.69%	21.77%	42.99%	28.70%	19.85%
CINF Cincinnati Financial Corporation	1.65%	14.69%	-1.85%	26.99%	24.45%	14.16%
MKL Markel Corporation	8.76%	11.85%	14.22%	16.24%	16.71%	9.20%
L Loews Corporation	3.78%	8.58%	6.28%	13.23%	23.78%	8.36%
CNA CNA Financial Corporation	0.80%	7.10%	0.12%	13.52%	14.82%	7.50%
AFG American Financial Group, Inc.	-8.36%	5.01%	-3.50%	1.11%	25.64%	14.62%
KNSL Kinsale Capital Group, Inc.	-1.04%	4.46%	1.95%	16.26%	28.03%	N/A
MCY Mercury General Corporation	-13.79%	16.19%	-21.07%	4.83%	14.24%	4.71%

*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.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	-1.43%	4.27%	4.56%	-3.37%	2.11%								6.04%
2024	8.93%	7.42%	5.73%	-6.54%	4.53%	-2.86%	8.25%	6.32%	-1.39%	-1.02%	11.95%	-7.82%	36.10%
2023	3.52%	0.04%	-7.01%	1.01%	-5.59%	5.74%	2.97%	-1.06%	1.11%	2.65%	7.01%	0.47%	10.38%
2022	1.27%	2.09%	8.34%	-5.09%	3.76%	-4.83%	-4.34%	-2.23%	-4.19%	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%	15.72%

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 81, Property & Casauly Ins is among the top 19% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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 ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
PGR The Progressive Corporation	1.46	2.14	1.30	3.26	8.12
CB Chubb Limited	0.80	1.28	1.17	1.28	3.14
TRV The Travelers Companies, Inc.	1.02	1.55	1.22	2.24	5.38
ALL The Allstate Corporation	0.93	1.33	1.18	1.69	4.43
HIG The Hartford Financial Services Group, Inc.	1.32	1.88	1.28	2.39	5.98
WRB W. R. Berkley Corporation	1.81	2.32	1.33	3.61	9.50
CINF Cincinnati Financial Corporation	1.08	1.53	1.22	1.36	3.46
MKL Markel Corporation	0.69	1.36	1.18	1.01	2.75
L Loews Corporation	0.62	1.05	1.15	1.26	4.26
CNA CNA Financial Corporation	0.63	0.92	1.12	1.12	2.73
AFG American Financial Group, Inc.	0.05	0.31	1.04	0.13	0.30
KNSL Kinsale Capital Group, Inc.	0.42	0.96	1.15	0.63	2.19
MCY Mercury General Corporation	0.12	0.48	1.07	0.16	0.34

The current Property & Casauly Ins Sharpe ratio is 1.09. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.43 to 0.95, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Property & Casauly Ins with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Property & Casauly Ins

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

Property & Casauly Ins provided a 1.99% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.99%	1.90%	2.22%	2.51%	3.76%	2.22%	2.66%	2.71%	2.29%	2.29%	2.49%	2.54%
Portfolio components:
PGR The Progressive Corporation	1.71%	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	1.25%	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.	1.56%	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	1.84%	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.	1.55%	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	2.27%	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	3.69%	3.64%	3.97%	3.78%	3.45%	3.80%	7.59%	7.47%	5.84%	7.23%	8.53%	5.17%
AFG American Financial Group, Inc.	7.47%	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	2.23%	1.91%	3.40%	5.57%	4.77%	4.83%	5.16%	4.84%	4.66%	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.

Property & Casauly Ins

Benchmark (^GSPC)

Portfolio components

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 2.49%.

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
-13.94%	Nov 29, 2024	28	Jan 10, 2025	—	—	—
-13.85%	Feb 8, 2023	27	Mar 17, 2023	147	Oct 17, 2023	174

Volatility

Volatility Chart

The current Property & Casauly Ins volatility is 8.15%, 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.

Property & Casauly Ins

Benchmark (^GSPC)

Portfolio components

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.

	^GSPC	KNSL	MCY	PGR	MKL	ALL	AFG	CNA	CB	WRB	HIG	CINF	TRV	L	Portfolio
^GSPC	1.00	0.40	0.38	0.39	0.50	0.44	0.49	0.46	0.44	0.43	0.48	0.51	0.44	0.57	0.55
KNSL	0.40	1.00	0.34	0.34	0.43	0.37	0.43	0.40	0.40	0.48	0.39	0.42	0.40	0.41	0.59
MCY	0.38	0.34	1.00	0.43	0.44	0.52	0.53	0.52	0.47	0.49	0.49	0.54	0.51	0.53	0.67
PGR	0.39	0.34	0.43	1.00	0.46	0.63	0.46	0.47	0.50	0.52	0.48	0.50	0.54	0.48	0.64
MKL	0.50	0.43	0.44	0.46	1.00	0.51	0.62	0.60	0.61	0.64	0.61	0.62	0.59	0.64	0.75
ALL	0.44	0.37	0.52	0.63	0.51	1.00	0.57	0.59	0.58	0.61	0.62	0.62	0.64	0.62	0.75
AFG	0.49	0.43	0.53	0.46	0.62	0.57	1.00	0.67	0.67	0.68	0.70	0.67	0.67	0.71	0.81
CNA	0.46	0.40	0.52	0.47	0.60	0.59	0.67	1.00	0.69	0.66	0.70	0.68	0.67	0.78	0.81
CB	0.44	0.40	0.47	0.50	0.61	0.58	0.67	0.69	1.00	0.71	0.72	0.69	0.81	0.70	0.82
WRB	0.43	0.48	0.49	0.52	0.64	0.61	0.68	0.66	0.71	1.00	0.69	0.69	0.71	0.69	0.83
HIG	0.48	0.39	0.49	0.48	0.61	0.62	0.70	0.70	0.72	0.69	1.00	0.70	0.72	0.75	0.82
CINF	0.51	0.42	0.54	0.50	0.62	0.62	0.67	0.68	0.69	0.69	0.70	1.00	0.70	0.72	0.82
TRV	0.44	0.40	0.51	0.54	0.59	0.64	0.67	0.67	0.81	0.71	0.72	0.70	1.00	0.70	0.83
L	0.57	0.41	0.53	0.48	0.64	0.62	0.71	0.78	0.70	0.69	0.75	0.72	0.70	1.00	0.84
Portfolio	0.55	0.59	0.67	0.64	0.75	0.75	0.81	0.81	0.82	0.83	0.82	0.82	0.83	0.84	1.00

The correlation results are calculated based on daily price changes starting from Jul 29, 2016

Performance Analysis

Risk Analysis

Optimization

Factor Model

Property & Casauly Ins

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

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