Insurance—Life Stock List
Year-to-Date Return
< 0.0%
—
> 10.0%
10-Year Annualized Return
< 0.0%
—
> 10.0%
Sharpe Ratio
< 0.0
—
> 0.1
Omega ratio
< 0.0
—
> 0.1
Sortino ratio
< 0.0
—
> 0.1
Calmar ratio
< 0.0
—
> 0.1
Ulcer Index
< 0.0%
—
> 10.0%
10Y Volatility
< 0.0%
—
> 10.0%
Maximum Drawdown
< 0.0%
—
> 10.0%
Dividend Yield
< 0.0%
—
> 10.0%
| Symbol | Full name | YTD Ret. | 10Y Ann. Ret. | Div. Yield | 10Y Volatility | Max. Drawdown | Sharpe Ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 0966.HK | China Taiping Insurance Holdings Co Ltd | -16.3% | -1.7% | 3.3% | 41.3% | -82.8% | 0.3 | 0.6 | 1.1 | 0.3 | 21.7% |
| 1299.HK | AIA Group Ltd | -24.7% | 7.4% | 2.4% | 27.8% | -45.0% | -0.2 | -0.3 | 1.0 | -0.3 | 12.5% |
| 1336.HK | New China Life Insurance | 6.6% | 1.8% | 6.1% | 36.6% | -71.9% | 0.7 | 1.3 | 1.1 | 1.2 | 12.5% |
| 2318.HK | Ping An Insurance | -8.2% | 7.8% | 6.0% | 31.6% | -79.2% | 0.1 | 0.5 | 1.1 | 0.2 | 16.7% |
| 2378.HK | Prudential PLC | -21.6% | -3.5% | 1.8% | 32.3% | -65.0% | 0.1 | 0.3 | 1.0 | 0.1 | 17.1% |
| 2601.HK | China Pacific Insurance | 18.0% | 0.2% | 5.8% | 34.5% | -67.0% | 0.7 | 1.4 | 1.1 | 1.0 | 13.5% |
| 2628.HK | China Life Insurance Co Ltd | -5.5% | -2.3% | 4.4% | 31.1% | -76.9% | 0.4 | 0.8 | 1.1 | 0.6 | 13.0% |
| AAGIY | AIA Group Ltd ADR | -25.4% | 7.0% | 2.4% | 27.6% | -45.1% | -0.1 | -0.1 | 1.0 | -0.1 | 14.0% |
| AAME | Atlantic American Corporation | -19.2% | -7.2% | 1.1% | 73.7% | -97.1% | -0.8 | -1.1 | 0.9 | -0.8 | 25.9% |
| AEL | American Equity Investment Life Holding Company | 17.8% | 10.8% | 0.7% | 45.9% | -78.1% | 1.2 | 1.6 | 1.3 | 1.7 | 12.2% |
| AFL | Aflac Incorporated | 9.0% | 12.2% | 2.2% | 25.1% | -82.7% | 1.8 | 2.4 | 1.3 | 2.3 | 6.3% |
| BHF | Brighthouse Financial, Inc. | -6.2% | -5.9% | 0.0% | 50.1% | -76.9% | 0.2 | 0.3 | 1.0 | 0.2 | 18.3% |
| CIA | Citizens, Inc. | 42.7% | -9.6% | 0.0% | 48.4% | -95.5% | -0.1 | 0.3 | 1.0 | -0.2 | 28.2% |
| CNO | CNO Financial Group, Inc. | 6.9% | 7.4% | 2.4% | 34.4% | -99.0% | 1.2 | 1.8 | 1.2 | 1.7 | 9.2% |
| CSN.L | Chesnara | 3.8% | 6.4% | 0.1% | 31.4% | -44.2% | 0.2 | 0.2 | 1.0 | 0.4 | 5.3% |
| ELF.TO | E-L Financial Corporation Limited | 1.6% | 9.7% | 1.4% | 21.2% | -62.3% | 0.4 | 0.7 | 1.1 | 0.6 | 4.7% |
| ELLA.L | Ecclesiastical Insurance Office plc | -1.2% | 7.1% | 0.1% | 11.7% | -30.5% | 0.2 | 0.4 | 1.1 | 0.2 | 7.4% |
| FG | F&G Annuities & Life Inc. | 46.9% | N/A | 2.1% | 77.7% | -41.3% | N/A | N/A | N/A | N/A | N/A |
| GL | Globe Life Inc. | -8.7% | 9.4% | 0.8% | 24.5% | -75.3% | 0.5 | 0.8 | 1.1 | 0.7 | 8.5% |
| GNW | Genworth Financial, Inc. | 10.6% | -7.6% | 0.0% | 55.5% | -97.6% | 1.8 | 2.0 | 1.3 | 2.6 | 10.8% |