Globe Life Inc
Provider: Exchange
| Annualised Return | 9.69% |
| Realised Volatility | 27.12% |
| Downside Volatility | 24.45% |
| Max Drawdown | -70.13% |
| Winning months | 61.19% |
| Sharpe Ratio | 0.36 |
| Sortino Ratio | 0.4 |
| Calmar Ratio | 0.14 |
| Viking Ratio | 0.18 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 9.71% | 4.37% | 3.37% | 18.37% | |||||||||
| 2024 | 1.09% | 3.35% | -8.32% | -34.4% | 8.65% | -0.58% | 13.04% | 13.27% | 0.82% | -0.06% | 5.34% | 0.25% | -7.53% |
| 2023 | 0.42% | 0.7% | -9.4% | -1.36% | -4.92% | 6.24% | 2.54% | -0.53% | -2.55% | 7.24% | 5.82% | -1.15% | 1.77% |
| 2022 | 9.38% | -1.31% | -0.36% | -2.3% | -0.52% | -0.1% | 3.57% | -3.51% | 2.58% | 16.09% | 3.84% | 0.49% | 29.68% |
| 2021 | -4.63% | 3.33% | 3.46% | 6.28% | 2.86% | -9.65% | -2.04% | 3.18% | -7.33% | 0.21% | -2.79% | 8.3% | -0.49% |
| 2020 | -0.78% | -11.13% | -22.33% | 14.73% | -6.46% | -3.62% | 7.51% | 3.62% | -3.13% | 1.73% | 14.81% | 2% | -8.93% |
| 2019 | 12.62% | -1.43% | -0.74% | 7.19% | -2.45% | 4.62% | 2.27% | -2.26% | 7.28% | 1.83% | 5.58% | 2.42% | 42.34% |
| 2018 | 0.32% | -6.03% | -1.41% | 3.25% | -2.2% | -4.03% | 8.39% | -0.17% | -1.4% | -2.16% | 2.07% | -13.75% | -17.23% |
| 2017 | -0.11% | 5.43% | -0.44% | -0.43% | -1.58% | 1.52% | 3.23% | -2.53% | 4.05% | 5.24% | 5.61% | 2.09% | 23.93% |
| 2016 | -4.71% | -5.74% | 6.01% | 6.89% | 6.46% | 0.55% | 0.08% | 4.54% | -1.22% | -0.53% | 10.53% | 5.24% | 30.27% |
| 2015 | -7.57% | 6.35% | 3.39% | 2.17% | 1.71% | 2.25% | 5.82% | -5.11% | -3.3% | 2.86% | 4.5% | -5.71% | 6.28% |
| 2014 | -3.84% | 3.14% | 1.54% | 1.52% | 1.7% | 1.22% | -3.43% | 3.43% | -4% | 1.37% | 1.49% | 1.01% | 4.88% |
| 2013 | 8.13% | 0.86% | 6.42% | 4.09% | 3.93% | 0.98% | 9.4% | -3.08% | 5.02% | 0.94% | 4.31% | 3.05% | 53.21% |
| 2012 | 5.54% | 6.07% | 2.91% | -1.99% | -4.21% | 8.34% | -1.29% | 2.87% | 0.33% | -1.19% | 2.77% | -0.62% | 20.48% |
| 2011 | 4.56% | 4.74% | 2.13% | 0.66% | -0.76% | -3.26% | -5.54% | -5.4% | -8.77% | 17.82% | 4.06% | 1.88% | 10.07% |
| 2010 | 2.51% | 3.56% | 15.4% | 0.06% | -3.75% | -3.64% | 7.19% | -7.01% | 8% | 7.79% | 0.33% | 3.95% | 37.59% |
| 2009 | -32.89% | -31.33% | 27.33% | 12.42% | 36.92% | -7.77% | 5.85% | 9.09% | 2.25% | -6.52% | 7.09% | 1.08% | -0.46% |
| 2008 | 0.96% | -1.18% | -0.25% | 7.94% | -2.05% | -7.51% | -0.79% | 2.91% | 0.1% | -29.99% | -13.45% | 24.07% | -25.23% |
| 2007 | 0.76% | -1.65% | 2.61% | 4.34% | 2.65% | -4.44% | -7.97% | 0.03% | 1.23% | 4.77% | -5.34% | -1.86% | -5.59% |