SNFCA Security Nat...

Fundamental Data

Get detailed Fundamental insights of Security National Financial and compare it to the S&P500.
YTD Return
SNFCA +0.23%
vs.
SPY +18.46%
1-Year Return
SNFCA +10.13%
vs.
SPY +27.00%
3-Year Return
SNFCA +4.68%
vs.
SPY +5.68%

Worst 10 Drawdowns of SNFCA

Started Recovered Drawdown Days
Apr 24, 2017 Jun 5, 2020 -46.83% 1139
Aug 7, 2015 Apr 20, 2017 -42.77% 623
Apr 11, 2022 Dec 19, 2023 -39.22% 618
Dec 22, 2023 Sep 17, 2024 -32.28% 271
Mar 22, 2021 Mar 17, 2022 -26.18% 361
Jun 9, 2020 Nov 12, 2020 -24.09% 157
Jan 20, 2015 May 11, 2015 -15.82% 112
Jan 13, 2021 Mar 5, 2021 -11.62% 52
Dec 21, 2020 Jan 5, 2021 -8.32% 16
Dec 11, 2020 Dec 17, 2020 -6.38% 7

SNFCA vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between January 5, 2015 - September 17, 2024

Annual Return (%)

SNFCA
S&P500
Metric SNFCA S&P500
Cumulative Return +145.43% +174.09%
Compound Annual Growth Rate (CAGR) +6.59% +7.44%
Sharpe 0.43 0.67
Sortino 0.66 0.94
Max Drawdown -46.83% -34.1%
Longest Drawdown Days 1139 745
Volatility (ann.) 43.34% 17.83%
Correlation 13.8% -
R^2 0.02 -
Calmar 0.14 0.22
Skew 0.89 -0.55
Kurtosis 14.27 12.49
Expected Daily +0.04% +0.04%
Expected Monthly +0.77% +0.87%
Expected Yearly +9.39% +10.61%
Kelly Criterion 6.61% 6.24%
Risk of Ruin 0% 0%
Daily Value-at-Risk -4.42% -1.80%
Expected Shortfall (cVaR) -4.42% -1.80%
Max Consecutive Wins 8 10
Max Consecutive Losses 7 8
Gain/Pain Ratio 0.09 0.14
Gain/Pain (1M) 0.54 0.78
Payoff Ratio 1.22 0.95
Profit Factor 1.09 1.14
Outlier Win Ratio 3.56 8.11
Outlier Loss Ratio 2.86 6.43
MTD -3.37% -0.11%
3M +18.48% +3.74%
6M +8.73% +10.44%
Best Day +18.83% +9.06%
Worst Day -17.08% -10.94%
Best Month +34.69% +12.70%
Worst Month -18.33% -13.00%
Best Year +53.69% +28.79%
Worst Year -16.73% -19.48%
Avg. Drawdown -10.64% -1.83%
Avg. Drawdown Days 124 22
Recovery Factor 3.84 3.41
Ulcer Index 0.24 0.08
Avg. Up Month +8.20% +3.49%
Avg. Down Month -6.89% -4.87%
Win Days 48.72% 54.39%
Win Month 54.70% 66.67%
Win Quarter 51.28% 76.92%
Win Year 80.00% 70.00%