CVS Health Corp (CVS)
56.30
-11.40
(-16.84%)
USD |
NYSE |
May 01, 16:00
56.57
+0.26
(+0.47%)
After-Hours: 20:00
CVS Health Max Drawdown (5Y): 48.26% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 48.26% |
March 31, 2024 | 48.63% |
February 29, 2024 | 49.44% |
January 31, 2024 | 49.69% |
December 31, 2023 | 50.09% |
November 30, 2023 | 50.09% |
October 31, 2023 | 50.09% |
September 30, 2023 | 50.09% |
August 31, 2023 | 50.09% |
July 31, 2023 | 50.09% |
June 30, 2023 | 50.09% |
May 31, 2023 | 50.09% |
April 30, 2023 | 50.09% |
March 31, 2023 | 50.09% |
February 28, 2023 | 50.09% |
January 31, 2023 | 50.09% |
December 31, 2022 | 50.09% |
November 30, 2022 | 50.09% |
October 31, 2022 | 50.09% |
September 30, 2022 | 50.09% |
August 31, 2022 | 50.09% |
July 31, 2022 | 50.09% |
June 30, 2022 | 50.09% |
May 31, 2022 | 50.09% |
April 30, 2022 | 50.09% |
Date | Value |
---|---|
March 31, 2022 | 50.09% |
February 28, 2022 | 50.09% |
January 31, 2022 | 50.09% |
December 31, 2021 | 50.09% |
November 30, 2021 | 50.09% |
October 31, 2021 | 50.09% |
September 30, 2021 | 50.09% |
August 31, 2021 | 50.09% |
July 31, 2021 | 50.09% |
June 30, 2021 | 50.09% |
May 31, 2021 | 50.09% |
April 30, 2021 | 50.09% |
March 31, 2021 | 50.09% |
February 28, 2021 | 50.09% |
January 31, 2021 | 50.09% |
December 31, 2020 | 50.09% |
November 30, 2020 | 50.09% |
October 31, 2020 | 50.09% |
September 30, 2020 | 50.09% |
August 31, 2020 | 50.09% |
July 31, 2020 | 50.09% |
June 30, 2020 | 50.09% |
May 31, 2020 | 50.09% |
April 30, 2020 | 50.09% |
March 31, 2020 | 50.09% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
48.26%
Minimum
Apr 2024
50.09%
Maximum
May 2019
50.01%
Average
50.09%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Humana Inc | 45.72% |
IQVIA Holdings Inc | 49.43% |
Walgreens Boots Alliance Inc | 70.08% |
SCWorx Corp | 99.34% |
AirSculpt Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.7431 |
Beta (5Y) | 0.5618 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.74% |
Historical Sharpe Ratio (5Y) | 0.2143 |
Historical Sortino (5Y) | 0.3503 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.05% |