Humana Inc (HUM)
304.93
+1.78
(+0.59%)
USD |
NYSE |
Apr 30, 13:26
Humana Max Drawdown (5Y): 43.60% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 43.60% |
February 29, 2024 | 43.60% |
January 31, 2024 | 43.60% |
December 31, 2023 | 43.60% |
November 30, 2023 | 43.60% |
October 31, 2023 | 43.60% |
September 30, 2023 | 43.60% |
August 31, 2023 | 43.60% |
July 31, 2023 | 43.60% |
June 30, 2023 | 43.60% |
May 31, 2023 | 43.60% |
April 30, 2023 | 43.60% |
March 31, 2023 | 43.60% |
February 28, 2023 | 43.60% |
January 31, 2023 | 43.60% |
December 31, 2022 | 43.60% |
November 30, 2022 | 43.60% |
October 31, 2022 | 43.60% |
September 30, 2022 | 43.60% |
August 31, 2022 | 43.60% |
July 31, 2022 | 43.60% |
June 30, 2022 | 43.60% |
May 31, 2022 | 43.60% |
April 30, 2022 | 43.60% |
March 31, 2022 | 43.60% |
Date | Value |
---|---|
February 28, 2022 | 43.60% |
January 31, 2022 | 43.60% |
December 31, 2021 | 43.60% |
November 30, 2021 | 43.60% |
October 31, 2021 | 43.60% |
September 30, 2021 | 43.60% |
August 31, 2021 | 43.60% |
July 31, 2021 | 43.60% |
June 30, 2021 | 43.60% |
May 31, 2021 | 43.60% |
April 30, 2021 | 43.60% |
March 31, 2021 | 43.60% |
February 28, 2021 | 43.60% |
January 31, 2021 | 43.60% |
December 31, 2020 | 43.60% |
November 30, 2020 | 43.60% |
October 31, 2020 | 43.60% |
September 30, 2020 | 43.60% |
August 31, 2020 | 43.60% |
July 31, 2020 | 43.60% |
June 30, 2020 | 43.60% |
May 31, 2020 | 43.60% |
April 30, 2020 | 43.60% |
March 31, 2020 | 43.60% |
February 29, 2020 | 33.95% |
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
33.95%
Minimum
Apr 2019
43.60%
Maximum
Mar 2020
41.83%
Average
43.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
CVS Health Corp | 48.63% |
Regional Health Properties Inc | 98.40% |
Amedisys Inc | 77.79% |
Addus HomeCare Corp | 53.38% |
Option Care Health Inc | 76.73% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.667 |
Beta (5Y) | 0.4495 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.20% |
Historical Sharpe Ratio (5Y) | 0.1305 |
Historical Sortino (5Y) | 0.2159 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.32% |