Cardinal Health Inc (CAH)
107.28
+1.28
(+1.21%)
USD |
NYSE |
Apr 19, 12:13
Cardinal Health Max Drawdown (5Y): 49.19% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 49.19% |
February 29, 2024 | 49.31% |
January 31, 2024 | 49.31% |
December 31, 2023 | 49.31% |
November 30, 2023 | 49.31% |
October 31, 2023 | 49.31% |
September 30, 2023 | 49.32% |
August 31, 2023 | 49.32% |
July 31, 2023 | 49.32% |
June 30, 2023 | 49.32% |
May 31, 2023 | 49.32% |
April 30, 2023 | 49.32% |
March 31, 2023 | 49.32% |
February 28, 2023 | 49.32% |
January 31, 2023 | 49.32% |
December 31, 2022 | 49.32% |
November 30, 2022 | 49.32% |
October 31, 2022 | 49.32% |
September 30, 2022 | 49.32% |
August 31, 2022 | 49.32% |
July 31, 2022 | 49.32% |
June 30, 2022 | 49.32% |
May 31, 2022 | 49.32% |
April 30, 2022 | 49.32% |
March 31, 2022 | 49.32% |
Date | Value |
---|---|
February 28, 2022 | 49.32% |
January 31, 2022 | 49.32% |
December 31, 2021 | 49.32% |
November 30, 2021 | 49.32% |
October 31, 2021 | 49.32% |
September 30, 2021 | 49.32% |
August 31, 2021 | 49.32% |
July 31, 2021 | 49.32% |
June 30, 2021 | 49.32% |
May 31, 2021 | 49.32% |
April 30, 2021 | 49.32% |
March 31, 2021 | 49.32% |
February 28, 2021 | 49.32% |
January 31, 2021 | 49.32% |
December 31, 2020 | 49.32% |
November 30, 2020 | 49.32% |
October 31, 2020 | 49.32% |
September 30, 2020 | 49.32% |
August 31, 2020 | 49.32% |
July 31, 2020 | 49.32% |
June 30, 2020 | 49.32% |
May 31, 2020 | 49.32% |
April 30, 2020 | 49.32% |
March 31, 2020 | 49.32% |
February 29, 2020 | 49.32% |
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
49.19%
Minimum
Mar 2024
49.32%
Maximum
Apr 2019
49.32%
Average
49.32%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
McKesson Corp | 49.40% |
Cencora Inc | 30.25% |
Boston Scientific Corp | 43.49% |
DaVita Inc | 51.10% |
Elevance Health Inc | 44.14% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 11.40 |
Beta (5Y) | 0.6819 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.75% |
Historical Sharpe Ratio (5Y) | 0.706 |
Historical Sortino (5Y) | 1.263 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.51% |