The Cigna Group (CI)
352.63
+0.35
(+0.10%)
USD |
NYSE |
Apr 25, 10:22
Cigna Group Max Drawdown (5Y): 42.47% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 42.47% |
February 29, 2024 | 42.47% |
January 31, 2024 | 42.47% |
December 31, 2023 | 42.47% |
November 30, 2023 | 42.47% |
October 31, 2023 | 42.47% |
September 30, 2023 | 42.47% |
August 31, 2023 | 42.47% |
July 31, 2023 | 42.47% |
June 30, 2023 | 42.47% |
May 31, 2023 | 42.47% |
April 30, 2023 | 42.47% |
March 31, 2023 | 42.47% |
February 28, 2023 | 42.47% |
January 31, 2023 | 42.47% |
December 31, 2022 | 42.47% |
November 30, 2022 | 42.47% |
October 31, 2022 | 42.47% |
September 30, 2022 | 42.47% |
August 31, 2022 | 42.47% |
July 31, 2022 | 42.47% |
June 30, 2022 | 42.47% |
May 31, 2022 | 42.47% |
April 30, 2022 | 42.47% |
March 31, 2022 | 42.47% |
Date | Value |
---|---|
February 28, 2022 | 42.47% |
January 31, 2022 | 42.47% |
December 31, 2021 | 42.47% |
November 30, 2021 | 42.47% |
October 31, 2021 | 42.47% |
September 30, 2021 | 42.47% |
August 31, 2021 | 42.47% |
July 31, 2021 | 42.47% |
June 30, 2021 | 42.47% |
May 31, 2021 | 42.47% |
April 30, 2021 | 42.47% |
March 31, 2021 | 42.47% |
February 28, 2021 | 42.47% |
January 31, 2021 | 42.47% |
December 31, 2020 | 42.47% |
November 30, 2020 | 42.47% |
October 31, 2020 | 42.47% |
September 30, 2020 | 42.47% |
August 31, 2020 | 42.47% |
July 31, 2020 | 42.47% |
June 30, 2020 | 42.47% |
May 31, 2020 | 42.47% |
April 30, 2020 | 42.47% |
March 31, 2020 | 42.47% |
February 29, 2020 | 35.66% |
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
35.66%
Minimum
Apr 2019
42.47%
Maximum
Mar 2020
41.22%
Average
42.47%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Centene Corp | 41.82% |
UnitedHealth Group Inc | 35.92% |
Elevance Health Inc | 44.14% |
Molina Healthcare Inc | 30.79% |
Alignment Healthcare Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 9.696 |
Beta (5Y) | 0.5628 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.22% |
Historical Sharpe Ratio (5Y) | 0.5833 |
Historical Sortino (5Y) | 0.9917 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.91% |