The Cigna Group (CI)

276.92 +2.12 (+0.77%) USD  |  NYSE  |  Dec 20, 16:00
276.88 -0.04 (-0.01%) Pre-Market: 20:00
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Cigna Group Max Drawdown (5Y): 42.47% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Centene Corp 40.90%
UnitedHealth Group Inc 35.92%
Elevance Health Inc 44.14%
Molina Healthcare Inc 34.45%
Oscar Health Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 3.371
Beta (5Y) 0.5037
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 27.70%
Historical Sharpe Ratio (5Y) 0.3645
Historical Sortino (5Y) 0.6043
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.85%