Centene Corp (CNC)

59.58 -0.13 (-0.22%) USD  |  NYSE  |  Dec 20, 16:00
59.57 -0.01 (-0.02%) Pre-Market: 20:00
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Centene Max Drawdown (5Y): 40.90% 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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The Cigna Group 42.47%
Molina Healthcare Inc 34.45%
UnitedHealth Group Inc 35.92%
Elevance Health Inc 44.14%
CVS Health Corp 48.26%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -8.667
Beta (5Y) 0.4568
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 29.86%
Historical Sharpe Ratio (5Y) -0.0859
Historical Sortino (5Y) -0.1546
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.96%