Centene Corp (CNC)
76.19
+0.35
(+0.46%)
USD |
NYSE |
Apr 24, 16:00
76.21
+0.02
(+0.03%)
Pre-Market: 20:00
Centene Max Drawdown (5Y): 41.82% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 41.82% |
February 29, 2024 | 41.82% |
January 31, 2024 | 41.82% |
December 31, 2023 | 41.82% |
November 30, 2023 | 41.82% |
October 31, 2023 | 41.82% |
September 30, 2023 | 41.82% |
August 31, 2023 | 41.82% |
July 31, 2023 | 41.82% |
June 30, 2023 | 41.82% |
May 31, 2023 | 41.82% |
April 30, 2023 | 41.82% |
March 31, 2023 | 41.82% |
February 28, 2023 | 41.82% |
January 31, 2023 | 41.82% |
December 31, 2022 | 41.82% |
November 30, 2022 | 41.82% |
October 31, 2022 | 41.82% |
September 30, 2022 | 41.82% |
August 31, 2022 | 41.82% |
July 31, 2022 | 41.82% |
June 30, 2022 | 41.82% |
May 31, 2022 | 41.82% |
April 30, 2022 | 41.82% |
March 31, 2022 | 41.82% |
Date | Value |
---|---|
February 28, 2022 | 41.82% |
January 31, 2022 | 41.82% |
December 31, 2021 | 41.82% |
November 30, 2021 | 41.82% |
October 31, 2021 | 41.82% |
September 30, 2021 | 41.82% |
August 31, 2021 | 41.82% |
July 31, 2021 | 41.82% |
June 30, 2021 | 41.82% |
May 31, 2021 | 41.82% |
April 30, 2021 | 41.82% |
March 31, 2021 | 41.82% |
February 28, 2021 | 41.82% |
January 31, 2021 | 41.82% |
December 31, 2020 | 41.82% |
November 30, 2020 | 41.82% |
October 31, 2020 | 41.82% |
September 30, 2020 | 41.82% |
August 31, 2020 | 41.82% |
July 31, 2020 | 41.82% |
June 30, 2020 | 41.82% |
May 31, 2020 | 41.82% |
April 30, 2020 | 41.82% |
March 31, 2020 | 41.82% |
February 29, 2020 | 41.82% |
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
37.80%
Minimum
Apr 2019
41.82%
Maximum
Oct 2019
41.49%
Average
41.82%
Median
Oct 2019
Max Drawdown (5Y) Benchmarks
The Cigna Group | 42.47% |
Molina Healthcare Inc | 30.79% |
UnitedHealth Group Inc | 35.92% |
Elevance Health Inc | 44.14% |
CVS Health Corp | 48.63% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.146 |
Beta (5Y) | 0.3819 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.43% |
Historical Sharpe Ratio (5Y) | 0.2015 |
Historical Sortino (5Y) | 0.3904 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.04% |