Centene Corp (CNC)
60.35
+1.25
(+2.12%)
USD |
NYSE |
Nov 21, 16:00
60.31
-0.04
(-0.07%)
After-Hours: 20:00
Centene Max Drawdown (5Y): 38.47% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 38.47% |
| September 30, 2024 | 41.78% |
| August 31, 2024 | 41.82% |
| July 31, 2024 | 41.82% |
| June 30, 2024 | 41.82% |
| May 31, 2024 | 41.82% |
| April 30, 2024 | 41.82% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
38.47%
Minimum
Oct 2024
41.82%
Maximum
Nov 2019
41.76%
Average
41.82%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| UnitedHealth Group Inc | 35.92% |
| Elevance Health Inc | 44.14% |
| The Cigna Group | 42.47% |
| Molina Healthcare Inc | 34.45% |
| CVS Health Corp | 48.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.470 |
| Beta (5Y) | 0.4918 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.50% |
| Historical Sharpe Ratio (5Y) | 0.0298 |
| Historical Sortino (5Y) | 0.0541 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.51% |