Cencora Inc (COR)

227.54 -0.10 (-0.04%) USD  |  NYSE  |  Dec 24, 16:00
226.45 -1.09 (-0.48%) Pre-Market: 08:02
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Cencora Max Drawdown (5Y): 30.40% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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270.00
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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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McKesson Corp 50.14%
Cardinal Health Inc 49.10%
Weed Inc 99.52%
Pineapple Inc 100.0%
Zomedica Corp 97.75%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 16.53
Beta (5Y) 0.4553
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 20.48%
Historical Sharpe Ratio (5Y) 1.104
Historical Sortino (5Y) 2.191
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.17%