CVS Health Corp. (CVS)
86.46
+1.26
(+1.48%)
USD |
NYSE |
Oct 02, 16:00
86.61
+0.15
(+0.17%)
Pre-Market: 20:00
CVS Health Max Drawdown (5Y) : 56.78% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 56.78% |
| August 31, 2026 | 56.78% |
| July 31, 2026 | 56.78% |
| June 30, 2026 | 56.78% |
| May 31, 2026 | 56.78% |
| April 30, 2026 | 56.78% |
| March 31, 2026 | 56.78% |
| February 28, 2026 | 56.78% |
| January 31, 2026 | 56.78% |
| December 31, 2025 | 56.78% |
| November 30, 2025 | 56.78% |
| October 31, 2025 | 56.78% |
| September 30, 2025 | 56.78% |
| August 31, 2025 | 56.78% |
| July 31, 2025 | 56.78% |
| June 30, 2025 | 56.78% |
| May 31, 2025 | 56.78% |
| April 30, 2025 | 56.78% |
| March 31, 2025 | 56.78% |
| February 28, 2025 | 56.78% |
| January 31, 2025 | 56.78% |
| December 31, 2024 | 56.78% |
| November 30, 2024 | 48.26% |
| October 31, 2024 | 48.26% |
| September 30, 2024 | 48.26% |
| Date | Value |
|---|---|
| August 31, 2024 | 48.26% |
| July 31, 2024 | 48.26% |
| June 30, 2024 | 48.26% |
| May 31, 2024 | 48.63% |
| April 30, 2024 | 49.44% |
| March 31, 2024 | 50.09% |
| February 29, 2024 | 50.09% |
| January 31, 2024 | 50.09% |
| December 31, 2023 | 50.09% |
| November 30, 2023 | 50.09% |
| October 31, 2023 | 50.09% |
| September 30, 2023 | 50.09% |
| August 31, 2023 | 50.09% |
| July 31, 2023 | 50.09% |
| June 30, 2023 | 50.09% |
| May 31, 2023 | 50.09% |
| April 30, 2023 | 50.09% |
| March 31, 2023 | 50.09% |
| February 28, 2023 | 50.09% |
| January 31, 2023 | 50.09% |
| December 31, 2022 | 50.09% |
| November 30, 2022 | 50.09% |
| October 31, 2022 | 50.09% |
| September 30, 2022 | 50.09% |
| August 31, 2022 | 50.09% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| The Cigna Group | 32.11% |
| Centene Corp. | 74.07% |
| Humana, Inc. | 69.92% |
| UnitedHealth Group, Inc. | 61.39% |
| Elevance Health, Inc. | 50.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.258 |
| Beta (5Y) | 0.6029 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.58% |
| Historical Sharpe Ratio (5Y) | -0.0072 |
| Historical Sortino (5Y) | -0.012 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.01% |