CVS Health Corp (CVS)
54.65
-1.16
(-2.08%)
USD |
NYSE |
Nov 04, 16:00
54.75
+0.10
(+0.18%)
After-Hours: 20:00
CVS Health Max Drawdown (5Y): 48.26% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 48.26% |
| September 30, 2024 | 48.26% |
| August 31, 2024 | 48.26% |
| July 31, 2024 | 48.26% |
| June 30, 2024 | 48.26% |
| May 31, 2024 | 48.26% |
| April 30, 2024 | 48.26% |
| March 31, 2024 | 48.63% |
| February 29, 2024 | 49.44% |
| January 31, 2024 | 49.69% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2022 | 50.09% |
| August 31, 2022 | 50.09% |
| July 31, 2022 | 50.09% |
| June 30, 2022 | 50.09% |
| May 31, 2022 | 50.09% |
| April 30, 2022 | 50.09% |
| March 31, 2022 | 50.09% |
| February 28, 2022 | 50.09% |
| January 31, 2022 | 50.09% |
| December 31, 2021 | 50.09% |
| November 30, 2021 | 50.09% |
| October 31, 2021 | 50.09% |
| September 30, 2021 | 50.09% |
| August 31, 2021 | 50.09% |
| July 31, 2021 | 50.09% |
| June 30, 2021 | 50.09% |
| May 31, 2021 | 50.09% |
| April 30, 2021 | 50.09% |
| March 31, 2021 | 50.09% |
| February 28, 2021 | 50.09% |
| January 31, 2021 | 50.09% |
| December 31, 2020 | 50.09% |
| November 30, 2020 | 50.09% |
| October 31, 2020 | 50.09% |
| September 30, 2020 | 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
48.26%
Minimum
Apr 2024
50.09%
Maximum
Nov 2019
49.83%
Average
50.09%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Humana Inc | 57.32% |
| Amgen Inc | 24.86% |
| Walgreens Boots Alliance Inc | 82.39% |
| AirSculpt Technologies Inc | -- |
| SeaStar Medical Holding Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.651 |
| Beta (5Y) | 0.5485 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.02% |
| Historical Sharpe Ratio (5Y) | -0.0951 |
| Historical Sortino (5Y) | -0.1416 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.47% |