CVS Health Corp (CVS)
67.14
-0.45
(-0.67%)
USD |
NYSE |
Mar 28, 16:00
67.12
-0.02
(-0.03%)
After-Hours: 20:00
CVS Health Max Drawdown (5Y): 56.78% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Median
Max Drawdown (5Y) Benchmarks
| Humana Inc | 57.75% |
| Biogen Inc | 67.83% |
| Gilead Sciences Inc | 38.10% |
| AirSculpt Technologies Inc | -- |
| Moderna Inc | 93.70% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.851 |
| Beta (5Y) | 0.5371 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.30% |
| Historical Sharpe Ratio (5Y) | 0.0935 |
| Historical Sortino (5Y) | 0.1445 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.81% |