CVS Health Corp (CVS)

44.36 +0.58 (+1.32%) USD  |  NYSE  |  Dec 20, 16:00
44.40 +0.04 (+0.09%) Pre-Market: 20:00
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CVS Health Max Drawdown (5Y): 48.26% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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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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Median

Max Drawdown (5Y) Benchmarks

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Humana Inc 57.32%
Eli Lilly and Co 24.12%
Walgreens Boots Alliance Inc 83.05%
SCWorx Corp 99.50%
AirSculpt Technologies Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -11.17
Beta (5Y) 0.5410
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 27.44%
Historical Sharpe Ratio (5Y) -0.1439
Historical Sortino (5Y) -0.2131
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.61%