Elevance Health Inc (ELV)

365.96 -0.52 (-0.14%) USD  |  NYSE  |  Dec 20, 16:00
366.01 +0.05 (+0.01%) Pre-Market: 20:00
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Elevance Health Max Drawdown (5Y): 44.14% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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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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The Cigna Group 42.47%
Centene Corp 40.90%
UnitedHealth Group Inc 35.92%
Molina Healthcare Inc 34.45%
CVS Health Corp 48.26%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.048
Beta (5Y) 0.8277
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 27.67%
Historical Sharpe Ratio (5Y) 0.2171
Historical Sortino (5Y) 0.326
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.57%