Humana Inc (HUM)
270.32
-3.45
(-1.26%)
USD |
NYSE |
Mar 26, 11:43
Humana Max Drawdown (5Y): 57.75% for Feb. 28, 2025
View 4,000+ Financial Data Types:
Add
Browse
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| CVS Health Corp | 56.78% |
| Amedisys Inc | 77.79% |
| Addus HomeCare Corp | 53.38% |
| OptimizeRx Corp | 96.10% |
| Option Care Health Inc | 71.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.29 |
| Beta (5Y) | 0.5732 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.49% |
| Historical Sharpe Ratio (5Y) | -0.1726 |
| Historical Sortino (5Y) | -0.259 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.67% |