Humana Inc (HUM)
295.66
+1.69
(+0.57%)
USD |
NYSE |
Nov 21, 16:00
295.66
0.00 (0.00%)
After-Hours: 20:00
Humana Max Drawdown (5Y): 57.32% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 57.32% |
| September 30, 2024 | 45.72% |
| August 31, 2024 | 45.72% |
| July 31, 2024 | 45.72% |
| June 30, 2024 | 45.72% |
| May 31, 2024 | 45.72% |
| April 30, 2024 | 45.72% |
| March 31, 2024 | 43.60% |
| February 29, 2024 | 43.60% |
| January 31, 2024 | 43.60% |
| December 31, 2023 | 43.60% |
| November 30, 2023 | 43.60% |
| October 31, 2023 | 43.60% |
| September 30, 2023 | 43.60% |
| August 31, 2023 | 43.60% |
| July 31, 2023 | 43.60% |
| June 30, 2023 | 43.60% |
| May 31, 2023 | 43.60% |
| April 30, 2023 | 43.60% |
| March 31, 2023 | 43.60% |
| February 28, 2023 | 43.60% |
| January 31, 2023 | 43.60% |
| December 31, 2022 | 43.60% |
| November 30, 2022 | 43.60% |
| October 31, 2022 | 43.60% |
| Date | Value |
|---|---|
| September 30, 2022 | 43.60% |
| August 31, 2022 | 43.60% |
| July 31, 2022 | 43.60% |
| June 30, 2022 | 43.60% |
| May 31, 2022 | 43.60% |
| April 30, 2022 | 43.60% |
| March 31, 2022 | 43.60% |
| February 28, 2022 | 43.60% |
| January 31, 2022 | 43.60% |
| December 31, 2021 | 43.60% |
| November 30, 2021 | 43.60% |
| October 31, 2021 | 43.60% |
| September 30, 2021 | 43.60% |
| August 31, 2021 | 43.60% |
| July 31, 2021 | 43.60% |
| June 30, 2021 | 43.60% |
| May 31, 2021 | 43.60% |
| April 30, 2021 | 43.60% |
| March 31, 2021 | 43.60% |
| February 28, 2021 | 43.60% |
| January 31, 2021 | 43.60% |
| December 31, 2020 | 43.60% |
| November 30, 2020 | 43.60% |
| October 31, 2020 | 43.60% |
| September 30, 2020 | 43.60% |
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
33.95%
Minimum
Nov 2019
57.32%
Maximum
Oct 2024
43.40%
Average
43.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| CVS Health Corp | 48.26% |
| Regional Health Properties Inc | 98.40% |
| Amedisys Inc | 77.79% |
| Addus HomeCare Corp | 53.38% |
| Option Care Health Inc | 65.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.94 |
| Beta (5Y) | 0.5183 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.20% |
| Historical Sharpe Ratio (5Y) | -0.1281 |
| Historical Sortino (5Y) | -0.1944 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.11% |