UnitedHealth Group Inc (UNH)
557.77
-9.79
(-1.72%)
USD |
NYSE |
Nov 04, 16:00
558.79
+1.02
(+0.18%)
Pre-Market: 06:31
UnitedHealth Group Max Drawdown (5Y): 35.92% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 35.92% |
| September 30, 2024 | 35.92% |
| August 31, 2024 | 35.92% |
| July 31, 2024 | 35.92% |
| June 30, 2024 | 35.92% |
| May 31, 2024 | 35.92% |
| April 30, 2024 | 35.92% |
| March 31, 2024 | 35.92% |
| February 29, 2024 | 35.92% |
| January 31, 2024 | 35.92% |
| December 31, 2023 | 35.92% |
| November 30, 2023 | 35.92% |
| October 31, 2023 | 35.92% |
| September 30, 2023 | 35.92% |
| August 31, 2023 | 35.92% |
| July 31, 2023 | 35.92% |
| June 30, 2023 | 35.92% |
| May 31, 2023 | 35.92% |
| April 30, 2023 | 35.92% |
| March 31, 2023 | 35.92% |
| February 28, 2023 | 35.92% |
| January 31, 2023 | 35.92% |
| December 31, 2022 | 35.92% |
| November 30, 2022 | 35.92% |
| October 31, 2022 | 35.92% |
| Date | Value |
|---|---|
| September 30, 2022 | 35.92% |
| August 31, 2022 | 35.92% |
| July 31, 2022 | 35.92% |
| June 30, 2022 | 35.92% |
| May 31, 2022 | 35.92% |
| April 30, 2022 | 35.92% |
| March 31, 2022 | 35.92% |
| February 28, 2022 | 35.92% |
| January 31, 2022 | 35.92% |
| December 31, 2021 | 35.92% |
| November 30, 2021 | 35.92% |
| October 31, 2021 | 35.92% |
| September 30, 2021 | 35.92% |
| August 31, 2021 | 35.92% |
| July 31, 2021 | 35.92% |
| June 30, 2021 | 35.92% |
| May 31, 2021 | 35.92% |
| April 30, 2021 | 35.92% |
| March 31, 2021 | 35.92% |
| February 28, 2021 | 35.92% |
| January 31, 2021 | 35.92% |
| December 31, 2020 | 35.92% |
| November 30, 2020 | 35.92% |
| October 31, 2020 | 35.92% |
| September 30, 2020 | 35.92% |
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
23.98%
Minimum
Nov 2019
35.92%
Maximum
Mar 2020
35.13%
Average
35.92%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| The Cigna Group | 42.47% |
| Centene Corp | 38.47% |
| Molina Healthcare Inc | 34.45% |
| Elevance Health Inc | 44.14% |
| Walgreens Boots Alliance Inc | 82.39% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.278 |
| Beta (5Y) | 0.5836 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.50% |
| Historical Sharpe Ratio (5Y) | 0.7152 |
| Historical Sortino (5Y) | 1.288 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.48% |