The Cigna Group (CI) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
The Cigna Group (CI): 1Y return -16.5%, Sharpe ratio -0.37, volatility 32.2%, max drawdown -27.4%. A Stock in the Equity asset class. Compare CI with other assets and invest through your own broker with pfolio.
The Cigna Group (CI) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
CI Performance
- MTD
- Return: 0.7%, Sharpe: 0.84, Volatility: 21.8%, Max Drawdown: -3.5%
- YTD
- Return: -1.9%, Sharpe: -0.11, Volatility: 26.3%, Max Drawdown: -12.0%
- 1Y
- Return: -16.5%, Sharpe: -0.37, Volatility: 32.2%, Max Drawdown: -27.4%
- 5Y
- Return: 15.6%, Sharpe: 0.24, Volatility: 27.6%, Max Drawdown: -32.1%
- 10Y
- Return: 116.3%, Sharpe: 0.40, Volatility: 30.1%, Max Drawdown: -42.5%
Frequently Asked Questions
- What is The Cigna Group (CI)?
- The Cigna Group (CI) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does CI compare to other assets?
- You can compare CI with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in CI through pfolio?
- pfolio helps you build diversified portfolios that may include CI. You invest through your own broker — pfolio provides the analytics.