AMN Healthcare Services Inc (AMN)
56.24
-0.44
(-0.78%)
USD |
NYSE |
May 24, 16:00
56.23
-0.01
(-0.02%)
After-Hours: 20:00
AMN Healthcare Services Max Drawdown (5Y): 56.82% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 56.82% |
March 31, 2024 | 56.82% |
February 29, 2024 | 56.82% |
January 31, 2024 | 54.21% |
December 31, 2023 | 54.21% |
November 30, 2023 | 54.21% |
October 31, 2023 | 54.21% |
September 30, 2023 | 54.21% |
August 31, 2023 | 54.21% |
July 31, 2023 | 54.21% |
June 30, 2023 | 54.21% |
May 31, 2023 | 54.21% |
April 30, 2023 | 54.21% |
March 31, 2023 | 54.21% |
February 28, 2023 | 54.21% |
January 31, 2023 | 54.21% |
December 31, 2022 | 54.21% |
November 30, 2022 | 54.21% |
October 31, 2022 | 54.21% |
September 30, 2022 | 54.21% |
August 31, 2022 | 54.21% |
July 31, 2022 | 54.21% |
June 30, 2022 | 54.21% |
May 31, 2022 | 54.21% |
April 30, 2022 | 54.21% |
Date | Value |
---|---|
March 31, 2022 | 54.21% |
February 28, 2022 | 54.21% |
January 31, 2022 | 54.21% |
December 31, 2021 | 54.21% |
November 30, 2021 | 54.21% |
October 31, 2021 | 54.21% |
September 30, 2021 | 54.21% |
August 31, 2021 | 54.21% |
July 31, 2021 | 54.21% |
June 30, 2021 | 54.21% |
May 31, 2021 | 54.21% |
April 30, 2021 | 54.21% |
March 31, 2021 | 54.21% |
February 28, 2021 | 54.21% |
January 31, 2021 | 54.21% |
December 31, 2020 | 54.21% |
November 30, 2020 | 54.21% |
October 31, 2020 | 54.21% |
September 30, 2020 | 54.21% |
August 31, 2020 | 54.21% |
July 31, 2020 | 54.21% |
June 30, 2020 | 54.21% |
May 31, 2020 | 54.21% |
April 30, 2020 | 45.88% |
March 31, 2020 | 41.17% |
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
41.17%
Minimum
May 2019
56.82%
Maximum
Feb 2024
51.81%
Average
54.21%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Regional Health Properties Inc | 98.40% |
Amedisys Inc | 77.79% |
Addus HomeCare Corp | 53.38% |
OptimizeRx Corp | 92.80% |
Option Care Health Inc | 70.55% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.645 |
Beta (5Y) | 0.2216 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.99% |
Historical Sharpe Ratio (5Y) | 0.0217 |
Historical Sortino (5Y) | 0.031 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.39% |