Evolent Health Inc (EVH)
27.81
+0.16
(+0.58%)
USD |
NYSE |
Apr 29, 16:00
27.82
+0.01
(+0.04%)
Pre-Market: 20:00
Evolent Health Max Drawdown (5Y): 87.34% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 87.34% |
February 29, 2024 | 87.34% |
January 31, 2024 | 87.34% |
December 31, 2023 | 87.34% |
November 30, 2023 | 87.34% |
October 31, 2023 | 87.34% |
September 30, 2023 | 87.34% |
August 31, 2023 | 87.34% |
July 31, 2023 | 87.34% |
June 30, 2023 | 87.34% |
May 31, 2023 | 87.34% |
April 30, 2023 | 87.34% |
March 31, 2023 | 87.34% |
February 28, 2023 | 87.34% |
January 31, 2023 | 87.34% |
December 31, 2022 | 87.34% |
November 30, 2022 | 87.34% |
October 31, 2022 | 87.34% |
September 30, 2022 | 87.34% |
August 31, 2022 | 87.34% |
July 31, 2022 | 87.34% |
June 30, 2022 | 87.34% |
May 31, 2022 | 87.34% |
April 30, 2022 | 87.34% |
March 31, 2022 | 87.34% |
Date | Value |
---|---|
February 28, 2022 | 87.34% |
January 31, 2022 | 87.34% |
December 31, 2021 | 87.34% |
November 30, 2021 | 87.34% |
October 31, 2021 | 87.34% |
September 30, 2021 | 87.34% |
August 31, 2021 | 87.34% |
July 31, 2021 | 87.34% |
June 30, 2021 | 87.34% |
May 31, 2021 | 87.34% |
April 30, 2021 | 87.34% |
March 31, 2021 | 87.34% |
February 28, 2021 | 87.34% |
January 31, 2021 | 87.34% |
December 31, 2020 | 87.34% |
November 30, 2020 | 87.34% |
October 31, 2020 | 87.34% |
September 30, 2020 | 87.34% |
August 31, 2020 | 87.34% |
July 31, 2020 | 87.34% |
June 30, 2020 | 87.34% |
May 31, 2020 | 87.34% |
April 30, 2020 | 87.34% |
March 31, 2020 | 87.34% |
February 29, 2020 | 79.76% |
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
62.34%
Minimum
Apr 2019
87.34%
Maximum
Mar 2020
85.27%
Average
87.34%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
American Shared Hospital Services | 73.16% |
Novo Integrated Sciences Inc | 99.70% |
Astrana Health Inc | 77.25% |
Cryo-Cell International Inc | 76.33% |
P3 Health Partners Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.918 |
Beta (5Y) | 1.535 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.35% |
Historical Sharpe Ratio (5Y) | 0.2926 |
Historical Sortino (5Y) | 0.471 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.44% |