Surgery Partners Inc (SGRY)
27.80
+2.18
(+8.51%)
USD |
NASDAQ |
May 07, 13:30
Surgery Partners Max Drawdown (5Y): 80.21% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 80.21% |
March 31, 2024 | 80.21% |
February 29, 2024 | 80.21% |
January 31, 2024 | 80.21% |
December 31, 2023 | 80.21% |
November 30, 2023 | 80.21% |
October 31, 2023 | 80.21% |
September 30, 2023 | 80.21% |
August 31, 2023 | 80.21% |
July 31, 2023 | 80.21% |
June 30, 2023 | 80.21% |
May 31, 2023 | 80.21% |
April 30, 2023 | 80.21% |
March 31, 2023 | 80.21% |
February 28, 2023 | 80.21% |
January 31, 2023 | 80.21% |
December 31, 2022 | 80.21% |
November 30, 2022 | 80.21% |
October 31, 2022 | 80.21% |
September 30, 2022 | 80.21% |
August 31, 2022 | 80.21% |
July 31, 2022 | 80.21% |
June 30, 2022 | 80.21% |
May 31, 2022 | 80.21% |
April 30, 2022 | 80.21% |
Date | Value |
---|---|
March 31, 2022 | 80.21% |
February 28, 2022 | 80.21% |
January 31, 2022 | 80.21% |
December 31, 2021 | 80.21% |
November 30, 2021 | 80.21% |
October 31, 2021 | 80.21% |
September 30, 2021 | 80.21% |
August 31, 2021 | 80.21% |
July 31, 2021 | 80.21% |
June 30, 2021 | 80.21% |
May 31, 2021 | 80.21% |
April 30, 2021 | 80.21% |
March 31, 2021 | 80.21% |
February 28, 2021 | 80.21% |
January 31, 2021 | 80.21% |
December 31, 2020 | 80.21% |
November 30, 2020 | 80.21% |
October 31, 2020 | 80.21% |
September 30, 2020 | 80.21% |
August 31, 2020 | 80.21% |
July 31, 2020 | 80.21% |
June 30, 2020 | 80.21% |
May 31, 2020 | 80.21% |
April 30, 2020 | 80.21% |
March 31, 2020 | 80.21% |
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
67.65%
Minimum
May 2019
80.21%
Maximum
Mar 2020
79.24%
Average
80.21%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
DaVita Inc | 51.10% |
Healthcare Services Group Inc | 76.33% |
Encompass Health Corp | 39.54% |
The Oncology Institute Inc | -- |
American Oncology Network Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.58 |
Beta (5Y) | 2.754 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 78.88% |
Historical Sharpe Ratio (5Y) | 0.2043 |
Historical Sortino (5Y) | 0.3577 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.13% |