Acadia Healthcare Co Inc (ACHC)
38.59
-0.51
(-1.30%)
USD |
NASDAQ |
Nov 21, 16:00
38.60
+0.01
(+0.03%)
After-Hours: 20:00
Acadia Healthcare Max Drawdown (5Y): 85.80% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 85.80% |
September 30, 2024 | 85.80% |
August 31, 2024 | 85.80% |
July 31, 2024 | 85.80% |
June 30, 2024 | 85.80% |
May 31, 2024 | 85.80% |
April 30, 2024 | 85.80% |
March 31, 2024 | 85.80% |
February 29, 2024 | 85.80% |
January 31, 2024 | 85.80% |
December 31, 2023 | 85.80% |
November 30, 2023 | 85.80% |
October 31, 2023 | 85.80% |
September 30, 2023 | 85.80% |
August 31, 2023 | 85.80% |
July 31, 2023 | 85.80% |
June 30, 2023 | 85.80% |
May 31, 2023 | 85.80% |
April 30, 2023 | 85.80% |
March 31, 2023 | 85.80% |
February 28, 2023 | 85.80% |
January 31, 2023 | 85.80% |
December 31, 2022 | 85.80% |
November 30, 2022 | 85.80% |
October 31, 2022 | 85.80% |
Date | Value |
---|---|
September 30, 2022 | 85.80% |
August 31, 2022 | 85.80% |
July 31, 2022 | 85.80% |
June 30, 2022 | 85.80% |
May 31, 2022 | 85.80% |
April 30, 2022 | 85.80% |
March 31, 2022 | 85.80% |
February 28, 2022 | 85.80% |
January 31, 2022 | 85.80% |
December 31, 2021 | 85.80% |
November 30, 2021 | 85.80% |
October 31, 2021 | 85.80% |
September 30, 2021 | 85.80% |
August 31, 2021 | 85.80% |
July 31, 2021 | 85.80% |
June 30, 2021 | 85.80% |
May 31, 2021 | 85.80% |
April 30, 2021 | 85.80% |
March 31, 2021 | 85.80% |
February 28, 2021 | 85.80% |
January 31, 2021 | 85.80% |
December 31, 2020 | 85.80% |
November 30, 2020 | 85.80% |
October 31, 2020 | 85.80% |
September 30, 2020 | 85.80% |
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
70.17%
Minimum
Nov 2019
85.80%
Maximum
Mar 2020
84.76%
Average
85.80%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
HCA Healthcare Inc | 54.74% |
Tenet Healthcare Corp | 81.89% |
Universal Health Services Inc | 56.30% |
Community Health Systems Inc | 95.43% |
Select Medical Holdings Corp | 60.26% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.25 |
Beta (5Y) | 1.333 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.42% |
Historical Sharpe Ratio (5Y) | 0.1067 |
Historical Sortino (5Y) | 0.1434 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.15% |