Addus HomeCare Corp (ADUS)
128.96
+2.69
(+2.13%)
USD |
NASDAQ |
Nov 04, 16:00
128.95
-0.01
(-0.01%)
Pre-Market: 08:45
Addus HomeCare Max Drawdown (5Y): 53.38% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 53.38% |
| September 30, 2024 | 53.38% |
| August 31, 2024 | 53.38% |
| July 31, 2024 | 53.38% |
| June 30, 2024 | 53.38% |
| May 31, 2024 | 53.38% |
| April 30, 2024 | 53.38% |
| March 31, 2024 | 53.38% |
| February 29, 2024 | 53.38% |
| January 31, 2024 | 53.38% |
| December 31, 2023 | 53.38% |
| November 30, 2023 | 53.38% |
| October 31, 2023 | 53.38% |
| September 30, 2023 | 53.38% |
| August 31, 2023 | 53.38% |
| July 31, 2023 | 53.38% |
| June 30, 2023 | 53.38% |
| May 31, 2023 | 53.38% |
| April 30, 2023 | 53.38% |
| March 31, 2023 | 53.38% |
| February 28, 2023 | 53.38% |
| January 31, 2023 | 53.38% |
| December 31, 2022 | 53.38% |
| November 30, 2022 | 53.38% |
| October 31, 2022 | 53.38% |
| Date | Value |
|---|---|
| September 30, 2022 | 53.38% |
| August 31, 2022 | 53.38% |
| July 31, 2022 | 53.38% |
| June 30, 2022 | 53.38% |
| May 31, 2022 | 53.38% |
| April 30, 2022 | 53.38% |
| March 31, 2022 | 53.38% |
| February 28, 2022 | 53.38% |
| January 31, 2022 | 53.38% |
| December 31, 2021 | 53.38% |
| November 30, 2021 | 53.38% |
| October 31, 2021 | 53.38% |
| September 30, 2021 | 53.38% |
| August 31, 2021 | 53.38% |
| July 31, 2021 | 53.38% |
| June 30, 2021 | 53.38% |
| May 31, 2021 | 53.38% |
| April 30, 2021 | 53.38% |
| March 31, 2021 | 53.38% |
| February 28, 2021 | 53.38% |
| January 31, 2021 | 53.38% |
| December 31, 2020 | 54.20% |
| November 30, 2020 | 54.20% |
| October 31, 2020 | 54.20% |
| September 30, 2020 | 54.20% |
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
53.38%
Minimum
Jan 2021
54.20%
Maximum
Nov 2019
53.57%
Average
53.38%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
| Quest Diagnostics Inc | 36.60% |
| Amedisys Inc | 77.79% |
| Chemed Corp | 30.63% |
| Encompass Health Corp | 39.54% |
| Regional Health Properties Inc | 98.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.735 |
| Beta (5Y) | 1.045 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.76% |
| Historical Sharpe Ratio (5Y) | 0.1524 |
| Historical Sortino (5Y) | 0.2293 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.00% |