Amedisys Inc (AMED)
90.64
+0.48
(+0.53%)
USD |
NASDAQ |
Nov 22, 16:00
89.76
-0.88
(-0.97%)
After-Hours: 20:00
Amedisys Max Drawdown (5Y): 77.79% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 77.79% |
| September 30, 2024 | 77.79% |
| August 31, 2024 | 77.79% |
| July 31, 2024 | 77.79% |
| June 30, 2024 | 77.79% |
| May 31, 2024 | 77.79% |
| April 30, 2024 | 77.79% |
| March 31, 2024 | 77.79% |
| February 29, 2024 | 77.79% |
| January 31, 2024 | 77.79% |
| December 31, 2023 | 77.79% |
| November 30, 2023 | 77.79% |
| October 31, 2023 | 77.79% |
| September 30, 2023 | 77.79% |
| August 31, 2023 | 77.79% |
| July 31, 2023 | 77.79% |
| June 30, 2023 | 77.79% |
| May 31, 2023 | 77.79% |
| April 30, 2023 | 77.79% |
| March 31, 2023 | 77.79% |
| February 28, 2023 | 74.50% |
| January 31, 2023 | 74.50% |
| December 31, 2022 | 74.50% |
| November 30, 2022 | 73.07% |
| October 31, 2022 | 70.83% |
| Date | Value |
|---|---|
| September 30, 2022 | 69.19% |
| August 31, 2022 | 66.54% |
| July 31, 2022 | 66.54% |
| June 30, 2022 | 66.54% |
| May 31, 2022 | 64.11% |
| April 30, 2022 | 60.28% |
| March 31, 2022 | 60.28% |
| February 28, 2022 | 60.28% |
| January 31, 2022 | 60.28% |
| December 31, 2021 | 56.61% |
| November 30, 2021 | 56.09% |
| October 31, 2021 | 56.09% |
| September 30, 2021 | 52.54% |
| August 31, 2021 | 44.09% |
| July 31, 2021 | 32.08% |
| June 30, 2021 | 32.08% |
| May 31, 2021 | 32.08% |
| April 30, 2021 | 32.08% |
| March 31, 2021 | 32.08% |
| February 28, 2021 | 32.08% |
| January 31, 2021 | 32.86% |
| December 31, 2020 | 32.86% |
| November 30, 2020 | 32.86% |
| October 31, 2020 | 32.86% |
| September 30, 2020 | 32.86% |
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
32.08%
Minimum
Feb 2021
77.79%
Maximum
Mar 2023
59.99%
Average
62.20%
Median
Max Drawdown (5Y) Benchmarks
| Chemed Corp | 30.63% |
| Addus HomeCare Corp | 53.38% |
| Regional Health Properties Inc | 98.51% |
| OptimizeRx Corp | 94.67% |
| Option Care Health Inc | 71.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.38 |
| Beta (5Y) | 0.7806 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.92% |
| Historical Sharpe Ratio (5Y) | -0.225 |
| Historical Sortino (5Y) | -0.2979 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.70% |