AMN Healthcare Services Inc (AMN)
25.70
+0.90
(+3.63%)
USD |
NYSE |
Nov 21, 16:00
25.70
0.00 (0.00%)
After-Hours: 20:00
AMN Healthcare Services Max Drawdown (5Y): 70.14% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 70.14% |
| September 30, 2024 | 67.67% |
| August 31, 2024 | 62.99% |
| July 31, 2024 | 62.99% |
| June 30, 2024 | 59.67% |
| May 31, 2024 | 57.48% |
| April 30, 2024 | 56.82% |
| March 31, 2024 | 56.82% |
| February 29, 2024 | 56.82% |
| January 31, 2024 | 54.21% |
| December 31, 2023 | 54.21% |
| November 30, 2023 | 54.21% |
| October 31, 2023 | 54.21% |
| September 30, 2023 | 54.21% |
| August 31, 2023 | 54.21% |
| July 31, 2023 | 54.21% |
| June 30, 2023 | 54.21% |
| May 31, 2023 | 54.21% |
| April 30, 2023 | 54.21% |
| March 31, 2023 | 54.21% |
| February 28, 2023 | 54.21% |
| January 31, 2023 | 54.21% |
| December 31, 2022 | 54.21% |
| November 30, 2022 | 54.21% |
| October 31, 2022 | 54.21% |
| Date | Value |
|---|---|
| September 30, 2022 | 54.21% |
| August 31, 2022 | 54.21% |
| July 31, 2022 | 54.21% |
| June 30, 2022 | 54.21% |
| May 31, 2022 | 54.21% |
| April 30, 2022 | 54.21% |
| March 31, 2022 | 54.21% |
| February 28, 2022 | 54.21% |
| January 31, 2022 | 54.21% |
| December 31, 2021 | 54.21% |
| November 30, 2021 | 54.21% |
| October 31, 2021 | 54.21% |
| September 30, 2021 | 54.21% |
| August 31, 2021 | 54.21% |
| July 31, 2021 | 54.21% |
| June 30, 2021 | 54.21% |
| May 31, 2021 | 54.21% |
| April 30, 2021 | 54.21% |
| March 31, 2021 | 54.21% |
| February 28, 2021 | 54.21% |
| January 31, 2021 | 54.21% |
| December 31, 2020 | 54.21% |
| November 30, 2020 | 54.21% |
| October 31, 2020 | 54.21% |
| September 30, 2020 | 54.21% |
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
41.17%
Minimum
Nov 2019
70.14%
Maximum
Oct 2024
54.05%
Average
54.21%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Regional Health Properties Inc | 98.51% |
| Amedisys Inc | 77.79% |
| Addus HomeCare Corp | 53.38% |
| OptimizeRx Corp | 94.67% |
| Option Care Health Inc | 71.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.40 |
| Beta (5Y) | 0.1286 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.92% |
| Historical Sharpe Ratio (5Y) | -0.2625 |
| Historical Sortino (5Y) | -0.4133 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.94% |