AMN Healthcare Services Inc (AMN)
57.06
+0.81
(+1.44%)
USD |
NYSE |
Apr 26, 16:00
57.06
0.00 (0.00%)
After-Hours: 17:43
AMN Healthcare Services Max Drawdown (5Y): 56.82% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 54.21% |
| July 31, 2020 | 54.21% |
| June 30, 2020 | 54.21% |
| May 31, 2020 | 54.21% |
| April 30, 2020 | 45.88% |
| March 31, 2020 | 41.17% |
| February 29, 2020 | 41.17% |
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
Apr 2019
56.82%
Maximum
Feb 2024
51.55%
Average
54.21%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Regional Health Properties Inc | 98.40% |
| Amedisys Inc | 77.79% |
| Addus HomeCare Corp | 53.38% |
| OptimizeRx Corp | 92.80% |
| Option Care Health Inc | 76.73% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.8979 |
| Beta (5Y) | 0.2248 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.92% |
| Historical Sharpe Ratio (5Y) | 0.1011 |
| Historical Sortino (5Y) | 0.1427 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.39% |