Chemed Corp (CHE)
594.11
-7.50
(-1.25%)
USD |
NYSE |
Mar 21, 16:00
594.41
+0.30
(+0.05%)
After-Hours: 20:00
Chemed Max Drawdown (5Y): 30.63% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Option Care Health Inc | 71.48% |
| Addus HomeCare Corp | 53.38% |
| Amedisys Inc | 77.79% |
| OptimizeRx Corp | 96.10% |
| Health Catalyst Inc | 92.51% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.8313 |
| Beta (5Y) | 0.4299 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.25% |
| Historical Sharpe Ratio (5Y) | 0.2503 |
| Historical Sortino (5Y) | 0.4456 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.99% |