Chemed Corp (CHE)
525.03
-6.65
(-1.25%)
USD |
NYSE |
Nov 04, 16:00
529.66
+4.63
(+0.88%)
Pre-Market: 09:00
Chemed Max Drawdown (5Y): 30.63% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 30.63% |
| September 30, 2024 | 30.63% |
| August 31, 2024 | 30.63% |
| July 31, 2024 | 30.63% |
| June 30, 2024 | 30.63% |
| May 31, 2024 | 30.63% |
| April 30, 2024 | 30.63% |
| March 31, 2024 | 30.63% |
| February 29, 2024 | 30.63% |
| January 31, 2024 | 30.63% |
| December 31, 2023 | 30.63% |
| November 30, 2023 | 30.63% |
| October 31, 2023 | 30.63% |
| September 30, 2023 | 30.63% |
| August 31, 2023 | 30.63% |
| July 31, 2023 | 30.63% |
| June 30, 2023 | 30.63% |
| May 31, 2023 | 30.63% |
| April 30, 2023 | 30.63% |
| March 31, 2023 | 30.63% |
| February 28, 2023 | 30.63% |
| January 31, 2023 | 30.63% |
| December 31, 2022 | 30.63% |
| November 30, 2022 | 30.63% |
| October 31, 2022 | 30.63% |
| Date | Value |
|---|---|
| September 30, 2022 | 30.63% |
| August 31, 2022 | 30.63% |
| July 31, 2022 | 30.63% |
| June 30, 2022 | 30.63% |
| May 31, 2022 | 30.63% |
| April 30, 2022 | 30.63% |
| March 31, 2022 | 30.63% |
| February 28, 2022 | 30.63% |
| January 31, 2022 | 30.63% |
| December 31, 2021 | 30.63% |
| November 30, 2021 | 30.63% |
| October 31, 2021 | 30.63% |
| September 30, 2021 | 30.63% |
| August 31, 2021 | 30.63% |
| July 31, 2021 | 30.63% |
| June 30, 2021 | 30.63% |
| May 31, 2021 | 30.63% |
| April 30, 2021 | 30.63% |
| March 31, 2021 | 30.63% |
| February 28, 2021 | 30.63% |
| January 31, 2021 | 30.63% |
| December 31, 2020 | 30.63% |
| November 30, 2020 | 30.63% |
| October 31, 2020 | 30.63% |
| September 30, 2020 | 30.63% |
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
20.43%
Minimum
Nov 2019
30.63%
Maximum
Mar 2020
29.95%
Average
30.63%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Amedisys Inc | 77.79% |
| Addus HomeCare Corp | 53.38% |
| Regional Health Properties Inc | 98.40% |
| OptimizeRx Corp | 94.67% |
| Option Care Health Inc | 65.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.491 |
| Beta (5Y) | 0.462 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.53% |
| Historical Sharpe Ratio (5Y) | 0.1901 |
| Historical Sortino (5Y) | 0.2948 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.95% |