Community Health Systems Inc (CYH)
3.735
-0.10
(-2.48%)
USD |
NYSE |
Nov 21, 16:00
3.74
0.00 (0.00%)
After-Hours: 20:00
Community Health Systems Max Drawdown (5Y): 95.43% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 95.43% |
| September 30, 2024 | 95.43% |
| August 31, 2024 | 95.43% |
| July 31, 2024 | 96.57% |
| June 30, 2024 | 96.57% |
| May 31, 2024 | 96.57% |
| April 30, 2024 | 96.57% |
| March 31, 2024 | 96.57% |
| February 29, 2024 | 96.57% |
| January 31, 2024 | 96.57% |
| December 31, 2023 | 96.57% |
| November 30, 2023 | 96.57% |
| October 31, 2023 | 96.57% |
| September 30, 2023 | 96.57% |
| August 31, 2023 | 96.57% |
| July 31, 2023 | 96.57% |
| June 30, 2023 | 96.57% |
| May 31, 2023 | 96.57% |
| April 30, 2023 | 96.57% |
| March 31, 2023 | 96.57% |
| February 28, 2023 | 96.57% |
| January 31, 2023 | 96.57% |
| December 31, 2022 | 96.57% |
| November 30, 2022 | 96.57% |
| October 31, 2022 | 96.57% |
| Date | Value |
|---|---|
| September 30, 2022 | 96.57% |
| August 31, 2022 | 96.57% |
| July 31, 2022 | 96.57% |
| June 30, 2022 | 96.57% |
| May 31, 2022 | 96.57% |
| April 30, 2022 | 96.57% |
| March 31, 2022 | 96.57% |
| February 28, 2022 | 96.57% |
| January 31, 2022 | 96.57% |
| December 31, 2021 | 96.57% |
| November 30, 2021 | 96.57% |
| October 31, 2021 | 96.57% |
| September 30, 2021 | 96.57% |
| August 31, 2021 | 96.57% |
| July 31, 2021 | 96.57% |
| June 30, 2021 | 96.57% |
| May 31, 2021 | 96.57% |
| April 30, 2021 | 96.57% |
| March 31, 2021 | 96.57% |
| February 28, 2021 | 96.57% |
| January 31, 2021 | 96.57% |
| December 31, 2020 | 96.57% |
| November 30, 2020 | 96.57% |
| October 31, 2020 | 96.57% |
| September 30, 2020 | 96.57% |
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
95.43%
Minimum
Aug 2024
96.57%
Maximum
Nov 2019
96.51%
Average
96.57%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Tenet Healthcare Corp | 81.89% |
| HCA Healthcare Inc | 54.74% |
| Universal Health Services Inc | 56.30% |
| Acadia Healthcare Co Inc | 85.80% |
| Select Medical Holdings Corp | 60.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.25 |
| Beta (5Y) | 1.597 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 92.33% |
| Historical Sharpe Ratio (5Y) | 0.004 |
| Historical Sortino (5Y) | 0.0089 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.54% |