DaVita Inc (DVA)
145.56
+0.62
(+0.43%)
USD |
NYSE |
Nov 05, 11:30
DaVita Max Drawdown (5Y): 51.10% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 51.10% |
| September 30, 2024 | 51.10% |
| August 31, 2024 | 51.10% |
| July 31, 2024 | 51.10% |
| June 30, 2024 | 51.10% |
| May 31, 2024 | 51.10% |
| April 30, 2024 | 51.10% |
| March 31, 2024 | 51.10% |
| February 29, 2024 | 51.10% |
| January 31, 2024 | 51.10% |
| December 31, 2023 | 51.10% |
| November 30, 2023 | 51.10% |
| October 31, 2023 | 51.10% |
| September 30, 2023 | 51.10% |
| August 31, 2023 | 51.10% |
| July 31, 2023 | 51.10% |
| June 30, 2023 | 51.10% |
| May 31, 2023 | 51.10% |
| April 30, 2023 | 51.10% |
| March 31, 2023 | 51.10% |
| February 28, 2023 | 51.10% |
| January 31, 2023 | 51.10% |
| December 31, 2022 | 51.10% |
| November 30, 2022 | 51.10% |
| October 31, 2022 | 48.45% |
| Date | Value |
|---|---|
| September 30, 2022 | 48.45% |
| August 31, 2022 | 48.45% |
| July 31, 2022 | 48.45% |
| June 30, 2022 | 48.45% |
| May 31, 2022 | 48.45% |
| April 30, 2022 | 48.45% |
| March 31, 2022 | 48.45% |
| February 28, 2022 | 48.45% |
| January 31, 2022 | 48.45% |
| December 31, 2021 | 48.45% |
| November 30, 2021 | 48.45% |
| October 31, 2021 | 48.45% |
| September 30, 2021 | 48.45% |
| August 31, 2021 | 48.45% |
| July 31, 2021 | 48.45% |
| June 30, 2021 | 48.45% |
| May 31, 2021 | 48.45% |
| April 30, 2021 | 48.45% |
| March 31, 2021 | 48.45% |
| February 28, 2021 | 48.45% |
| January 31, 2021 | 48.45% |
| December 31, 2020 | 48.45% |
| November 30, 2020 | 48.45% |
| October 31, 2020 | 48.45% |
| September 30, 2020 | 48.45% |
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
48.45%
Minimum
Nov 2019
51.10%
Maximum
Nov 2022
49.51%
Average
48.45%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Quest Diagnostics Inc | 36.60% |
| Encompass Health Corp | 39.54% |
| Universal Health Services Inc | 56.30% |
| HCA Healthcare Inc | 54.74% |
| Boston Scientific Corp | 43.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.150 |
| Beta (5Y) | 0.8894 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.39% |
| Historical Sharpe Ratio (5Y) | 0.4981 |
| Historical Sortino (5Y) | 0.7716 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.40% |