Encompass Health Corp (EHC)

94.45 +0.62 (+0.66%) USD  |  NYSE  |  Dec 20, 16:00
94.42 -0.03 (-0.03%) After-Hours: 20:00
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Encompass Health Max Drawdown (5Y): 39.54% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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DaVita Inc 51.10%
Pediatrix Medical Group Inc 90.77%
Tenet Healthcare Corp 81.89%
The Oncology Institute Inc --
Kindly MD Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.4792
Beta (5Y) 0.8761
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 29.74%
Historical Sharpe Ratio (5Y) 0.4095
Historical Sortino (5Y) 0.5846
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.04%