Evolent Health Inc (EVH)
11.59
+0.28
(+2.48%)
USD |
NYSE |
Nov 21, 16:00
11.60
+0.01
(+0.09%)
Pre-Market: 09:01
Evolent Health Max Drawdown (5Y): 87.34% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 87.34% |
| September 30, 2024 | 87.34% |
| August 31, 2024 | 87.34% |
| July 31, 2024 | 87.34% |
| June 30, 2024 | 87.34% |
| May 31, 2024 | 87.34% |
| April 30, 2024 | 87.34% |
| March 31, 2024 | 87.34% |
| February 29, 2024 | 87.34% |
| January 31, 2024 | 87.34% |
| December 31, 2023 | 87.34% |
| November 30, 2023 | 87.34% |
| October 31, 2023 | 87.34% |
| September 30, 2023 | 87.34% |
| August 31, 2023 | 87.34% |
| July 31, 2023 | 87.34% |
| June 30, 2023 | 87.34% |
| May 31, 2023 | 87.34% |
| April 30, 2023 | 87.34% |
| March 31, 2023 | 87.34% |
| February 28, 2023 | 87.34% |
| January 31, 2023 | 87.34% |
| December 31, 2022 | 87.34% |
| November 30, 2022 | 87.34% |
| October 31, 2022 | 87.34% |
| Date | Value |
|---|---|
| September 30, 2022 | 87.34% |
| August 31, 2022 | 87.34% |
| July 31, 2022 | 87.34% |
| June 30, 2022 | 87.34% |
| May 31, 2022 | 87.34% |
| April 30, 2022 | 87.34% |
| March 31, 2022 | 87.34% |
| February 28, 2022 | 87.34% |
| January 31, 2022 | 87.34% |
| December 31, 2021 | 87.34% |
| November 30, 2021 | 87.34% |
| October 31, 2021 | 87.34% |
| September 30, 2021 | 87.34% |
| August 31, 2021 | 87.34% |
| July 31, 2021 | 87.34% |
| June 30, 2021 | 87.34% |
| May 31, 2021 | 87.34% |
| April 30, 2021 | 87.34% |
| March 31, 2021 | 87.34% |
| February 28, 2021 | 87.34% |
| January 31, 2021 | 87.34% |
| December 31, 2020 | 87.34% |
| November 30, 2020 | 87.34% |
| October 31, 2020 | 87.34% |
| September 30, 2020 | 87.34% |
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
79.76%
Minimum
Nov 2019
87.34%
Maximum
Mar 2020
86.83%
Average
87.34%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Astrana Health Inc | 77.25% |
| American Shared Hospital Services | 73.16% |
| Cryo-Cell International Inc | 76.33% |
| P3 Health Partners Inc | -- |
| Biote Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.283 |
| Beta (5Y) | 1.585 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.04% |
| Historical Sharpe Ratio (5Y) | 0.3551 |
| Historical Sortino (5Y) | 0.6464 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.90% |