HCA Healthcare Inc (HCA)
295.52
-15.51
(-4.99%)
USD |
NYSE |
Apr 18, 13:57
HCA Healthcare Max Drawdown (5Y): 54.74% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 54.74% |
| February 29, 2024 | 54.74% |
| January 31, 2024 | 54.74% |
| December 31, 2023 | 54.74% |
| November 30, 2023 | 54.74% |
| October 31, 2023 | 54.74% |
| September 30, 2023 | 54.74% |
| August 31, 2023 | 54.74% |
| July 31, 2023 | 54.74% |
| June 30, 2023 | 54.74% |
| May 31, 2023 | 54.74% |
| April 30, 2023 | 54.74% |
| March 31, 2023 | 54.74% |
| February 28, 2023 | 54.74% |
| January 31, 2023 | 54.74% |
| December 31, 2022 | 54.74% |
| November 30, 2022 | 54.74% |
| October 31, 2022 | 54.74% |
| September 30, 2022 | 54.74% |
| August 31, 2022 | 54.74% |
| July 31, 2022 | 54.74% |
| June 30, 2022 | 54.74% |
| May 31, 2022 | 54.74% |
| April 30, 2022 | 54.74% |
| March 31, 2022 | 54.74% |
| Date | Value |
|---|---|
| February 28, 2022 | 54.74% |
| January 31, 2022 | 54.74% |
| December 31, 2021 | 54.74% |
| November 30, 2021 | 54.74% |
| October 31, 2021 | 54.74% |
| September 30, 2021 | 54.74% |
| August 31, 2021 | 54.74% |
| July 31, 2021 | 54.74% |
| June 30, 2021 | 54.74% |
| May 31, 2021 | 54.74% |
| April 30, 2021 | 54.74% |
| March 31, 2021 | 54.74% |
| February 28, 2021 | 54.74% |
| January 31, 2021 | 54.74% |
| December 31, 2020 | 54.74% |
| November 30, 2020 | 54.74% |
| October 31, 2020 | 54.74% |
| September 30, 2020 | 54.74% |
| August 31, 2020 | 54.74% |
| July 31, 2020 | 54.74% |
| June 30, 2020 | 54.74% |
| May 31, 2020 | 54.74% |
| April 30, 2020 | 54.74% |
| March 31, 2020 | 54.74% |
| February 29, 2020 | 33.73% |
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
33.73%
Minimum
Apr 2019
54.74%
Maximum
Mar 2020
50.89%
Average
54.74%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Tenet Healthcare Corp | 81.89% |
| Universal Health Services Inc | 56.30% |
| Community Health Systems Inc | 96.57% |
| Acadia Healthcare Co Inc | 85.80% |
| DaVita Inc | 51.10% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.808 |
| Beta (5Y) | 1.648 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.27% |
| Historical Sharpe Ratio (5Y) | 0.5287 |
| Historical Sortino (5Y) | 0.7127 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.85% |