Health Catalyst Inc (HCAT)
4.41
+0.08
(+1.85%)
USD |
NASDAQ |
Mar 21, 16:00
4.415
0.00 (0.00%)
After-Hours: 20:00
Health Catalyst Max Drawdown (5Y): 92.51% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Amedisys Inc | 77.79% |
| Humana Inc | 57.75% |
| Addus HomeCare Corp | 53.38% |
| OptimizeRx Corp | 96.10% |
| Option Care Health Inc | 71.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -53.91 |
| Beta (5Y) | 1.407 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.84% |
| Historical Sharpe Ratio (5Y) | -0.6276 |
| Historical Sortino (5Y) | -1.052 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.50% |