Health Catalyst Inc (HCAT)
7.675
-0.02
(-0.32%)
USD |
NASDAQ |
Nov 04, 16:00
7.69
+0.02
(+0.20%)
Pre-Market: 20:00
Health Catalyst Max Drawdown (5Y): 90.65% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 90.65% |
| September 30, 2024 | 90.65% |
| August 31, 2024 | 90.65% |
| July 31, 2024 | 90.57% |
| June 30, 2024 | 90.57% |
| May 31, 2024 | 90.57% |
| April 30, 2024 | 90.57% |
| March 31, 2024 | 88.97% |
| February 29, 2024 | 88.97% |
| January 31, 2024 | 88.97% |
| December 31, 2023 | 88.97% |
| November 30, 2023 | 88.97% |
| October 31, 2023 | 88.97% |
| September 30, 2023 | 88.97% |
| August 31, 2023 | 88.97% |
| July 31, 2023 | 88.97% |
| June 30, 2023 | 88.97% |
| May 31, 2023 | 88.97% |
| April 30, 2023 | 88.97% |
| March 31, 2023 | 88.97% |
| February 28, 2023 | 88.97% |
| January 31, 2023 | 88.97% |
| December 31, 2022 | 88.97% |
| November 30, 2022 | 88.97% |
| October 31, 2022 | 85.28% |
| Date | Value |
|---|---|
| September 30, 2022 | 84.14% |
| August 31, 2022 | 80.64% |
| July 31, 2022 | 79.89% |
| June 30, 2022 | 79.89% |
| May 31, 2022 | 78.50% |
| April 30, 2022 | 71.62% |
| March 31, 2022 | 64.75% |
| February 28, 2022 | 63.40% |
| January 31, 2022 | 63.40% |
| December 31, 2021 | 63.40% |
| November 30, 2021 | 63.40% |
| October 31, 2021 | 63.40% |
| September 30, 2021 | 63.40% |
| August 31, 2021 | 63.40% |
| July 31, 2021 | 63.40% |
| June 30, 2021 | 63.40% |
| May 31, 2021 | 63.40% |
| April 30, 2021 | 63.40% |
| March 31, 2021 | 63.40% |
| February 28, 2021 | 63.40% |
| January 31, 2021 | 63.40% |
| December 31, 2020 | 63.40% |
| November 30, 2020 | 63.40% |
| October 31, 2020 | 63.40% |
| September 30, 2020 | 63.40% |
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
45.63%
Minimum
Nov 2019
90.65%
Maximum
Aug 2024
74.59%
Average
75.06%
Median
Max Drawdown (5Y) Benchmarks
| Regional Health Properties Inc | 98.40% |
| Amedisys Inc | 77.79% |
| Addus HomeCare Corp | 53.38% |
| OptimizeRx Corp | 94.67% |
| Option Care Health Inc | 65.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -44.14 |
| Beta (5Y) | 1.320 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.82% |
| Historical Sharpe Ratio (5Y) | -0.5034 |
| Historical Sortino (5Y) | -0.8422 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.63% |