Healthcare Services Group Inc (HCSG)
11.00
-0.22
(-2.01%)
USD |
NASDAQ |
Apr 25, 16:00
11.00
0.00 (0.00%)
After-Hours: 20:00
Healthcare Services Group Max Drawdown (5Y): 76.33% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 76.33% |
February 29, 2024 | 76.33% |
January 31, 2024 | 76.33% |
December 31, 2023 | 76.33% |
November 30, 2023 | 76.33% |
October 31, 2023 | 76.33% |
September 30, 2023 | 74.82% |
August 31, 2023 | 74.82% |
July 31, 2023 | 74.82% |
June 30, 2023 | 74.82% |
May 31, 2023 | 74.82% |
April 30, 2023 | 74.82% |
March 31, 2023 | 74.82% |
February 28, 2023 | 74.82% |
January 31, 2023 | 74.82% |
December 31, 2022 | 74.82% |
November 30, 2022 | 74.82% |
October 31, 2022 | 74.82% |
September 30, 2022 | 74.82% |
August 31, 2022 | 71.40% |
July 31, 2022 | 71.40% |
June 30, 2022 | 68.55% |
May 31, 2022 | 68.55% |
April 30, 2022 | 68.55% |
March 31, 2022 | 68.55% |
Date | Value |
---|---|
February 28, 2022 | 68.55% |
January 31, 2022 | 67.03% |
December 31, 2021 | 67.03% |
November 30, 2021 | 66.49% |
October 31, 2021 | 66.49% |
September 30, 2021 | 66.49% |
August 31, 2021 | 66.49% |
July 31, 2021 | 66.49% |
June 30, 2021 | 66.49% |
May 31, 2021 | 66.49% |
April 30, 2021 | 66.49% |
March 31, 2021 | 66.49% |
February 28, 2021 | 66.49% |
January 31, 2021 | 66.49% |
December 31, 2020 | 66.49% |
November 30, 2020 | 66.49% |
October 31, 2020 | 66.49% |
September 30, 2020 | 66.49% |
August 31, 2020 | 66.49% |
July 31, 2020 | 66.49% |
June 30, 2020 | 66.49% |
May 31, 2020 | 66.49% |
April 30, 2020 | 66.49% |
March 31, 2020 | 66.49% |
February 29, 2020 | 60.55% |
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
43.52%
Minimum
Apr 2019
76.33%
Maximum
Oct 2023
67.66%
Average
66.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
DaVita Inc | 51.10% |
Encompass Health Corp | 39.54% |
Surgery Partners Inc | 80.21% |
The Oncology Institute Inc | -- |
American Oncology Network Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -23.57 |
Beta (5Y) | 0.4871 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.35% |
Historical Sharpe Ratio (5Y) | -0.4489 |
Historical Sortino (5Y) | -0.6901 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.75% |