Healthcare Services Group Inc (HCSG)
11.93
-0.26
(-2.13%)
USD |
NASDAQ |
Nov 14, 16:00
11.93
0.00 (0.00%)
After-Hours: 20:00
Healthcare Services Group Max Drawdown (5Y): 76.33% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 76.33% |
| September 30, 2024 | 76.33% |
| August 31, 2024 | 76.33% |
| July 31, 2024 | 76.33% |
| June 30, 2024 | 76.33% |
| May 31, 2024 | 76.33% |
| April 30, 2024 | 76.33% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
60.55%
Minimum
Nov 2019
76.33%
Maximum
Oct 2023
70.38%
Average
68.55%
Median
Feb 2022
Max Drawdown (5Y) Benchmarks
| DaVita Inc | 51.10% |
| Encompass Health Corp | 39.54% |
| Surgery Partners Inc | 80.21% |
| The Oncology Institute Inc | -- |
| Kindly MD Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.63 |
| Beta (5Y) | 0.526 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.99% |
| Historical Sharpe Ratio (5Y) | -0.4011 |
| Historical Sortino (5Y) | -0.6475 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.35% |