HealthEquity Inc (HQY)
96.81
+2.01
(+2.12%)
USD |
NASDAQ |
Nov 14, 13:06
HealthEquity Max Drawdown (5Y): 60.65% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 60.65% |
| September 30, 2024 | 60.65% |
| August 31, 2024 | 60.65% |
| July 31, 2024 | 60.65% |
| June 30, 2024 | 60.65% |
| May 31, 2024 | 60.65% |
| April 30, 2024 | 60.65% |
| March 31, 2024 | 60.65% |
| February 29, 2024 | 60.65% |
| January 31, 2024 | 60.65% |
| December 31, 2023 | 60.65% |
| November 30, 2023 | 60.65% |
| October 31, 2023 | 60.65% |
| September 30, 2023 | 60.65% |
| August 31, 2023 | 60.65% |
| July 31, 2023 | 60.65% |
| June 30, 2023 | 60.65% |
| May 31, 2023 | 60.65% |
| April 30, 2023 | 60.65% |
| March 31, 2023 | 60.65% |
| February 28, 2023 | 60.65% |
| January 31, 2023 | 60.65% |
| December 31, 2022 | 60.65% |
| November 30, 2022 | 60.65% |
| October 31, 2022 | 60.65% |
| Date | Value |
|---|---|
| September 30, 2022 | 60.65% |
| August 31, 2022 | 60.65% |
| July 31, 2022 | 60.65% |
| June 30, 2022 | 60.65% |
| May 31, 2022 | 60.65% |
| April 30, 2022 | 60.65% |
| March 31, 2022 | 60.65% |
| February 28, 2022 | 60.65% |
| January 31, 2022 | 60.65% |
| December 31, 2021 | 60.65% |
| November 30, 2021 | 59.64% |
| October 31, 2021 | 59.64% |
| September 30, 2021 | 59.64% |
| August 31, 2021 | 59.64% |
| July 31, 2021 | 59.64% |
| June 30, 2021 | 59.64% |
| May 31, 2021 | 59.64% |
| April 30, 2021 | 59.64% |
| March 31, 2021 | 59.64% |
| February 28, 2021 | 59.64% |
| January 31, 2021 | 59.64% |
| December 31, 2020 | 59.64% |
| November 30, 2020 | 59.64% |
| October 31, 2020 | 59.64% |
| September 30, 2020 | 59.64% |
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
54.61%
Minimum
Nov 2019
60.65%
Maximum
Dec 2021
59.89%
Average
60.65%
Median
Dec 2021
Max Drawdown (5Y) Benchmarks
| HealthStream Inc | 42.70% |
| Accolade Inc | -- |
| Scienture Holdings Inc | 97.37% |
| Simulations Plus Inc | 69.01% |
| Schrodinger Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.5787 |
| Beta (5Y) | 0.5174 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.53% |
| Historical Sharpe Ratio (5Y) | 0.1401 |
| Historical Sortino (5Y) | 0.201 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.38% |