HealthEquity Inc (HQY)
77.35
-0.21
(-0.27%)
USD |
NASDAQ |
May 10, 16:00
77.35
0.00 (0.00%)
After-Hours: 20:00
HealthEquity Max Drawdown (5Y): 60.65% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 59.64% |
July 31, 2020 | 59.64% |
June 30, 2020 | 59.64% |
May 31, 2020 | 59.64% |
April 30, 2020 | 59.64% |
March 31, 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
May 2019
60.65%
Maximum
Dec 2021
59.29%
Average
59.64%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
HealthStream Inc | 42.70% |
Accolade Inc | -- |
Trxade Health Inc | 97.37% |
Simulations Plus Inc | 62.25% |
Schrodinger Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.102 |
Beta (5Y) | 0.5519 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.03% |
Historical Sharpe Ratio (5Y) | 0.0228 |
Historical Sortino (5Y) | 0.0332 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.09% |