HealthStream Inc (HSTM)
32.19
+0.37
(+1.16%)
USD |
NASDAQ |
Nov 22, 16:00
32.18
0.00 (0.00%)
After-Hours: 20:00
HealthStream Max Drawdown (5Y): 42.70% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 42.70% |
| September 30, 2024 | 42.70% |
| August 31, 2024 | 42.70% |
| July 31, 2024 | 42.70% |
| June 30, 2024 | 42.70% |
| May 31, 2024 | 42.70% |
| April 30, 2024 | 42.70% |
| March 31, 2024 | 42.70% |
| February 29, 2024 | 42.70% |
| January 31, 2024 | 42.70% |
| December 31, 2023 | 42.70% |
| November 30, 2023 | 42.70% |
| October 31, 2023 | 42.70% |
| September 30, 2023 | 42.70% |
| August 31, 2023 | 42.70% |
| July 31, 2023 | 42.70% |
| June 30, 2023 | 42.70% |
| May 31, 2023 | 42.70% |
| April 30, 2023 | 42.70% |
| March 31, 2023 | 42.70% |
| February 28, 2023 | 42.70% |
| January 31, 2023 | 44.25% |
| December 31, 2022 | 44.25% |
| November 30, 2022 | 44.25% |
| October 31, 2022 | 44.25% |
| Date | Value |
|---|---|
| September 30, 2022 | 44.25% |
| August 31, 2022 | 44.25% |
| July 31, 2022 | 44.25% |
| June 30, 2022 | 44.25% |
| May 31, 2022 | 44.25% |
| April 30, 2022 | 44.25% |
| March 31, 2022 | 44.25% |
| February 28, 2022 | 44.25% |
| January 31, 2022 | 44.25% |
| December 31, 2021 | 45.64% |
| November 30, 2021 | 45.64% |
| October 31, 2021 | 45.64% |
| September 30, 2021 | 45.64% |
| August 31, 2021 | 45.64% |
| July 31, 2021 | 45.64% |
| June 30, 2021 | 45.64% |
| May 31, 2021 | 45.64% |
| April 30, 2021 | 45.64% |
| March 31, 2021 | 46.35% |
| February 28, 2021 | 50.71% |
| January 31, 2021 | 51.70% |
| December 31, 2020 | 53.88% |
| November 30, 2020 | 53.88% |
| October 31, 2020 | 53.88% |
| September 30, 2020 | 53.88% |
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
42.70%
Minimum
Feb 2023
53.88%
Maximum
Nov 2019
46.43%
Average
44.25%
Median
Jan 2022
Max Drawdown (5Y) Benchmarks
| HealthEquity Inc | 60.65% |
| Accolade Inc | -- |
| Scienture Holdings Inc | 97.37% |
| Simulations Plus Inc | 69.01% |
| Schrodinger Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.949 |
| Beta (5Y) | 0.3528 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.79% |
| Historical Sharpe Ratio (5Y) | -0.0521 |
| Historical Sortino (5Y) | -0.0977 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.13% |