ModivCare Inc (MODV)
24.82
+2.30
(+10.19%)
USD |
NASDAQ |
Apr 24, 16:00
24.82
0.00 (0.00%)
After-Hours: 17:32
ModivCare Max Drawdown (5Y): 88.85% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 88.85% |
| February 29, 2024 | 87.89% |
| January 31, 2024 | 87.46% |
| December 31, 2023 | 87.46% |
| November 30, 2023 | 87.46% |
| October 31, 2023 | 87.46% |
| September 30, 2023 | 86.93% |
| August 31, 2023 | 84.74% |
| July 31, 2023 | 79.26% |
| June 30, 2023 | 78.65% |
| May 31, 2023 | 78.64% |
| April 30, 2023 | 69.76% |
| March 31, 2023 | 63.51% |
| February 28, 2023 | 63.51% |
| January 31, 2023 | 63.51% |
| December 31, 2022 | 63.51% |
| November 30, 2022 | 63.39% |
| October 31, 2022 | 60.61% |
| September 30, 2022 | 60.61% |
| August 31, 2022 | 60.61% |
| July 31, 2022 | 60.61% |
| June 30, 2022 | 60.61% |
| May 31, 2022 | 54.76% |
| April 30, 2022 | 53.47% |
| March 31, 2022 | 53.47% |
| Date | Value |
|---|---|
| February 28, 2022 | 53.47% |
| January 31, 2022 | 47.07% |
| December 31, 2021 | 43.76% |
| November 30, 2021 | 43.76% |
| October 31, 2021 | 43.76% |
| September 30, 2021 | 43.76% |
| August 31, 2021 | 43.76% |
| July 31, 2021 | 43.76% |
| June 30, 2021 | 43.76% |
| May 31, 2021 | 43.76% |
| April 30, 2021 | 43.76% |
| March 31, 2021 | 43.76% |
| February 28, 2021 | 43.76% |
| January 31, 2021 | 43.76% |
| December 31, 2020 | 43.76% |
| November 30, 2020 | 43.76% |
| October 31, 2020 | 43.76% |
| September 30, 2020 | 43.76% |
| August 31, 2020 | 43.76% |
| July 31, 2020 | 43.76% |
| June 30, 2020 | 43.76% |
| May 31, 2020 | 43.76% |
| April 30, 2020 | 43.76% |
| March 31, 2020 | 43.76% |
| February 29, 2020 | 36.13% |
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
34.39%
Minimum
Apr 2019
88.85%
Maximum
Mar 2024
54.04%
Average
43.76%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Talkspace Inc | -- |
| Marpai Inc | -- |
| Select Medical Holdings Corp | 60.26% |
| Community Health Systems Inc | 96.57% |
| AirSculpt Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.56 |
| Beta (5Y) | 0.4379 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.15% |
| Historical Sharpe Ratio (5Y) | -0.3997 |
| Historical Sortino (5Y) | -0.6824 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.32% |