ModivCare Inc (MODV)
16.47
-0.37
(-2.20%)
USD |
NASDAQ |
Nov 14, 12:23
ModivCare Max Drawdown (5Y): 94.46% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 94.46% |
| September 30, 2024 | 94.46% |
| August 31, 2024 | 90.73% |
| July 31, 2024 | 90.43% |
| June 30, 2024 | 90.43% |
| May 31, 2024 | 90.43% |
| April 30, 2024 | 90.43% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
36.13%
Minimum
Nov 2019
94.46%
Maximum
Sep 2024
60.60%
Average
54.11%
Median
Max Drawdown (5Y) Benchmarks
| Talkspace Inc | -- |
| Marpai Inc | -- |
| CVS Health Corp | 48.26% |
| Humana Inc | 57.32% |
| Regional Health Properties Inc | 98.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.64 |
| Beta (5Y) | 0.4845 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.70% |
| Historical Sharpe Ratio (5Y) | -0.442 |
| Historical Sortino (5Y) | -0.6804 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.34% |