National Healthcare Corp (NHC)
128.40
-1.44
(-1.11%)
USD |
NYAM |
Nov 14, 12:15
National Healthcare Max Drawdown (5Y): 35.27% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 35.27% |
| September 30, 2024 | 35.27% |
| August 31, 2024 | 35.27% |
| July 31, 2024 | 35.27% |
| June 30, 2024 | 35.27% |
| May 31, 2024 | 35.27% |
| April 30, 2024 | 35.27% |
| March 31, 2024 | 35.27% |
| February 29, 2024 | 35.27% |
| January 31, 2024 | 35.27% |
| December 31, 2023 | 35.27% |
| November 30, 2023 | 35.27% |
| October 31, 2023 | 35.27% |
| September 30, 2023 | 35.27% |
| August 31, 2023 | 35.27% |
| July 31, 2023 | 35.27% |
| June 30, 2023 | 35.27% |
| May 31, 2023 | 35.27% |
| April 30, 2023 | 35.27% |
| March 31, 2023 | 35.27% |
| February 28, 2023 | 35.27% |
| January 31, 2023 | 35.27% |
| December 31, 2022 | 35.27% |
| November 30, 2022 | 35.27% |
| October 31, 2022 | 35.27% |
| Date | Value |
|---|---|
| September 30, 2022 | 35.27% |
| August 31, 2022 | 35.27% |
| July 31, 2022 | 35.27% |
| June 30, 2022 | 35.27% |
| May 31, 2022 | 35.27% |
| April 30, 2022 | 35.27% |
| March 31, 2022 | 35.27% |
| February 28, 2022 | 35.27% |
| January 31, 2022 | 35.27% |
| December 31, 2021 | 35.27% |
| November 30, 2021 | 35.27% |
| October 31, 2021 | 35.27% |
| September 30, 2021 | 35.27% |
| August 31, 2021 | 35.27% |
| July 31, 2021 | 35.27% |
| June 30, 2021 | 35.27% |
| May 31, 2021 | 35.27% |
| April 30, 2021 | 35.27% |
| March 31, 2021 | 35.27% |
| February 28, 2021 | 35.27% |
| January 31, 2021 | 35.27% |
| December 31, 2020 | 35.27% |
| November 30, 2020 | 35.27% |
| October 31, 2020 | 35.27% |
| September 30, 2020 | 35.27% |
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
23.85%
Minimum
Nov 2019
35.27%
Maximum
Mar 2020
34.50%
Average
35.27%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Sonida Senior Living Inc | 98.23% |
| Agilon Health Inc | -- |
| InnovAge Holding Corp | -- |
| Evolent Health Inc | 87.34% |
| Regional Health Properties Inc | 98.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.728 |
| Beta (5Y) | 0.415 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.72% |
| Historical Sharpe Ratio (5Y) | 0.2916 |
| Historical Sortino (5Y) | 0.5505 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.03% |