National Healthcare Corp (NHC)
125.85
+2.51
(+2.04%)
USD |
NYAM |
Nov 21, 16:00
125.40
-0.44
(-0.35%)
After-Hours: 20:00
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
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.728 |
Beta (5Y) | 0.4150 |
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% |