Option Care Health Inc (OPCH)
22.50
+0.62
(+2.86%)
USD |
NASDAQ |
Nov 21, 16:00
22.50
0.00 (0.00%)
After-Hours: 18:34
Option Care Health Max Drawdown (5Y): 65.87% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.87% |
| September 30, 2024 | 65.87% |
| August 31, 2024 | 65.87% |
| July 31, 2024 | 65.87% |
| June 30, 2024 | 65.87% |
| May 31, 2024 | 65.87% |
| April 30, 2024 | 70.55% |
| March 31, 2024 | 76.73% |
| February 29, 2024 | 77.78% |
| January 31, 2024 | 81.17% |
| December 31, 2023 | 81.17% |
| November 30, 2023 | 81.17% |
| October 31, 2023 | 81.17% |
| September 30, 2023 | 81.17% |
| August 31, 2023 | 81.17% |
| July 31, 2023 | 81.17% |
| June 30, 2023 | 81.17% |
| May 31, 2023 | 81.17% |
| April 30, 2023 | 81.17% |
| March 31, 2023 | 85.39% |
| February 28, 2023 | 85.45% |
| January 31, 2023 | 86.30% |
| December 31, 2022 | 86.59% |
| November 30, 2022 | 86.59% |
| October 31, 2022 | 86.59% |
| Date | Value |
|---|---|
| September 30, 2022 | 86.59% |
| August 31, 2022 | 88.91% |
| July 31, 2022 | 88.91% |
| June 30, 2022 | 88.91% |
| May 31, 2022 | 88.91% |
| April 30, 2022 | 88.91% |
| March 31, 2022 | 88.91% |
| February 28, 2022 | 91.12% |
| January 31, 2022 | 91.87% |
| December 31, 2021 | 91.87% |
| November 30, 2021 | 91.87% |
| October 31, 2021 | 92.69% |
| September 30, 2021 | 94.08% |
| August 31, 2021 | 94.08% |
| July 31, 2021 | 94.08% |
| June 30, 2021 | 94.08% |
| May 31, 2021 | 94.08% |
| April 30, 2021 | 94.08% |
| March 31, 2021 | 94.08% |
| February 28, 2021 | 94.08% |
| January 31, 2021 | 94.08% |
| December 31, 2020 | 94.08% |
| November 30, 2020 | 94.08% |
| October 31, 2020 | 94.08% |
| September 30, 2020 | 94.08% |
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
65.87%
Minimum
May 2024
94.08%
Maximum
Nov 2019
86.54%
Average
88.91%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| Regional Health Properties Inc | 98.40% |
| Amedisys Inc | 77.79% |
| Addus HomeCare Corp | 53.38% |
| OptimizeRx Corp | 94.67% |
| Health Catalyst Inc | 90.65% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.179 |
| Beta (5Y) | 1.320 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.60% |
| Historical Sharpe Ratio (5Y) | 0.1724 |
| Historical Sortino (5Y) | 0.2657 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.19% |