Phreesia Inc (PHR)
18.42
-0.04
(-0.22%)
USD |
NYSE |
Nov 05, 14:38
Phreesia Max Drawdown (5Y): 84.63% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 84.63% |
| September 30, 2024 | 84.63% |
| August 31, 2024 | 84.63% |
| July 31, 2024 | 84.63% |
| June 30, 2024 | 84.63% |
| May 31, 2024 | 84.63% |
| April 30, 2024 | 84.63% |
| March 31, 2024 | 84.63% |
| February 29, 2024 | 84.63% |
| January 31, 2024 | 84.63% |
| December 31, 2023 | 84.63% |
| November 30, 2023 | 84.63% |
| October 31, 2023 | 84.63% |
| September 30, 2023 | 82.98% |
| August 31, 2023 | 82.98% |
| July 31, 2023 | 82.98% |
| June 30, 2023 | 82.98% |
| May 31, 2023 | 82.98% |
| April 30, 2023 | 82.98% |
| March 31, 2023 | 82.98% |
| February 28, 2023 | 82.98% |
| January 31, 2023 | 82.98% |
| December 31, 2022 | 82.98% |
| November 30, 2022 | 82.98% |
| October 31, 2022 | 82.98% |
| Date | Value |
|---|---|
| September 30, 2022 | 82.98% |
| August 31, 2022 | 82.98% |
| July 31, 2022 | 82.98% |
| June 30, 2022 | 82.98% |
| May 31, 2022 | 82.98% |
| April 30, 2022 | 71.62% |
| March 31, 2022 | 70.85% |
| February 28, 2022 | 67.27% |
| January 31, 2022 | 65.45% |
| December 31, 2021 | 51.39% |
| November 30, 2021 | 51.39% |
| October 31, 2021 | 51.39% |
| September 30, 2021 | 51.39% |
| August 31, 2021 | 51.39% |
| July 31, 2021 | 51.39% |
| June 30, 2021 | 51.39% |
| May 31, 2021 | 51.39% |
| April 30, 2021 | 51.39% |
| March 31, 2021 | 51.39% |
| February 28, 2021 | 51.39% |
| January 31, 2021 | 51.39% |
| December 31, 2020 | 51.39% |
| November 30, 2020 | 51.39% |
| October 31, 2020 | 51.39% |
| September 30, 2020 | 51.39% |
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
21.92%
Minimum
Nov 2019
84.63%
Maximum
Oct 2023
66.74%
Average
77.30%
Median
Max Drawdown (5Y) Benchmarks
| American Shared Hospital Services | 73.16% |
| Novo Integrated Sciences Inc | 99.79% |
| Astrana Health Inc | 77.25% |
| Cryo-Cell International Inc | 76.33% |
| P3 Health Partners Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.76 |
| Beta (5Y) | 0.9451 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.40% |
| Historical Sharpe Ratio (5Y) | -0.1795 |
| Historical Sortino (5Y) | -0.2952 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.10% |