Premier Inc (PINC)
21.12
+0.09
(+0.43%)
USD |
NASDAQ |
Apr 24, 16:00
21.12
0.00 (0.00%)
After-Hours: 20:00
Premier Max Drawdown (5Y): 51.82% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 51.82% |
February 29, 2024 | 51.82% |
January 31, 2024 | 51.82% |
December 31, 2023 | 51.82% |
November 30, 2023 | 51.82% |
October 31, 2023 | 51.82% |
September 30, 2023 | 49.48% |
August 31, 2023 | 49.48% |
July 31, 2023 | 42.33% |
June 30, 2023 | 42.33% |
May 31, 2023 | 42.33% |
April 30, 2023 | 41.14% |
March 31, 2023 | 41.14% |
February 28, 2023 | 41.14% |
January 31, 2023 | 41.14% |
December 31, 2022 | 41.14% |
November 30, 2022 | 41.14% |
October 31, 2022 | 41.14% |
September 30, 2022 | 41.14% |
August 31, 2022 | 41.14% |
July 31, 2022 | 41.14% |
June 30, 2022 | 41.14% |
May 31, 2022 | 41.14% |
April 30, 2022 | 41.14% |
March 31, 2022 | 41.14% |
Date | Value |
---|---|
February 28, 2022 | 41.14% |
January 31, 2022 | 41.14% |
December 31, 2021 | 41.14% |
November 30, 2021 | 41.14% |
October 31, 2021 | 41.14% |
September 30, 2021 | 41.14% |
August 31, 2021 | 41.14% |
July 31, 2021 | 41.14% |
June 30, 2021 | 41.14% |
May 31, 2021 | 41.14% |
April 30, 2021 | 41.14% |
March 31, 2021 | 41.14% |
February 28, 2021 | 41.14% |
January 31, 2021 | 41.14% |
December 31, 2020 | 41.14% |
November 30, 2020 | 41.14% |
October 31, 2020 | 41.14% |
September 30, 2020 | 41.14% |
August 31, 2020 | 41.14% |
July 31, 2020 | 41.14% |
June 30, 2020 | 41.14% |
May 31, 2020 | 41.14% |
April 30, 2020 | 41.14% |
March 31, 2020 | 41.14% |
February 29, 2020 | 39.98% |
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
31.99%
Minimum
Apr 2019
51.82%
Maximum
Oct 2023
41.63%
Average
41.14%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
American Shared Hospital Services | 73.16% |
Novo Integrated Sciences Inc | 99.70% |
Astrana Health Inc | 77.25% |
Cryo-Cell International Inc | 76.33% |
P3 Health Partners Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.58 |
Beta (5Y) | 0.3782 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.49% |
Historical Sharpe Ratio (5Y) | -0.3392 |
Historical Sortino (5Y) | -0.481 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.25% |