Select Medical Holdings Corp (SEM)
26.36
-0.27
(-1.01%)
USD |
NYSE |
Apr 18, 10:50
Select Medical Holdings Max Drawdown (5Y): 60.26% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 60.26% |
February 29, 2024 | 60.26% |
January 31, 2024 | 60.26% |
December 31, 2023 | 60.26% |
November 30, 2023 | 60.26% |
October 31, 2023 | 60.26% |
September 30, 2023 | 60.26% |
August 31, 2023 | 60.26% |
July 31, 2023 | 60.26% |
June 30, 2023 | 60.26% |
May 31, 2023 | 60.26% |
April 30, 2023 | 60.26% |
March 31, 2023 | 60.26% |
February 28, 2023 | 60.26% |
January 31, 2023 | 60.26% |
December 31, 2022 | 60.26% |
November 30, 2022 | 60.26% |
October 31, 2022 | 60.26% |
September 30, 2022 | 60.26% |
August 31, 2022 | 60.26% |
July 31, 2022 | 60.26% |
June 30, 2022 | 60.26% |
May 31, 2022 | 60.26% |
April 30, 2022 | 60.26% |
March 31, 2022 | 60.26% |
Date | Value |
---|---|
February 28, 2022 | 60.26% |
January 31, 2022 | 60.26% |
December 31, 2021 | 60.26% |
November 30, 2021 | 60.26% |
October 31, 2021 | 60.26% |
September 30, 2021 | 60.26% |
August 31, 2021 | 60.26% |
July 31, 2021 | 60.26% |
June 30, 2021 | 60.26% |
May 31, 2021 | 60.26% |
April 30, 2021 | 60.26% |
March 31, 2021 | 60.26% |
February 28, 2021 | 60.26% |
January 31, 2021 | 60.26% |
December 31, 2020 | 60.26% |
November 30, 2020 | 60.26% |
October 31, 2020 | 60.26% |
September 30, 2020 | 60.26% |
August 31, 2020 | 60.26% |
July 31, 2020 | 60.26% |
June 30, 2020 | 60.26% |
May 31, 2020 | 60.26% |
April 30, 2020 | 60.26% |
March 31, 2020 | 60.26% |
February 29, 2020 | 55.78% |
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
55.78%
Minimum
Apr 2019
60.26%
Maximum
Mar 2020
59.44%
Average
60.26%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Community Health Systems Inc | 96.57% |
Acadia Healthcare Co Inc | 85.80% |
Tenet Healthcare Corp | 81.89% |
Universal Health Services Inc | 56.30% |
HCA Healthcare Inc | 54.74% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.194 |
Beta (5Y) | 1.371 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.26% |
Historical Sharpe Ratio (5Y) | 0.3715 |
Historical Sortino (5Y) | 0.5076 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.88% |