Surgery Partners Inc (SGRY)

20.94 -0.43 (-2.01%) USD  |  NASDAQ  |  Dec 27, 16:00
21.30 +0.36 (+1.72%) After-Hours: 20:00
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Surgery Partners Max Drawdown (5Y): 80.21% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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DaVita Inc 51.10%
Healthcare Services Group Inc 78.27%
Encompass Health Corp 39.54%
The Oncology Institute Inc --
Kindly MD Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -25.30
Beta (5Y) 2.581
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 74.11%
Historical Sharpe Ratio (5Y) 0.1238
Historical Sortino (5Y) 0.202
Monthly Value at Risk (VaR) 5% (5Y Lookback) 25.69%