Surgery Partners Inc (SGRY)
24.72
-0.78
(-3.08%)
USD |
NASDAQ |
Nov 14, 16:00
24.50
-0.22
(-0.89%)
After-Hours: 20:00
Surgery Partners Max Drawdown (5Y): 80.21% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 80.21% |
| September 30, 2024 | 80.21% |
| August 31, 2024 | 80.21% |
| July 31, 2024 | 80.21% |
| June 30, 2024 | 80.21% |
| May 31, 2024 | 80.21% |
| April 30, 2024 | 80.21% |
| March 31, 2024 | 80.21% |
| February 29, 2024 | 80.21% |
| January 31, 2024 | 80.21% |
| December 31, 2023 | 80.21% |
| November 30, 2023 | 80.21% |
| October 31, 2023 | 80.21% |
| September 30, 2023 | 80.21% |
| August 31, 2023 | 80.21% |
| July 31, 2023 | 80.21% |
| June 30, 2023 | 80.21% |
| May 31, 2023 | 80.21% |
| April 30, 2023 | 80.21% |
| March 31, 2023 | 80.21% |
| February 28, 2023 | 80.21% |
| January 31, 2023 | 80.21% |
| December 31, 2022 | 80.21% |
| November 30, 2022 | 80.21% |
| October 31, 2022 | 80.21% |
| Date | Value |
|---|---|
| September 30, 2022 | 80.21% |
| August 31, 2022 | 80.21% |
| July 31, 2022 | 80.21% |
| June 30, 2022 | 80.21% |
| May 31, 2022 | 80.21% |
| April 30, 2022 | 80.21% |
| March 31, 2022 | 80.21% |
| February 28, 2022 | 80.21% |
| January 31, 2022 | 80.21% |
| December 31, 2021 | 80.21% |
| November 30, 2021 | 80.21% |
| October 31, 2021 | 80.21% |
| September 30, 2021 | 80.21% |
| August 31, 2021 | 80.21% |
| July 31, 2021 | 80.21% |
| June 30, 2021 | 80.21% |
| May 31, 2021 | 80.21% |
| April 30, 2021 | 80.21% |
| March 31, 2021 | 80.21% |
| February 28, 2021 | 80.21% |
| January 31, 2021 | 80.21% |
| December 31, 2020 | 80.21% |
| November 30, 2020 | 80.21% |
| October 31, 2020 | 80.21% |
| September 30, 2020 | 80.21% |
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
76.66%
Minimum
Nov 2019
80.21%
Maximum
Mar 2020
79.97%
Average
80.21%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| DaVita Inc | 51.10% |
| Healthcare Services Group Inc | 76.33% |
| Encompass Health Corp | 39.54% |
| The Oncology Institute Inc | -- |
| Kindly MD Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.684 |
| Beta (5Y) | 2.764 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.59% |
| Historical Sharpe Ratio (5Y) | 0.3669 |
| Historical Sortino (5Y) | 0.5915 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.02% |