Surgery Partners, Inc. (SGRY)
13.88
+0.24
(+1.76%)
USD |
NASDAQ |
Oct 09, 16:00
13.88
0.00 (0.00%)
After-Hours: 20:00
Surgery Partners Max Drawdown (5Y) : 82.86% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 82.86% |
| August 31, 2026 | 82.86% |
| July 31, 2026 | 82.86% |
| June 30, 2026 | 82.86% |
| May 31, 2026 | 82.86% |
| April 30, 2026 | 82.86% |
| March 31, 2026 | 82.86% |
| February 28, 2026 | 79.97% |
| January 31, 2026 | 78.40% |
| December 31, 2025 | 77.54% |
| November 30, 2025 | 77.54% |
| October 31, 2025 | 71.22% |
| September 30, 2025 | 71.22% |
| August 31, 2025 | 71.22% |
| July 31, 2025 | 71.22% |
| June 30, 2025 | 71.22% |
| May 31, 2025 | 70.75% |
| April 30, 2025 | 70.75% |
| March 31, 2025 | 79.70% |
| February 28, 2025 | 80.21% |
| January 31, 2025 | 80.21% |
| December 31, 2024 | 80.21% |
| November 30, 2024 | 80.21% |
| October 31, 2024 | 80.21% |
| September 30, 2024 | 80.21% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 80.21% |
| August 31, 2022 | 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Community Health Systems, Inc. | 87.69% |
| Tenet Healthcare Corp. | 58.88% |
| Universal Health Services, Inc. | 44.89% |
| HCA Healthcare, Inc. | 39.49% |
| Pediatrix Medical Group, Inc. | 80.74% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -42.85 |
| Beta (5Y) | 1.905 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.98% |
| Historical Sharpe Ratio (5Y) | -0.4759 |
| Historical Sortino (5Y) | -0.832 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.39% |