Tenet Healthcare Corp (THC)

129.46 +3.76 (+2.99%) USD  |  NYSE  |  Dec 20, 16:00
130.30 +0.84 (+0.65%) Pre-Market: 20:00
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Tenet Healthcare Max Drawdown (5Y): 81.89% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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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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HCA Healthcare Inc 54.74%
Community Health Systems Inc 95.43%
Universal Health Services Inc 56.30%
Acadia Healthcare Co Inc 85.80%
Nutex Health Inc 99.93%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 4.760
Beta (5Y) 2.060
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 56.59%
Historical Sharpe Ratio (5Y) 0.5702
Historical Sortino (5Y) 0.8578
Monthly Value at Risk (VaR) 5% (5Y Lookback) 20.33%