Tenet Healthcare Corp (THC)
147.88
-3.96
(-2.61%)
USD |
NYSE |
Nov 21, 16:00
147.00
-0.88
(-0.60%)
After-Hours: 20:00
Tenet Healthcare Max Drawdown (5Y): 81.89% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 81.89% |
September 30, 2024 | 81.89% |
August 31, 2024 | 81.89% |
July 31, 2024 | 81.89% |
June 30, 2024 | 81.89% |
May 31, 2024 | 81.89% |
April 30, 2024 | 81.89% |
March 31, 2024 | 81.89% |
February 29, 2024 | 81.89% |
January 31, 2024 | 81.89% |
December 31, 2023 | 81.89% |
November 30, 2023 | 81.89% |
October 31, 2023 | 81.89% |
September 30, 2023 | 81.89% |
August 31, 2023 | 81.89% |
July 31, 2023 | 81.89% |
June 30, 2023 | 81.89% |
May 31, 2023 | 81.89% |
April 30, 2023 | 81.89% |
March 31, 2023 | 81.89% |
February 28, 2023 | 81.89% |
January 31, 2023 | 81.89% |
December 31, 2022 | 81.89% |
November 30, 2022 | 81.89% |
October 31, 2022 | 81.89% |
Date | Value |
---|---|
September 30, 2022 | 81.89% |
August 31, 2022 | 81.89% |
July 31, 2022 | 81.89% |
June 30, 2022 | 81.89% |
May 31, 2022 | 81.89% |
April 30, 2022 | 81.89% |
March 31, 2022 | 81.89% |
February 28, 2022 | 81.89% |
January 31, 2022 | 81.89% |
December 31, 2021 | 81.89% |
November 30, 2021 | 81.89% |
October 31, 2021 | 81.89% |
September 30, 2021 | 81.89% |
August 31, 2021 | 81.89% |
July 31, 2021 | 81.89% |
June 30, 2021 | 81.89% |
May 31, 2021 | 81.89% |
April 30, 2021 | 81.89% |
March 31, 2021 | 81.89% |
February 28, 2021 | 81.89% |
January 31, 2021 | 81.89% |
December 31, 2020 | 81.89% |
November 30, 2020 | 81.89% |
October 31, 2020 | 81.89% |
September 30, 2020 | 81.89% |
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
80.01%
Minimum
Nov 2019
81.89%
Maximum
Mar 2020
81.76%
Average
81.89%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Universal Health Services Inc | 56.30% |
HCA Healthcare Inc | 54.74% |
Community Health Systems Inc | 95.43% |
Acadia Healthcare Co Inc | 85.80% |
Encompass Health Corp | 39.54% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 13.59 |
Beta (5Y) | 2.146 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.69% |
Historical Sharpe Ratio (5Y) | 0.7284 |
Historical Sortino (5Y) | 1.101 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.33% |