US Physical Therapy Inc (USPH)
97.60
+0.66
(+0.68%)
USD |
NYSE |
Nov 22, 12:21
US Physical Therapy Max Drawdown (5Y): 67.20% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 67.20% |
September 30, 2024 | 67.20% |
August 31, 2024 | 67.20% |
July 31, 2024 | 67.20% |
June 30, 2024 | 67.20% |
May 31, 2024 | 67.20% |
April 30, 2024 | 67.20% |
March 31, 2024 | 67.20% |
February 29, 2024 | 67.20% |
January 31, 2024 | 67.20% |
December 31, 2023 | 67.20% |
November 30, 2023 | 67.20% |
October 31, 2023 | 67.20% |
September 30, 2023 | 67.20% |
August 31, 2023 | 67.20% |
July 31, 2023 | 67.20% |
June 30, 2023 | 67.20% |
May 31, 2023 | 67.20% |
April 30, 2023 | 67.20% |
March 31, 2023 | 67.20% |
February 28, 2023 | 67.20% |
January 31, 2023 | 67.20% |
December 31, 2022 | 67.20% |
November 30, 2022 | 67.20% |
October 31, 2022 | 67.20% |
Date | Value |
---|---|
September 30, 2022 | 67.20% |
August 31, 2022 | 67.20% |
July 31, 2022 | 67.20% |
June 30, 2022 | 67.20% |
May 31, 2022 | 67.20% |
April 30, 2022 | 67.20% |
March 31, 2022 | 67.20% |
February 28, 2022 | 67.20% |
January 31, 2022 | 67.20% |
December 31, 2021 | 67.20% |
November 30, 2021 | 67.20% |
October 31, 2021 | 67.20% |
September 30, 2021 | 67.20% |
August 31, 2021 | 67.20% |
July 31, 2021 | 67.20% |
June 30, 2021 | 67.20% |
May 31, 2021 | 67.20% |
April 30, 2021 | 67.20% |
March 31, 2021 | 67.20% |
February 28, 2021 | 67.20% |
January 31, 2021 | 67.20% |
December 31, 2020 | 67.20% |
November 30, 2020 | 67.20% |
October 31, 2020 | 67.20% |
September 30, 2020 | 67.20% |
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
26.36%
Minimum
Nov 2019
67.20%
Maximum
Mar 2020
64.52%
Average
67.20%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -29.75 |
Beta (5Y) | 1.386 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.02% |
Historical Sharpe Ratio (5Y) | -0.2964 |
Historical Sortino (5Y) | -0.3576 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.45% |