Addus HomeCare Corp (ADUS)
110.59
+0.30
(+0.27%)
USD |
NASDAQ |
May 17, 16:00
110.59
0.00 (0.00%)
After-Hours: 20:00
Addus HomeCare Max Drawdown (5Y): 53.38% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 53.38% |
March 31, 2024 | 53.38% |
February 29, 2024 | 53.38% |
January 31, 2024 | 53.38% |
December 31, 2023 | 53.38% |
November 30, 2023 | 53.38% |
October 31, 2023 | 53.38% |
September 30, 2023 | 53.38% |
August 31, 2023 | 53.38% |
July 31, 2023 | 53.38% |
June 30, 2023 | 53.38% |
May 31, 2023 | 53.38% |
April 30, 2023 | 53.38% |
March 31, 2023 | 53.38% |
February 28, 2023 | 53.38% |
January 31, 2023 | 53.38% |
December 31, 2022 | 53.38% |
November 30, 2022 | 53.38% |
October 31, 2022 | 53.38% |
September 30, 2022 | 53.38% |
August 31, 2022 | 53.38% |
July 31, 2022 | 53.38% |
June 30, 2022 | 53.38% |
May 31, 2022 | 53.38% |
April 30, 2022 | 53.38% |
Date | Value |
---|---|
March 31, 2022 | 53.38% |
February 28, 2022 | 53.38% |
January 31, 2022 | 53.38% |
December 31, 2021 | 53.38% |
November 30, 2021 | 53.38% |
October 31, 2021 | 53.38% |
September 30, 2021 | 53.38% |
August 31, 2021 | 53.38% |
July 31, 2021 | 53.38% |
June 30, 2021 | 53.38% |
May 31, 2021 | 53.38% |
April 30, 2021 | 53.38% |
March 31, 2021 | 53.38% |
February 28, 2021 | 53.38% |
January 31, 2021 | 53.38% |
December 31, 2020 | 54.20% |
November 30, 2020 | 54.20% |
October 31, 2020 | 54.20% |
September 30, 2020 | 54.20% |
August 31, 2020 | 54.20% |
July 31, 2020 | 54.20% |
June 30, 2020 | 54.20% |
May 31, 2020 | 54.20% |
April 30, 2020 | 54.20% |
March 31, 2020 | 54.20% |
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
53.38%
Minimum
Jan 2021
54.20%
Maximum
May 2019
53.65%
Average
53.38%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
Option Care Health Inc | 70.55% |
Chemed Corp | 30.63% |
Humana Inc | 45.72% |
Regional Health Properties Inc | 98.40% |
Amedisys Inc | 77.79% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.539 |
Beta (5Y) | 0.9598 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.75% |
Historical Sharpe Ratio (5Y) | 0.1366 |
Historical Sortino (5Y) | 0.2069 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.00% |