Option Care Health Inc (OPCH)
29.78
-0.06
(-0.20%)
USD |
NASDAQ |
May 17, 16:00
29.77
-0.01
(-0.03%)
After-Hours: 20:00
Option Care Health Max Drawdown (5Y): 70.55% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 70.55% |
| March 31, 2024 | 76.73% |
| February 29, 2024 | 77.78% |
| January 31, 2024 | 81.17% |
| December 31, 2023 | 81.17% |
| November 30, 2023 | 81.17% |
| October 31, 2023 | 81.17% |
| September 30, 2023 | 81.17% |
| August 31, 2023 | 81.17% |
| July 31, 2023 | 81.17% |
| June 30, 2023 | 81.17% |
| May 31, 2023 | 81.17% |
| April 30, 2023 | 81.17% |
| March 31, 2023 | 85.39% |
| February 28, 2023 | 85.45% |
| January 31, 2023 | 86.30% |
| December 31, 2022 | 86.59% |
| November 30, 2022 | 86.59% |
| October 31, 2022 | 86.59% |
| September 30, 2022 | 86.59% |
| August 31, 2022 | 88.91% |
| July 31, 2022 | 88.91% |
| June 30, 2022 | 88.91% |
| May 31, 2022 | 88.91% |
| April 30, 2022 | 88.91% |
| Date | Value |
|---|---|
| March 31, 2022 | 88.91% |
| February 28, 2022 | 91.12% |
| January 31, 2022 | 91.87% |
| December 31, 2021 | 91.87% |
| November 30, 2021 | 91.87% |
| October 31, 2021 | 92.69% |
| September 30, 2021 | 94.08% |
| August 31, 2021 | 94.08% |
| July 31, 2021 | 94.08% |
| June 30, 2021 | 94.08% |
| May 31, 2021 | 94.08% |
| April 30, 2021 | 94.08% |
| March 31, 2021 | 94.08% |
| February 28, 2021 | 94.08% |
| January 31, 2021 | 94.08% |
| December 31, 2020 | 94.08% |
| November 30, 2020 | 94.08% |
| October 31, 2020 | 94.08% |
| September 30, 2020 | 94.08% |
| August 31, 2020 | 94.08% |
| July 31, 2020 | 94.08% |
| June 30, 2020 | 94.08% |
| May 31, 2020 | 94.08% |
| April 30, 2020 | 94.08% |
| March 31, 2020 | 94.08% |
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
70.55%
Minimum
Apr 2024
94.08%
Maximum
May 2019
89.36%
Average
92.28%
Median
Max Drawdown (5Y) Benchmarks
| Addus HomeCare Corp | 53.38% |
| Regional Health Properties Inc | 98.40% |
| Amedisys Inc | 77.79% |
| OptimizeRx Corp | 92.80% |
| Health Catalyst Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 15.10 |
| Beta (5Y) | 1.263 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.28% |
| Historical Sharpe Ratio (5Y) | 0.6172 |
| Historical Sortino (5Y) | 0.9657 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.30% |