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If and when corruption is detected, the safest (and sometimes only) way to recover lost data is to restore from a backup. It's therefore a good practice to run DBCC CHECKDB at least often enough that should corruption be detected, your backup frequency and retention period will allow you to restore back to before the problem occurred. 

Databases that have not been checked with DBCC CHECKDB may not cause an alert even though CHECKDB did not run if DBCC CHECKFILEGROUP was run. There is no reliable way to differentiate between the two commands using DBCC LastKnownGood.

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