Cal-Maine Foods Inc (CALM)
56.82
-0.14
(-0.25%)
USD |
NASDAQ |
May 07, 11:04
Cal-Maine Foods Max Drawdown (5Y): 47.88% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 47.88% |
March 31, 2024 | 47.88% |
February 29, 2024 | 47.88% |
January 31, 2024 | 47.88% |
December 31, 2023 | 47.88% |
November 30, 2023 | 47.88% |
October 31, 2023 | 47.88% |
September 30, 2023 | 47.88% |
August 31, 2023 | 47.88% |
July 31, 2023 | 47.88% |
June 30, 2023 | 47.88% |
May 31, 2023 | 47.88% |
April 30, 2023 | 47.88% |
March 31, 2023 | 47.88% |
February 28, 2023 | 47.88% |
January 31, 2023 | 47.88% |
December 31, 2022 | 47.88% |
November 30, 2022 | 47.88% |
October 31, 2022 | 47.88% |
September 30, 2022 | 47.88% |
August 31, 2022 | 47.88% |
July 31, 2022 | 47.88% |
June 30, 2022 | 47.88% |
May 31, 2022 | 47.88% |
April 30, 2022 | 47.88% |
Date | Value |
---|---|
March 31, 2022 | 47.88% |
February 28, 2022 | 47.88% |
January 31, 2022 | 47.88% |
December 31, 2021 | 47.88% |
November 30, 2021 | 47.88% |
October 31, 2021 | 47.88% |
September 30, 2021 | 47.88% |
August 31, 2021 | 47.88% |
July 31, 2021 | 47.88% |
June 30, 2021 | 47.88% |
May 31, 2021 | 47.88% |
April 30, 2021 | 47.88% |
March 31, 2021 | 47.88% |
February 28, 2021 | 47.88% |
January 31, 2021 | 47.88% |
December 31, 2020 | 47.88% |
November 30, 2020 | 47.88% |
October 31, 2020 | 47.88% |
September 30, 2020 | 47.88% |
August 31, 2020 | 47.88% |
July 31, 2020 | 47.88% |
June 30, 2020 | 47.88% |
May 31, 2020 | 47.88% |
April 30, 2020 | 47.88% |
March 31, 2020 | 47.88% |
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
43.20%
Minimum
May 2019
47.88%
Maximum
Mar 2020
47.10%
Average
47.88%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Global Seafood Technologies Inc | 97.90% |
Alico Inc | 53.78% |
S&W Seed Co | 90.56% |
Limoneira Co | 65.82% |
AquaBounty Technologies Inc | 99.36% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 7.291 |
Beta (5Y) | -0.0245 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.09% |
Historical Sharpe Ratio (5Y) | 0.269 |
Historical Sortino (5Y) | 0.4697 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.62% |