Ingredion Inc (INGR)
114.29
-0.96
(-0.83%)
USD |
NYSE |
May 03, 12:09
Ingredion Max Drawdown (5Y): 56.17% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 56.17% |
March 31, 2024 | 56.17% |
February 29, 2024 | 56.17% |
January 31, 2024 | 56.17% |
December 31, 2023 | 56.17% |
November 30, 2023 | 56.17% |
October 31, 2023 | 56.17% |
September 30, 2023 | 56.17% |
August 31, 2023 | 56.17% |
July 31, 2023 | 56.17% |
June 30, 2023 | 56.17% |
May 31, 2023 | 56.17% |
April 30, 2023 | 56.17% |
March 31, 2023 | 56.17% |
February 28, 2023 | 56.17% |
January 31, 2023 | 56.17% |
December 31, 2022 | 56.17% |
November 30, 2022 | 56.17% |
October 31, 2022 | 56.17% |
September 30, 2022 | 56.17% |
August 31, 2022 | 56.17% |
July 31, 2022 | 56.17% |
June 30, 2022 | 56.17% |
May 31, 2022 | 56.17% |
April 30, 2022 | 56.17% |
Date | Value |
---|---|
March 31, 2022 | 56.17% |
February 28, 2022 | 56.17% |
January 31, 2022 | 56.17% |
December 31, 2021 | 56.17% |
November 30, 2021 | 56.17% |
October 31, 2021 | 56.17% |
September 30, 2021 | 56.17% |
August 31, 2021 | 56.17% |
July 31, 2021 | 56.17% |
June 30, 2021 | 56.17% |
May 31, 2021 | 56.17% |
April 30, 2021 | 56.17% |
March 31, 2021 | 56.17% |
February 28, 2021 | 56.17% |
January 31, 2021 | 56.17% |
December 31, 2020 | 56.17% |
November 30, 2020 | 56.17% |
October 31, 2020 | 56.17% |
September 30, 2020 | 56.17% |
August 31, 2020 | 56.17% |
July 31, 2020 | 56.17% |
June 30, 2020 | 56.17% |
May 31, 2020 | 56.17% |
April 30, 2020 | 56.17% |
March 31, 2020 | 56.17% |
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
46.30%
Minimum
May 2019
56.17%
Maximum
Mar 2020
54.72%
Average
56.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Spectrum Brands Holdings Inc | 79.43% |
Kellanova Co | 34.42% |
Acme United Corp | 52.48% |
Flowers Foods Inc | 30.57% |
RegalWorks Media Inc | 94.63% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.090 |
Beta (5Y) | 0.8117 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.06% |
Historical Sharpe Ratio (5Y) | 0.2149 |
Historical Sortino (5Y) | 0.3074 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.72% |