MGP Ingredients Inc (MGPI)
83.80
+1.58
(+1.92%)
USD |
NASDAQ |
May 09, 16:00
83.70
-0.09
(-0.11%)
After-Hours: 20:00
MGP Ingredients Max Drawdown (5Y): 76.52% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 76.52% |
March 31, 2024 | 76.52% |
February 29, 2024 | 76.52% |
January 31, 2024 | 76.52% |
December 31, 2023 | 76.52% |
November 30, 2023 | 76.52% |
October 31, 2023 | 76.52% |
September 30, 2023 | 76.52% |
August 31, 2023 | 76.52% |
July 31, 2023 | 76.52% |
June 30, 2023 | 76.52% |
May 31, 2023 | 76.52% |
April 30, 2023 | 76.52% |
March 31, 2023 | 76.52% |
February 28, 2023 | 76.52% |
January 31, 2023 | 76.52% |
December 31, 2022 | 76.52% |
November 30, 2022 | 76.52% |
October 31, 2022 | 76.52% |
September 30, 2022 | 76.52% |
August 31, 2022 | 76.52% |
July 31, 2022 | 76.52% |
June 30, 2022 | 76.52% |
May 31, 2022 | 76.52% |
April 30, 2022 | 76.52% |
Date | Value |
---|---|
March 31, 2022 | 76.52% |
February 28, 2022 | 76.52% |
January 31, 2022 | 76.52% |
December 31, 2021 | 76.52% |
November 30, 2021 | 76.52% |
October 31, 2021 | 76.52% |
September 30, 2021 | 76.52% |
August 31, 2021 | 76.52% |
July 31, 2021 | 76.52% |
June 30, 2021 | 76.52% |
May 31, 2021 | 76.52% |
April 30, 2021 | 76.52% |
March 31, 2021 | 76.52% |
February 28, 2021 | 76.52% |
January 31, 2021 | 76.52% |
December 31, 2020 | 76.52% |
November 30, 2020 | 76.52% |
October 31, 2020 | 76.52% |
September 30, 2020 | 76.52% |
August 31, 2020 | 76.52% |
July 31, 2020 | 76.52% |
June 30, 2020 | 76.52% |
May 31, 2020 | 76.52% |
April 30, 2020 | 76.52% |
March 31, 2020 | 76.52% |
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
43.88%
Minimum
May 2019
76.52%
Maximum
Mar 2020
72.89%
Average
76.52%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Constellation Brands Inc | 53.52% |
Keurig Dr Pepper Inc | 36.87% |
Boston Beer Co Inc | 78.96% |
The Vita Coco Co Inc | -- |
Molson Coors Beverage Co | 67.73% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.94 |
Beta (5Y) | 0.7546 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.40% |
Historical Sharpe Ratio (5Y) | -0.0875 |
Historical Sortino (5Y) | -0.1379 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.81% |