Sprouts Farmers Market Inc (SFM)
74.98
+1.30
(+1.76%)
USD |
NASDAQ |
May 06, 16:00
74.98
0.00 (0.00%)
After-Hours: 16:27
Sprouts Farmers Market Max Drawdown (5Y): 58.62% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 58.62% |
| March 31, 2024 | 58.62% |
| February 29, 2024 | 58.62% |
| January 31, 2024 | 58.62% |
| December 31, 2023 | 58.62% |
| November 30, 2023 | 58.62% |
| October 31, 2023 | 58.62% |
| September 30, 2023 | 58.62% |
| August 31, 2023 | 58.62% |
| July 31, 2023 | 58.62% |
| June 30, 2023 | 58.62% |
| May 31, 2023 | 58.62% |
| April 30, 2023 | 58.62% |
| March 31, 2023 | 58.62% |
| February 28, 2023 | 58.62% |
| January 31, 2023 | 58.62% |
| December 31, 2022 | 58.62% |
| November 30, 2022 | 58.62% |
| October 31, 2022 | 58.62% |
| September 30, 2022 | 58.62% |
| August 31, 2022 | 58.83% |
| July 31, 2022 | 63.49% |
| June 30, 2022 | 63.49% |
| May 31, 2022 | 63.49% |
| April 30, 2022 | 63.49% |
| Date | Value |
|---|---|
| March 31, 2022 | 63.49% |
| February 28, 2022 | 63.49% |
| January 31, 2022 | 63.49% |
| December 31, 2021 | 64.10% |
| November 30, 2021 | 64.10% |
| October 31, 2021 | 64.10% |
| September 30, 2021 | 64.10% |
| August 31, 2021 | 64.10% |
| July 31, 2021 | 64.10% |
| June 30, 2021 | 64.10% |
| May 31, 2021 | 64.10% |
| April 30, 2021 | 64.10% |
| March 31, 2021 | 64.10% |
| February 28, 2021 | 64.10% |
| January 31, 2021 | 64.10% |
| December 31, 2020 | 64.10% |
| November 30, 2020 | 64.10% |
| October 31, 2020 | 64.10% |
| September 30, 2020 | 64.10% |
| August 31, 2020 | 64.10% |
| July 31, 2020 | 64.10% |
| June 30, 2020 | 64.10% |
| May 31, 2020 | 64.10% |
| April 30, 2020 | 64.10% |
| March 31, 2020 | 64.10% |
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
58.62%
Minimum
Sep 2022
64.10%
Maximum
May 2019
62.12%
Average
64.10%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Grocery Outlet Holding Corp | -- |
| Natural Grocers by Vitamin Cottage Inc | 77.93% |
| Ingles Markets Inc | 42.20% |
| Village Super Market Inc | 46.83% |
| Weis Markets Inc | 47.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 17.68 |
| Beta (5Y) | 0.4953 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.94% |
| Historical Sharpe Ratio (5Y) | 0.6837 |
| Historical Sortino (5Y) | 1.267 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.55% |