Alico Inc (ALCO)
24.44
+0.05
(+0.20%)
USD |
NASDAQ |
Nov 04, 16:00
24.39
-0.05
(-0.20%)
After-Hours: 20:00
Alico Max Drawdown (5Y): 53.78% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 53.78% |
| September 30, 2024 | 53.78% |
| August 31, 2024 | 53.78% |
| July 31, 2024 | 53.78% |
| June 30, 2024 | 53.78% |
| May 31, 2024 | 53.78% |
| April 30, 2024 | 53.78% |
| March 31, 2024 | 53.80% |
| February 29, 2024 | 54.24% |
| January 31, 2024 | 54.24% |
| December 31, 2023 | 54.24% |
| November 30, 2023 | 54.24% |
| October 31, 2023 | 54.24% |
| September 30, 2023 | 54.24% |
| August 31, 2023 | 54.24% |
| July 31, 2023 | 54.24% |
| June 30, 2023 | 54.24% |
| May 31, 2023 | 54.24% |
| April 30, 2023 | 54.24% |
| March 31, 2023 | 54.24% |
| February 28, 2023 | 54.24% |
| January 31, 2023 | 54.24% |
| December 31, 2022 | 54.24% |
| November 30, 2022 | 54.96% |
| October 31, 2022 | 54.96% |
| Date | Value |
|---|---|
| September 30, 2022 | 54.96% |
| August 31, 2022 | 54.96% |
| July 31, 2022 | 54.96% |
| June 30, 2022 | 54.96% |
| May 31, 2022 | 54.96% |
| April 30, 2022 | 54.96% |
| March 31, 2022 | 54.96% |
| February 28, 2022 | 54.96% |
| January 31, 2022 | 54.96% |
| December 31, 2021 | 55.32% |
| November 30, 2021 | 55.32% |
| October 31, 2021 | 55.32% |
| September 30, 2021 | 55.32% |
| August 31, 2021 | 55.94% |
| July 31, 2021 | 55.94% |
| June 30, 2021 | 55.94% |
| May 31, 2021 | 55.94% |
| April 30, 2021 | 55.94% |
| March 31, 2021 | 55.94% |
| February 28, 2021 | 55.94% |
| January 31, 2021 | 55.94% |
| December 31, 2020 | 56.97% |
| November 30, 2020 | 63.04% |
| October 31, 2020 | 63.04% |
| September 30, 2020 | 63.04% |
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
53.78%
Minimum
Apr 2024
63.04%
Maximum
Nov 2019
56.56%
Average
54.96%
Median
Jan 2022
Max Drawdown (5Y) Benchmarks
| S&W Seed Co | 97.18% |
| Stevia Nutra Corp | 92.67% |
| Local Bounti Corp | -- |
| Pioneer Green Farms Inc | -- |
| 22nd Century Group Inc | 99.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.82 |
| Beta (5Y) | 0.788 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.05% |
| Historical Sharpe Ratio (5Y) | -0.2012 |
| Historical Sortino (5Y) | -0.293 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.91% |