Conagra Brands Inc (CAG)
30.36
+0.12
(+0.40%)
USD |
NYSE |
Apr 18, 16:00
30.35
-0.01
(-0.03%)
Pre-Market: 09:21
Conagra Brands Max Drawdown (5Y): 37.05% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 37.05% |
February 29, 2024 | 37.05% |
January 31, 2024 | 37.05% |
December 31, 2023 | 43.31% |
November 30, 2023 | 45.77% |
October 31, 2023 | 47.68% |
September 30, 2023 | 47.68% |
August 31, 2023 | 47.68% |
July 31, 2023 | 47.68% |
June 30, 2023 | 47.68% |
May 31, 2023 | 47.68% |
April 30, 2023 | 47.68% |
March 31, 2023 | 47.68% |
February 28, 2023 | 47.68% |
January 31, 2023 | 47.68% |
December 31, 2022 | 47.68% |
November 30, 2022 | 47.68% |
October 31, 2022 | 47.68% |
September 30, 2022 | 47.68% |
August 31, 2022 | 47.68% |
July 31, 2022 | 47.68% |
June 30, 2022 | 47.68% |
May 31, 2022 | 47.68% |
April 30, 2022 | 47.68% |
March 31, 2022 | 47.68% |
Date | Value |
---|---|
February 28, 2022 | 47.68% |
January 31, 2022 | 47.68% |
December 31, 2021 | 47.68% |
November 30, 2021 | 47.68% |
October 31, 2021 | 47.68% |
September 30, 2021 | 47.68% |
August 31, 2021 | 47.68% |
July 31, 2021 | 47.68% |
June 30, 2021 | 47.68% |
May 31, 2021 | 47.68% |
April 30, 2021 | 47.68% |
March 31, 2021 | 47.68% |
February 28, 2021 | 47.68% |
January 31, 2021 | 47.68% |
December 31, 2020 | 47.68% |
November 30, 2020 | 47.68% |
October 31, 2020 | 47.68% |
September 30, 2020 | 47.68% |
August 31, 2020 | 47.68% |
July 31, 2020 | 47.68% |
June 30, 2020 | 47.68% |
May 31, 2020 | 47.68% |
April 30, 2020 | 47.68% |
March 31, 2020 | 47.68% |
February 29, 2020 | 47.68% |
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
37.05%
Minimum
Jan 2024
47.68%
Maximum
Apr 2019
47.04%
Average
47.68%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Lamb Weston Holdings Inc | 53.05% |
General Mills Inc | 30.91% |
Campbell Soup Co | 39.46% |
JM Smucker Co | 32.32% |
The Kraft Heinz Co | 75.99% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.552 |
Beta (5Y) | 0.4159 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.55% |
Historical Sharpe Ratio (5Y) | 0.1222 |
Historical Sortino (5Y) | 0.2271 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.57% |