Conagra Brands Inc (CAG)
28.97
+0.20
(+0.70%)
USD |
NYSE |
Nov 05, 14:33
Conagra Brands Max Drawdown (5Y): 37.05% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 37.05% |
| September 30, 2024 | 37.05% |
| August 31, 2024 | 37.05% |
| July 31, 2024 | 37.05% |
| June 30, 2024 | 37.05% |
| May 31, 2024 | 37.05% |
| April 30, 2024 | 37.05% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
45.80%
Average
47.68%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Lamb Weston Holdings Inc | 53.33% |
| Campbell Soup Co | 31.82% |
| General Mills Inc | 30.91% |
| McCormick & Co Inc | 41.19% |
| Constellation Brands Inc | 53.52% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.557 |
| Beta (5Y) | 0.3377 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.36% |
| Historical Sharpe Ratio (5Y) | 0.12 |
| Historical Sortino (5Y) | 0.2237 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.57% |