Cal-Maine Foods Inc (CALM)
90.33
-3.12
(-3.34%)
USD |
NASDAQ |
Apr 08, 16:00
86.78
-3.55
(-3.93%)
After-Hours: 05:57
Cal-Maine Foods Max Drawdown (5Y): 36.63% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Vital Farms Inc | -- |
| Global Seafood Technologies Inc | 97.90% |
| Alico Inc | 47.23% |
| Limoneira Co | 65.82% |
| Village Farms International Inc | 97.11% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 15.28 |
| Beta (5Y) | 0.1126 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.59% |
| Historical Sharpe Ratio (5Y) | 0.5975 |
| Historical Sortino (5Y) | 1.014 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.55% |