Cal-Maine Foods Inc (CALM)
58.80
-0.88
(-1.47%)
USD |
NASDAQ |
Apr 24, 16:00
58.80
0.00 (0.00%)
After-Hours: 20:00
Cal-Maine Foods Max Drawdown (5Y): 47.88% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 47.88% |
February 29, 2024 | 47.88% |
January 31, 2024 | 47.88% |
December 31, 2023 | 47.88% |
November 30, 2023 | 47.88% |
October 31, 2023 | 47.88% |
September 30, 2023 | 47.88% |
August 31, 2023 | 47.88% |
July 31, 2023 | 47.88% |
June 30, 2023 | 47.88% |
May 31, 2023 | 47.88% |
April 30, 2023 | 47.88% |
March 31, 2023 | 47.88% |
February 28, 2023 | 47.88% |
January 31, 2023 | 47.88% |
December 31, 2022 | 47.88% |
November 30, 2022 | 47.88% |
October 31, 2022 | 47.88% |
September 30, 2022 | 47.88% |
August 31, 2022 | 47.88% |
July 31, 2022 | 47.88% |
June 30, 2022 | 47.88% |
May 31, 2022 | 47.88% |
April 30, 2022 | 47.88% |
March 31, 2022 | 47.88% |
Date | Value |
---|---|
February 28, 2022 | 47.88% |
January 31, 2022 | 47.88% |
December 31, 2021 | 47.88% |
November 30, 2021 | 47.88% |
October 31, 2021 | 47.88% |
September 30, 2021 | 47.88% |
August 31, 2021 | 47.88% |
July 31, 2021 | 47.88% |
June 30, 2021 | 47.88% |
May 31, 2021 | 47.88% |
April 30, 2021 | 47.88% |
March 31, 2021 | 47.88% |
February 28, 2021 | 47.88% |
January 31, 2021 | 47.88% |
December 31, 2020 | 47.88% |
November 30, 2020 | 47.88% |
October 31, 2020 | 47.88% |
September 30, 2020 | 47.88% |
August 31, 2020 | 47.88% |
July 31, 2020 | 47.88% |
June 30, 2020 | 47.88% |
May 31, 2020 | 47.88% |
April 30, 2020 | 47.88% |
March 31, 2020 | 47.88% |
February 29, 2020 | 43.20% |
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
43.20%
Minimum
Apr 2019
47.88%
Maximum
Mar 2020
47.02%
Average
47.88%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Global Seafood Technologies Inc | 97.90% |
Vital Farms Inc | -- |
Alico Inc | 53.80% |
S&W Seed Co | 90.16% |
Limoneira Co | 65.82% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 7.107 |
Beta (5Y) | -0.0557 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.21% |
Historical Sharpe Ratio (5Y) | 0.2434 |
Historical Sortino (5Y) | 0.4289 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.66% |