Cal-Maine Foods Inc (CALM)
95.78
+1.00
(+1.06%)
USD |
NASDAQ |
Nov 21, 16:00
96.20
+0.42
(+0.44%)
After-Hours: 20:00
Cal-Maine Foods Max Drawdown (5Y): 47.88% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 47.88% |
| September 30, 2024 | 47.88% |
| August 31, 2024 | 47.88% |
| July 31, 2024 | 47.88% |
| June 30, 2024 | 47.88% |
| May 31, 2024 | 47.88% |
| April 30, 2024 | 47.88% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
47.88%
Maximum
Mar 2020
47.57%
Average
47.88%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Global Seafood Technologies Inc | 97.90% |
| Alico Inc | 53.78% |
| S&W Seed Co | 97.18% |
| Limoneira Co | 65.82% |
| AquaBounty Technologies Inc | 99.65% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 20.05 |
| Beta (5Y) | -0.119 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.92% |
| Historical Sharpe Ratio (5Y) | 0.6631 |
| Historical Sortino (5Y) | 1.249 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.17% |