Campbell Soup Co (CPB)
44.46
+0.65
(+1.48%)
USD |
NASDAQ |
Nov 21, 16:00
44.46
0.00 (0.00%)
After-Hours: 17:20
Campbell Soup Max Drawdown (5Y): 31.82% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 31.82% |
| September 30, 2024 | 31.82% |
| August 31, 2024 | 31.82% |
| July 31, 2024 | 31.82% |
| June 30, 2024 | 31.82% |
| May 31, 2024 | 32.66% |
| April 30, 2024 | 33.99% |
| March 31, 2024 | 39.46% |
| February 29, 2024 | 42.00% |
| January 31, 2024 | 42.00% |
| December 31, 2023 | 43.72% |
| November 30, 2023 | 48.20% |
| October 31, 2023 | 48.73% |
| September 30, 2023 | 48.73% |
| August 31, 2023 | 48.73% |
| July 31, 2023 | 48.73% |
| June 30, 2023 | 48.73% |
| May 31, 2023 | 48.73% |
| April 30, 2023 | 48.73% |
| March 31, 2023 | 48.73% |
| February 28, 2023 | 48.73% |
| January 31, 2023 | 48.73% |
| December 31, 2022 | 48.73% |
| November 30, 2022 | 48.73% |
| October 31, 2022 | 48.73% |
| Date | Value |
|---|---|
| September 30, 2022 | 48.73% |
| August 31, 2022 | 48.73% |
| July 31, 2022 | 48.73% |
| June 30, 2022 | 48.73% |
| May 31, 2022 | 48.73% |
| April 30, 2022 | 48.73% |
| March 31, 2022 | 48.73% |
| February 28, 2022 | 48.73% |
| January 31, 2022 | 48.73% |
| December 31, 2021 | 48.73% |
| November 30, 2021 | 48.73% |
| October 31, 2021 | 48.73% |
| September 30, 2021 | 48.73% |
| August 31, 2021 | 48.73% |
| July 31, 2021 | 48.73% |
| June 30, 2021 | 48.73% |
| May 31, 2021 | 48.73% |
| April 30, 2021 | 48.73% |
| March 31, 2021 | 48.73% |
| February 28, 2021 | 48.73% |
| January 31, 2021 | 48.73% |
| December 31, 2020 | 48.73% |
| November 30, 2020 | 48.73% |
| October 31, 2020 | 48.73% |
| September 30, 2020 | 48.73% |
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
31.82%
Minimum
Jun 2024
48.73%
Maximum
Nov 2019
46.34%
Average
48.73%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| JM Smucker Co | 32.32% |
| Brown-Forman Corp | 46.18% |
| Conagra Brands Inc | 37.05% |
| General Mills Inc | 30.91% |
| Lamb Weston Holdings Inc | 53.33% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.433 |
| Beta (5Y) | 0.1857 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.21% |
| Historical Sharpe Ratio (5Y) | 0.0502 |
| Historical Sortino (5Y) | 0.0828 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.17% |