Grocery Outlet Holding Corp (GO)
18.63
+0.19
(+1.03%)
USD |
NASDAQ |
Nov 21, 16:00
18.63
0.00 (0.00%)
After-Hours: 20:00
Grocery Outlet Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| The Kroger Co | 37.27% |
| Healthier Choices Management Corp | 100.0% |
| Krispy Kreme Inc | -- |
| Sprouts Farmers Market Inc | 62.80% |
| Ingles Markets Inc | 38.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.86 |
| Beta (5Y) | 0.1296 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.04% |
| Historical Sharpe Ratio (5Y) | -0.4906 |
| Historical Sortino (5Y) | -0.881 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.14% |