Grocery Outlet Holding Corp. (GO)
11.07
-0.23
(-2.04%)
USD |
NASDAQ |
Sep 25, 16:00
11.10
+0.03
(+0.27%)
Pre-Market: 08:03
Grocery Outlet Max Drawdown (5Y) : 87.29% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 87.29% |
| July 31, 2026 | 87.29% |
| June 30, 2026 | 87.29% |
| May 31, 2026 | 87.29% |
| April 30, 2026 | 87.29% |
| March 31, 2026 | 87.29% |
| February 28, 2026 | 80.18% |
| January 31, 2026 | 80.18% |
| December 31, 2025 | 78.58% |
| November 30, 2025 | 77.78% |
| October 31, 2025 | 76.39% |
| September 30, 2025 | 76.39% |
| August 31, 2025 | 76.39% |
| July 31, 2025 | 76.39% |
| June 30, 2025 | 76.39% |
| May 31, 2025 | 76.39% |
| April 30, 2025 | 76.39% |
| March 31, 2025 | 76.39% |
| February 28, 2025 | 76.39% |
| January 31, 2025 | 70.14% |
| December 31, 2024 | 70.14% |
| November 30, 2024 | 70.14% |
| October 31, 2024 | 70.14% |
| September 30, 2024 | 65.69% |
| August 31, 2024 | 61.95% |
| Date | Value |
|---|---|
| July 31, 2024 | 59.58% |
| June 30, 2024 | 57.61% |
| May 31, 2024 | 57.61% |
| April 30, 2024 | 54.46% |
| March 31, 2024 | 54.46% |
| February 29, 2024 | 54.46% |
| January 31, 2024 | 54.46% |
| December 31, 2023 | 54.46% |
| November 30, 2023 | 54.46% |
| October 31, 2023 | 54.46% |
| September 30, 2023 | 54.46% |
| August 31, 2023 | 54.46% |
| July 31, 2023 | 54.46% |
| June 30, 2023 | 54.46% |
| May 31, 2023 | 54.46% |
| April 30, 2023 | 54.46% |
| March 31, 2023 | 54.46% |
| February 28, 2023 | 54.46% |
| January 31, 2023 | 54.46% |
| December 31, 2022 | 54.46% |
| November 30, 2022 | 54.46% |
| October 31, 2022 | 54.46% |
| September 30, 2022 | 54.46% |
| August 31, 2022 | 54.46% |
| July 31, 2022 | 54.46% |
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. | 31.08% |
| Target Corp. | 64.36% |
| Walmart, Inc. | 25.74% |
| Dollar Tree, Inc. | 64.84% |
| Dollar General Corp. | 72.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.68 |
| Beta (5Y) | 0.7207 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.38% |
| Historical Sharpe Ratio (5Y) | -0.3828 |
| Historical Sortino (5Y) | -0.643 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.95% |