Grocery Outlet Holding Corp. (GO)
13.14
+0.12
(+0.96%)
USD |
NASDAQ |
Oct 21, 16:00
13.20
+0.06
(+0.42%)
After-Hours: 19:42
Grocery Outlet Max Drawdown (5Y) : 87.29% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 87.29% |
| 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% |
| Date | Value |
|---|---|
| August 31, 2024 | 61.95% |
| 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% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| The Kroger Co. | 31.08% |
| Dollar Tree, Inc. | 64.84% |
| Target Corp. | 64.36% |
| Walmart, Inc. | 25.74% |
| Natural Grocers by Vitamin Cottage, Inc. | 63.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.64 |
| Beta (5Y) | 0.6646 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.39% |
| Historical Sharpe Ratio (5Y) | -0.3375 |
| Historical Sortino (5Y) | -0.5663 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.95% |