Hormel Foods Corp (HRL)
30.50
+0.28
(+0.91%)
USD |
NYSE |
Nov 21, 16:00
30.50
0.00 (0.00%)
After-Hours: 17:18
Hormel Foods Max Drawdown (5Y): 45.00% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 45.00% |
| September 30, 2024 | 45.00% |
| August 31, 2024 | 45.00% |
| July 31, 2024 | 45.00% |
| June 30, 2024 | 45.00% |
| May 31, 2024 | 45.00% |
| April 30, 2024 | 45.00% |
| March 31, 2024 | 45.00% |
| February 29, 2024 | 45.00% |
| January 31, 2024 | 42.17% |
| December 31, 2023 | 42.17% |
| November 30, 2023 | 42.17% |
| October 31, 2023 | 41.24% |
| September 30, 2023 | 30.41% |
| August 31, 2023 | 29.56% |
| July 31, 2023 | 29.56% |
| June 30, 2023 | 29.56% |
| May 31, 2023 | 29.56% |
| April 30, 2023 | 29.56% |
| March 31, 2023 | 29.56% |
| February 28, 2023 | 24.02% |
| January 31, 2023 | 24.81% |
| December 31, 2022 | 24.81% |
| November 30, 2022 | 24.81% |
| October 31, 2022 | 28.56% |
| Date | Value |
|---|---|
| September 30, 2022 | 30.00% |
| August 31, 2022 | 30.00% |
| July 31, 2022 | 30.00% |
| June 30, 2022 | 30.00% |
| May 31, 2022 | 30.00% |
| April 30, 2022 | 30.00% |
| March 31, 2022 | 30.00% |
| February 28, 2022 | 30.00% |
| January 31, 2022 | 30.00% |
| December 31, 2021 | 30.00% |
| November 30, 2021 | 30.00% |
| October 31, 2021 | 30.00% |
| September 30, 2021 | 30.00% |
| August 31, 2021 | 30.00% |
| July 31, 2021 | 30.00% |
| June 30, 2021 | 30.00% |
| May 31, 2021 | 30.00% |
| April 30, 2021 | 30.00% |
| March 31, 2021 | 30.00% |
| February 28, 2021 | 30.00% |
| January 31, 2021 | 30.00% |
| December 31, 2020 | 30.00% |
| November 30, 2020 | 30.00% |
| October 31, 2020 | 30.00% |
| September 30, 2020 | 30.00% |
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
24.02%
Minimum
Feb 2023
45.00%
Maximum
Feb 2024
32.63%
Average
30.00%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Dollar Tree Inc | 63.63% |
| Coca-Cola Co | 37.01% |
| PepsiCo Inc | 28.81% |
| Acme United Corp | 52.48% |
| Beyond Meat Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.930 |
| Beta (5Y) | 0.2567 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.52% |
| Historical Sharpe Ratio (5Y) | -0.261 |
| Historical Sortino (5Y) | -0.3806 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.85% |