Hormel Foods Corp (HRL)
30.91
-0.03
(-0.10%)
USD |
NYSE |
Apr 01, 09:53
Hormel Foods Max Drawdown (5Y): 45.00% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| Tyson Foods Inc | 52.09% |
| General Mills Inc | 32.36% |
| Pilgrims Pride Corp | 62.00% |
| Conagra Brands Inc | 35.45% |
| Campbell Soup Co | 31.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.08 |
| Beta (5Y) | 0.3149 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.94% |
| Historical Sharpe Ratio (5Y) | -0.3842 |
| Historical Sortino (5Y) | -0.5579 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.70% |