Hormel Foods Corp (HRL)
35.14
0.00 (0.00%)
USD |
NYSE |
Apr 23, 16:00
35.17
+0.03
(+0.09%)
After-Hours: 20:00
Hormel Foods Max Drawdown (5Y): 45.00% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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 | 21.39% |
January 31, 2023 | 21.39% |
December 31, 2022 | 24.02% |
November 30, 2022 | 24.81% |
October 31, 2022 | 24.81% |
September 30, 2022 | 24.81% |
August 31, 2022 | 28.56% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 30.00% |
July 31, 2020 | 30.00% |
June 30, 2020 | 30.00% |
May 31, 2020 | 30.00% |
April 30, 2020 | 30.00% |
March 31, 2020 | 30.00% |
February 29, 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
21.39%
Minimum
Jan 2023
45.00%
Maximum
Feb 2024
30.59%
Average
30.00%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Beyond Meat Inc | -- |
Tyson Foods Inc | 52.44% |
Acme United Corp | 52.48% |
Spectrum Brands Holdings Inc | 79.43% |
Utz Brands Inc | 60.58% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.210 |
Beta (5Y) | 0.2733 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.91% |
Historical Sharpe Ratio (5Y) | -0.2221 |
Historical Sortino (5Y) | -0.3384 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.49% |