Ingles Markets Inc (IMKTA)
70.33
+0.87
(+1.25%)
USD |
NASDAQ |
Nov 21, 16:00
70.31
-0.02
(-0.03%)
After-Hours: 20:00
Ingles Markets Max Drawdown (5Y): 38.97% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 38.97% |
| September 30, 2024 | 37.66% |
| August 31, 2024 | 37.66% |
| July 31, 2024 | 41.32% |
| June 30, 2024 | 42.20% |
| May 31, 2024 | 43.37% |
| April 30, 2024 | 47.94% |
| March 31, 2024 | 50.80% |
| February 29, 2024 | 50.80% |
| January 31, 2024 | 50.80% |
| December 31, 2023 | 50.80% |
| November 30, 2023 | 51.36% |
| October 31, 2023 | 51.36% |
| September 30, 2023 | 51.36% |
| August 31, 2023 | 51.36% |
| July 31, 2023 | 51.36% |
| June 30, 2023 | 51.36% |
| May 31, 2023 | 51.36% |
| April 30, 2023 | 51.36% |
| March 31, 2023 | 51.36% |
| February 28, 2023 | 51.36% |
| January 31, 2023 | 51.36% |
| December 31, 2022 | 51.36% |
| November 30, 2022 | 51.36% |
| October 31, 2022 | 57.66% |
| Date | Value |
|---|---|
| September 30, 2022 | 58.12% |
| August 31, 2022 | 60.31% |
| July 31, 2022 | 61.86% |
| June 30, 2022 | 61.86% |
| May 31, 2022 | 61.86% |
| April 30, 2022 | 61.86% |
| March 31, 2022 | 61.86% |
| February 28, 2022 | 61.86% |
| January 31, 2022 | 61.86% |
| December 31, 2021 | 61.86% |
| November 30, 2021 | 61.86% |
| October 31, 2021 | 61.86% |
| September 30, 2021 | 61.86% |
| August 31, 2021 | 61.86% |
| July 31, 2021 | 61.86% |
| June 30, 2021 | 61.86% |
| May 31, 2021 | 61.86% |
| April 30, 2021 | 61.86% |
| March 31, 2021 | 61.86% |
| February 28, 2021 | 61.86% |
| January 31, 2021 | 61.86% |
| December 31, 2020 | 61.86% |
| November 30, 2020 | 61.86% |
| October 31, 2020 | 61.86% |
| September 30, 2020 | 61.86% |
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
37.66%
Minimum
Aug 2024
61.86%
Maximum
Nov 2019
56.29%
Average
61.86%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Village Super Market Inc | 46.83% |
| Weis Markets Inc | 47.49% |
| Natural Grocers by Vitamin Cottage Inc | 79.95% |
| Sprouts Farmers Market Inc | 62.80% |
| Grocery Outlet Holding Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.3531 |
| Beta (5Y) | 0.7183 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.28% |
| Historical Sharpe Ratio (5Y) | 0.3046 |
| Historical Sortino (5Y) | 0.5534 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.19% |