Ingles Markets Inc (IMKTA)

66.26 -0.79 (-1.18%) USD  |  NASDAQ  |  Dec 20, 16:00
66.21 -0.05 (-0.08%) After-Hours: 20:00
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Ingles Markets Max Drawdown (5Y): 38.97% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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 70.14%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.3652
Beta (5Y) 0.7358
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 29.70%
Historical Sharpe Ratio (5Y) 0.3186
Historical Sortino (5Y) 0.5844
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.19%