Ingredion Inc (INGR)
144.36
+2.01
(+1.41%)
USD |
NYSE |
Nov 21, 16:00
144.23
-0.13
(-0.09%)
After-Hours: 20:00
Ingredion Max Drawdown (5Y): 56.17% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 56.17% |
| September 30, 2024 | 56.17% |
| August 31, 2024 | 56.17% |
| July 31, 2024 | 56.17% |
| June 30, 2024 | 56.17% |
| May 31, 2024 | 56.17% |
| April 30, 2024 | 56.17% |
| March 31, 2024 | 56.17% |
| February 29, 2024 | 56.17% |
| January 31, 2024 | 56.17% |
| December 31, 2023 | 56.17% |
| November 30, 2023 | 56.17% |
| October 31, 2023 | 56.17% |
| September 30, 2023 | 56.17% |
| August 31, 2023 | 56.17% |
| July 31, 2023 | 56.17% |
| June 30, 2023 | 56.17% |
| May 31, 2023 | 56.17% |
| April 30, 2023 | 56.17% |
| March 31, 2023 | 56.17% |
| February 28, 2023 | 56.17% |
| January 31, 2023 | 56.17% |
| December 31, 2022 | 56.17% |
| November 30, 2022 | 56.17% |
| October 31, 2022 | 56.17% |
| Date | Value |
|---|---|
| September 30, 2022 | 56.17% |
| August 31, 2022 | 56.17% |
| July 31, 2022 | 56.17% |
| June 30, 2022 | 56.17% |
| May 31, 2022 | 56.17% |
| April 30, 2022 | 56.17% |
| March 31, 2022 | 56.17% |
| February 28, 2022 | 56.17% |
| January 31, 2022 | 56.17% |
| December 31, 2021 | 56.17% |
| November 30, 2021 | 56.17% |
| October 31, 2021 | 56.17% |
| September 30, 2021 | 56.17% |
| August 31, 2021 | 56.17% |
| July 31, 2021 | 56.17% |
| June 30, 2021 | 56.17% |
| May 31, 2021 | 56.17% |
| April 30, 2021 | 56.17% |
| March 31, 2021 | 56.17% |
| February 28, 2021 | 56.17% |
| January 31, 2021 | 56.17% |
| December 31, 2020 | 56.17% |
| November 30, 2020 | 56.17% |
| October 31, 2020 | 56.17% |
| September 30, 2020 | 56.17% |
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
47.96%
Minimum
Nov 2019
56.17%
Maximum
Mar 2020
55.63%
Average
56.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| McCormick & Co Inc | 41.19% |
| Flowers Foods Inc | 30.57% |
| Acme United Corp | 52.48% |
| Spectrum Brands Holdings Inc | 79.43% |
| RegalWorks Media Inc | 97.96% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.423 |
| Beta (5Y) | 0.7310 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.06% |
| Historical Sharpe Ratio (5Y) | 0.5142 |
| Historical Sortino (5Y) | 0.7288 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.72% |