Ingredion Inc (INGR)
115.10
+0.77
(+0.67%)
USD |
NYSE |
Apr 24, 16:00
115.07
-0.03
(-0.03%)
After-Hours: 20:00
Ingredion Max Drawdown (5Y): 56.17% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 56.17% |
July 31, 2020 | 56.17% |
June 30, 2020 | 56.17% |
May 31, 2020 | 56.17% |
April 30, 2020 | 56.17% |
March 31, 2020 | 56.17% |
February 29, 2020 | 47.96% |
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
38.53%
Minimum
Apr 2019
56.17%
Maximum
Mar 2020
54.43%
Average
56.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Flowers Foods Inc | 30.57% |
Spectrum Brands Holdings Inc | 79.43% |
Lamb Weston Holdings Inc | 53.05% |
Acme United Corp | 52.48% |
RegalWorks Media Inc | 94.63% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.156 |
Beta (5Y) | 0.8117 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.15% |
Historical Sharpe Ratio (5Y) | 0.2349 |
Historical Sortino (5Y) | 0.3363 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.74% |