Ingredion Inc (INGR)
154.78
+20.74
(+15.47%)
USD |
NYSE |
Nov 05, 16:00
152.90
-1.88
(-1.21%)
After-Hours: 18:17
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
Flowers Foods Inc | 30.57% |
Acme United Corp | 52.48% |
McCormick & Co Inc | 41.19% |
Spectrum Brands Holdings Inc | 79.43% |
RegalWorks Media Inc | 97.96% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.423 |
Beta (5Y) | 0.731 |
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% |