The Kroger Co (KR)
58.79
+1.18
(+2.05%)
USD |
NYSE |
Nov 21, 15:11
Kroger Max Drawdown (5Y): 37.27% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 37.27% |
| September 30, 2024 | 40.16% |
| August 31, 2024 | 40.16% |
| July 31, 2024 | 45.38% |
| June 30, 2024 | 48.12% |
| May 31, 2024 | 48.12% |
| April 30, 2024 | 48.12% |
| March 31, 2024 | 48.12% |
| February 29, 2024 | 48.12% |
| January 31, 2024 | 48.12% |
| December 31, 2023 | 48.12% |
| November 30, 2023 | 48.12% |
| October 31, 2023 | 48.12% |
| September 30, 2023 | 48.12% |
| August 31, 2023 | 48.12% |
| July 31, 2023 | 48.12% |
| June 30, 2023 | 48.12% |
| May 31, 2023 | 48.12% |
| April 30, 2023 | 48.12% |
| March 31, 2023 | 48.12% |
| February 28, 2023 | 48.12% |
| January 31, 2023 | 48.12% |
| December 31, 2022 | 48.12% |
| November 30, 2022 | 48.12% |
| October 31, 2022 | 49.02% |
| Date | Value |
|---|---|
| September 30, 2022 | 51.95% |
| August 31, 2022 | 52.00% |
| July 31, 2022 | 52.00% |
| June 30, 2022 | 52.00% |
| May 31, 2022 | 52.00% |
| April 30, 2022 | 52.00% |
| March 31, 2022 | 52.00% |
| February 28, 2022 | 52.00% |
| January 31, 2022 | 52.00% |
| December 31, 2021 | 52.00% |
| November 30, 2021 | 52.00% |
| October 31, 2021 | 52.00% |
| September 30, 2021 | 52.00% |
| August 31, 2021 | 52.00% |
| July 31, 2021 | 52.00% |
| June 30, 2021 | 52.00% |
| May 31, 2021 | 52.00% |
| April 30, 2021 | 52.00% |
| March 31, 2021 | 52.00% |
| February 28, 2021 | 52.00% |
| January 31, 2021 | 52.00% |
| December 31, 2020 | 52.00% |
| November 30, 2020 | 52.00% |
| October 31, 2020 | 52.00% |
| September 30, 2020 | 52.00% |
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
37.27%
Minimum
Oct 2024
52.00%
Maximum
Nov 2019
49.91%
Average
52.00%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Grocery Outlet Holding Corp | -- |
| Target Corp | 58.87% |
| Walmart Inc | 25.74% |
| Healthier Choices Management Corp | 100.0% |
| Albertsons Companies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 11.81 |
| Beta (5Y) | 0.4765 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.15% |
| Historical Sharpe Ratio (5Y) | 0.7436 |
| Historical Sortino (5Y) | 1.572 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.31% |