MGP Ingredients Inc (MGPI)
50.47
-0.07
(-0.14%)
USD |
NASDAQ |
Nov 14, 16:00
50.47
0.00 (0.00%)
After-Hours: 20:00
MGP Ingredients Max Drawdown (5Y): 76.52% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 76.52% |
| September 30, 2024 | 76.52% |
| August 31, 2024 | 76.52% |
| July 31, 2024 | 76.52% |
| June 30, 2024 | 76.52% |
| May 31, 2024 | 76.52% |
| April 30, 2024 | 76.52% |
| March 31, 2024 | 76.52% |
| February 29, 2024 | 76.52% |
| January 31, 2024 | 76.52% |
| December 31, 2023 | 76.52% |
| November 30, 2023 | 76.52% |
| October 31, 2023 | 76.52% |
| September 30, 2023 | 76.52% |
| August 31, 2023 | 76.52% |
| July 31, 2023 | 76.52% |
| June 30, 2023 | 76.52% |
| May 31, 2023 | 76.52% |
| April 30, 2023 | 76.52% |
| March 31, 2023 | 76.52% |
| February 28, 2023 | 76.52% |
| January 31, 2023 | 76.52% |
| December 31, 2022 | 76.52% |
| November 30, 2022 | 76.52% |
| October 31, 2022 | 76.52% |
| Date | Value |
|---|---|
| September 30, 2022 | 76.52% |
| August 31, 2022 | 76.52% |
| July 31, 2022 | 76.52% |
| June 30, 2022 | 76.52% |
| May 31, 2022 | 76.52% |
| April 30, 2022 | 76.52% |
| March 31, 2022 | 76.52% |
| February 28, 2022 | 76.52% |
| January 31, 2022 | 76.52% |
| December 31, 2021 | 76.52% |
| November 30, 2021 | 76.52% |
| October 31, 2021 | 76.52% |
| September 30, 2021 | 76.52% |
| August 31, 2021 | 76.52% |
| July 31, 2021 | 76.52% |
| June 30, 2021 | 76.52% |
| May 31, 2021 | 76.52% |
| April 30, 2021 | 76.52% |
| March 31, 2021 | 76.52% |
| February 28, 2021 | 76.52% |
| January 31, 2021 | 76.52% |
| December 31, 2020 | 76.52% |
| November 30, 2020 | 76.52% |
| October 31, 2020 | 76.52% |
| September 30, 2020 | 76.52% |
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
55.96%
Minimum
Nov 2019
76.52%
Maximum
Mar 2020
75.55%
Average
76.52%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Acme United Corp | 52.48% |
| Willamette Valley Vineyards Inc | 80.66% |
| Splash Beverage Group Inc | 98.90% |
| The Duckhorn Portfolio Inc | -- |
| Fresh Vine Wine Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.746 |
| Beta (5Y) | 0.6552 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.53% |
| Historical Sharpe Ratio (5Y) | 0.018 |
| Historical Sortino (5Y) | 0.0295 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.24% |