Natural Grocers by Vitamin Cottage Inc (NGVC)
36.25
+1.47
(+4.23%)
USD |
NYSE |
Nov 21, 16:00
34.93
-1.32
(-3.64%)
After-Hours: 20:00
Natural Grocers by Vitamin Cottage Max Drawdown (5Y): 79.95% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 79.95% |
| September 30, 2024 | 79.95% |
| August 31, 2024 | 79.95% |
| July 31, 2024 | 79.95% |
| June 30, 2024 | 79.95% |
| May 31, 2024 | 79.95% |
| April 30, 2024 | 79.95% |
| March 31, 2024 | 79.95% |
| February 29, 2024 | 79.95% |
| January 31, 2024 | 79.95% |
| December 31, 2023 | 79.95% |
| November 30, 2023 | 79.95% |
| October 31, 2023 | 79.95% |
| September 30, 2023 | 79.95% |
| August 31, 2023 | 79.95% |
| July 31, 2023 | 79.95% |
| June 30, 2023 | 79.95% |
| May 31, 2023 | 79.95% |
| April 30, 2023 | 84.34% |
| March 31, 2023 | 84.34% |
| February 28, 2023 | 84.34% |
| January 31, 2023 | 85.00% |
| December 31, 2022 | 85.00% |
| November 30, 2022 | 85.00% |
| October 31, 2022 | 88.95% |
| Date | Value |
|---|---|
| September 30, 2022 | 89.04% |
| August 31, 2022 | 89.04% |
| July 31, 2022 | 89.04% |
| June 30, 2022 | 89.04% |
| May 31, 2022 | 89.04% |
| April 30, 2022 | 89.04% |
| March 31, 2022 | 89.04% |
| February 28, 2022 | 89.04% |
| January 31, 2022 | 89.04% |
| December 31, 2021 | 89.04% |
| November 30, 2021 | 89.04% |
| October 31, 2021 | 89.04% |
| September 30, 2021 | 89.04% |
| August 31, 2021 | 89.04% |
| July 31, 2021 | 89.04% |
| June 30, 2021 | 89.04% |
| May 31, 2021 | 89.04% |
| April 30, 2021 | 89.04% |
| March 31, 2021 | 89.04% |
| February 28, 2021 | 89.04% |
| January 31, 2021 | 89.04% |
| December 31, 2020 | 89.04% |
| November 30, 2020 | 89.04% |
| October 31, 2020 | 89.04% |
| September 30, 2020 | 89.04% |
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
79.95%
Minimum
May 2023
89.04%
Maximum
Nov 2019
85.87%
Average
89.04%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Ingles Markets Inc | 38.97% |
| Village Super Market Inc | 46.83% |
| Weis Markets Inc | 47.49% |
| Sprouts Farmers Market Inc | 62.80% |
| Grocery Outlet Holding Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 15.46 |
| Beta (5Y) | 1.224 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.47% |
| Historical Sharpe Ratio (5Y) | 0.5847 |
| Historical Sortino (5Y) | 1.115 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.69% |