Natural Grocers by Vitamin Cottage Inc (NGVC)

39.20 +0.04 (+0.10%) USD  |  NYSE  |  Dec 20, 16:00
39.24 +0.04 (+0.10%) After-Hours: 20:00
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Natural Grocers by Vitamin Cottage Max Drawdown (5Y): 79.95% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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 70.14%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 25.73
Beta (5Y) 1.397
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 56.54%
Historical Sharpe Ratio (5Y) 0.785
Historical Sortino (5Y) 1.583
Monthly Value at Risk (VaR) 5% (5Y Lookback) 21.69%