Performance Food Group Co (PFGC)
85.78
+0.48
(+0.56%)
USD |
NYSE |
Nov 14, 16:00
85.78
0.00 (0.00%)
After-Hours: 20:00
Performance Food Group Max Drawdown (5Y): 78.85% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 78.85% |
September 30, 2024 | 78.85% |
August 31, 2024 | 78.85% |
July 31, 2024 | 78.85% |
June 30, 2024 | 78.85% |
May 31, 2024 | 78.85% |
April 30, 2024 | 78.85% |
March 31, 2024 | 78.85% |
February 29, 2024 | 78.85% |
January 31, 2024 | 78.85% |
December 31, 2023 | 78.85% |
November 30, 2023 | 78.85% |
October 31, 2023 | 78.85% |
September 30, 2023 | 78.85% |
August 31, 2023 | 78.85% |
July 31, 2023 | 78.85% |
June 30, 2023 | 78.85% |
May 31, 2023 | 78.85% |
April 30, 2023 | 78.85% |
March 31, 2023 | 78.85% |
February 28, 2023 | 78.85% |
January 31, 2023 | 78.85% |
December 31, 2022 | 78.85% |
November 30, 2022 | 78.85% |
October 31, 2022 | 78.85% |
Date | Value |
---|---|
September 30, 2022 | 78.85% |
August 31, 2022 | 78.85% |
July 31, 2022 | 78.85% |
June 30, 2022 | 78.85% |
May 31, 2022 | 78.85% |
April 30, 2022 | 78.85% |
March 31, 2022 | 78.85% |
February 28, 2022 | 78.85% |
January 31, 2022 | 78.85% |
December 31, 2021 | 78.85% |
November 30, 2021 | 78.85% |
October 31, 2021 | 78.85% |
September 30, 2021 | 78.85% |
August 31, 2021 | 78.85% |
July 31, 2021 | 78.85% |
June 30, 2021 | 78.85% |
May 31, 2021 | 78.85% |
April 30, 2021 | 78.85% |
March 31, 2021 | 78.85% |
February 28, 2021 | 78.85% |
January 31, 2021 | 78.85% |
December 31, 2020 | 78.85% |
November 30, 2020 | 78.85% |
October 31, 2020 | 78.85% |
September 30, 2020 | 78.85% |
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
27.17%
Minimum
Nov 2019
78.85%
Maximum
Mar 2020
75.40%
Average
78.85%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
US Foods Holding Corp | 77.30% |
SpartanNash Co | 73.51% |
Calavo Growers Inc | 77.06% |
Amcon Distributing Co | 54.99% |
The Chefs' Warehouse Inc | 91.26% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.222 |
Beta (5Y) | 1.444 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.52% |
Historical Sharpe Ratio (5Y) | 0.2564 |
Historical Sortino (5Y) | 0.3127 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.81% |