Sprouts Farmers Market, Inc. (SFM)
64.66
+0.19
(+0.29%)
USD |
NASDAQ |
Oct 05, 15:22
Sprouts Farmers Market Max Drawdown (5Y) : 65.19% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 65.19% |
| August 31, 2026 | 63.48% |
| July 31, 2026 | 63.48% |
| June 30, 2026 | 63.48% |
| May 31, 2026 | 63.48% |
| April 30, 2026 | 63.48% |
| March 31, 2026 | 63.48% |
| February 28, 2026 | 63.48% |
| January 31, 2026 | 60.92% |
| December 31, 2025 | 56.97% |
| November 30, 2025 | 56.97% |
| October 31, 2025 | 56.97% |
| September 30, 2025 | 39.40% |
| August 31, 2025 | 37.51% |
| July 31, 2025 | 37.51% |
| June 30, 2025 | 37.51% |
| May 31, 2025 | 37.51% |
| April 30, 2025 | 37.51% |
| March 31, 2025 | 47.03% |
| February 28, 2025 | 62.80% |
| January 31, 2025 | 62.80% |
| December 31, 2024 | 62.80% |
| November 30, 2024 | 62.80% |
| October 31, 2024 | 62.80% |
| September 30, 2024 | 62.80% |
| Date | Value |
|---|---|
| August 31, 2024 | 62.80% |
| July 31, 2024 | 62.80% |
| June 30, 2024 | 62.80% |
| May 31, 2024 | 62.80% |
| April 30, 2024 | 62.80% |
| March 31, 2024 | 62.80% |
| February 29, 2024 | 62.80% |
| January 31, 2024 | 62.80% |
| December 31, 2023 | 62.80% |
| November 30, 2023 | 62.80% |
| October 31, 2023 | 62.80% |
| September 30, 2023 | 62.80% |
| August 31, 2023 | 62.80% |
| July 31, 2023 | 62.80% |
| June 30, 2023 | 62.80% |
| May 31, 2023 | 62.80% |
| April 30, 2023 | 62.80% |
| March 31, 2023 | 62.80% |
| February 28, 2023 | 62.80% |
| January 31, 2023 | 62.80% |
| December 31, 2022 | 62.80% |
| November 30, 2022 | 62.80% |
| October 31, 2022 | 62.80% |
| September 30, 2022 | 63.49% |
| August 31, 2022 | 63.49% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| The Kroger Co. | 31.08% |
| Natural Grocers by Vitamin Cottage, Inc. | 63.34% |
| Costco Wholesale Corp. | 31.40% |
| Target Corp. | 64.36% |
| Walmart, Inc. | 25.74% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 12.95 |
| Beta (5Y) | 0.6678 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.32% |
| Historical Sharpe Ratio (5Y) | 0.4994 |
| Historical Sortino (5Y) | 0.7715 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.74% |