Sprouts Farmers Market Inc (SFM)
145.87
+3.12
(+2.19%)
USD |
NASDAQ |
Nov 21, 16:00
145.93
+0.06
(+0.04%)
After-Hours: 19:13
Sprouts Farmers Market Max Drawdown (5Y): 62.80% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 62.80% |
| September 30, 2024 | 62.80% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2022 | 63.49% |
| August 31, 2022 | 63.49% |
| July 31, 2022 | 63.49% |
| June 30, 2022 | 63.49% |
| May 31, 2022 | 63.49% |
| April 30, 2022 | 63.49% |
| March 31, 2022 | 63.49% |
| February 28, 2022 | 64.10% |
| January 31, 2022 | 64.10% |
| December 31, 2021 | 64.10% |
| November 30, 2021 | 64.10% |
| October 31, 2021 | 64.10% |
| September 30, 2021 | 64.10% |
| August 31, 2021 | 64.10% |
| July 31, 2021 | 64.10% |
| June 30, 2021 | 64.10% |
| May 31, 2021 | 64.10% |
| April 30, 2021 | 64.10% |
| March 31, 2021 | 64.10% |
| February 28, 2021 | 64.10% |
| January 31, 2021 | 64.10% |
| December 31, 2020 | 64.10% |
| November 30, 2020 | 64.10% |
| October 31, 2020 | 64.10% |
| September 30, 2020 | 64.10% |
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
62.80%
Minimum
Oct 2022
64.10%
Maximum
Nov 2019
63.49%
Average
63.49%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| The Kroger Co | 37.27% |
| Ingles Markets Inc | 38.97% |
| Village Super Market Inc | 46.83% |
| Weis Markets Inc | 47.49% |
| Natural Grocers by Vitamin Cottage Inc | 79.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 36.60 |
| Beta (5Y) | 0.5391 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.00% |
| Historical Sharpe Ratio (5Y) | 1.245 |
| Historical Sortino (5Y) | 2.292 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.54% |