Sysco Corp (SYY)
75.08
+1.45
(+1.97%)
USD |
NYSE |
Nov 21, 16:00
75.09
+0.01
(+0.01%)
Pre-Market: 20:00
Sysco Max Drawdown (5Y): 63.40% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 63.40% |
September 30, 2024 | 63.40% |
August 31, 2024 | 63.40% |
July 31, 2024 | 63.40% |
June 30, 2024 | 63.40% |
May 31, 2024 | 63.40% |
April 30, 2024 | 63.40% |
March 31, 2024 | 63.40% |
February 29, 2024 | 63.40% |
January 31, 2024 | 63.40% |
December 31, 2023 | 63.40% |
November 30, 2023 | 63.40% |
October 31, 2023 | 63.40% |
September 30, 2023 | 63.40% |
August 31, 2023 | 63.40% |
July 31, 2023 | 63.40% |
June 30, 2023 | 63.40% |
May 31, 2023 | 63.40% |
April 30, 2023 | 63.40% |
March 31, 2023 | 63.40% |
February 28, 2023 | 63.40% |
January 31, 2023 | 63.40% |
December 31, 2022 | 63.40% |
November 30, 2022 | 63.40% |
October 31, 2022 | 63.40% |
Date | Value |
---|---|
September 30, 2022 | 63.40% |
August 31, 2022 | 63.40% |
July 31, 2022 | 63.40% |
June 30, 2022 | 63.40% |
May 31, 2022 | 63.40% |
April 30, 2022 | 63.40% |
March 31, 2022 | 63.40% |
February 28, 2022 | 63.40% |
January 31, 2022 | 63.40% |
December 31, 2021 | 63.40% |
November 30, 2021 | 63.40% |
October 31, 2021 | 63.40% |
September 30, 2021 | 63.40% |
August 31, 2021 | 63.40% |
July 31, 2021 | 63.40% |
June 30, 2021 | 63.40% |
May 31, 2021 | 63.40% |
April 30, 2021 | 63.40% |
March 31, 2021 | 63.40% |
February 28, 2021 | 63.40% |
January 31, 2021 | 63.40% |
December 31, 2020 | 63.40% |
November 30, 2020 | 63.40% |
October 31, 2020 | 63.40% |
September 30, 2020 | 63.40% |
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
20.49%
Minimum
Nov 2019
63.40%
Maximum
Mar 2020
60.56%
Average
63.40%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
US Foods Holding Corp | 77.30% |
Mission Produce Inc | -- |
United Natural Foods Inc | 92.95% |
Calavo Growers Inc | 77.06% |
Amcon Distributing Co | 54.99% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.46 |
Beta (5Y) | 1.202 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.12% |
Historical Sharpe Ratio (5Y) | -0.0295 |
Historical Sortino (5Y) | -0.036 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.25% |