Treehouse Foods Inc (THS)
37.59
+0.07
(+0.19%)
USD |
NYSE |
Nov 05, 10:18
Treehouse Foods Max Drawdown (5Y): 66.87% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 66.87% |
| September 30, 2024 | 66.87% |
| August 31, 2024 | 66.87% |
| July 31, 2024 | 66.87% |
| June 30, 2024 | 66.87% |
| May 31, 2024 | 66.87% |
| April 30, 2024 | 66.87% |
| March 31, 2024 | 66.87% |
| February 29, 2024 | 66.87% |
| January 31, 2024 | 66.87% |
| December 31, 2023 | 66.87% |
| November 30, 2023 | 66.87% |
| October 31, 2023 | 66.87% |
| September 30, 2023 | 66.87% |
| August 31, 2023 | 66.87% |
| July 31, 2023 | 66.87% |
| June 30, 2023 | 66.87% |
| May 31, 2023 | 66.87% |
| April 30, 2023 | 66.87% |
| March 31, 2023 | 66.87% |
| February 28, 2023 | 66.87% |
| January 31, 2023 | 66.87% |
| December 31, 2022 | 66.87% |
| November 30, 2022 | 66.87% |
| October 31, 2022 | 66.87% |
| Date | Value |
|---|---|
| September 30, 2022 | 66.87% |
| August 31, 2022 | 66.87% |
| July 31, 2022 | 66.87% |
| June 30, 2022 | 66.87% |
| May 31, 2022 | 66.87% |
| April 30, 2022 | 66.87% |
| March 31, 2022 | 66.87% |
| February 28, 2022 | 66.87% |
| January 31, 2022 | 66.87% |
| December 31, 2021 | 66.87% |
| November 30, 2021 | 66.87% |
| October 31, 2021 | 66.87% |
| September 30, 2021 | 66.87% |
| August 31, 2021 | 66.87% |
| July 31, 2021 | 66.87% |
| June 30, 2021 | 66.87% |
| May 31, 2021 | 66.87% |
| April 30, 2021 | 66.87% |
| March 31, 2021 | 66.87% |
| February 28, 2021 | 66.87% |
| January 31, 2021 | 66.87% |
| December 31, 2020 | 66.87% |
| November 30, 2020 | 66.87% |
| October 31, 2020 | 66.87% |
| September 30, 2020 | 66.87% |
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
64.91%
Minimum
Nov 2019
66.87%
Maximum
Mar 2020
66.74%
Average
66.87%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Philip Morris International Inc | 42.75% |
| Lamb Weston Holdings Inc | 53.33% |
| Acme United Corp | 52.48% |
| Campbell Soup Co | 31.82% |
| Spectrum Brands Holdings Inc | 79.43% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.99 |
| Beta (5Y) | 0.2343 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.93% |
| Historical Sharpe Ratio (5Y) | -0.3121 |
| Historical Sortino (5Y) | -0.5305 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.68% |