Treehouse Foods Inc (THS)
35.35
+1.11
(+3.24%)
USD |
NYSE |
Nov 21, 16:00
35.38
+0.03
(+0.08%)
After-Hours: 20:00
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
Lamb Weston Holdings Inc | 53.33% |
Acme United Corp | 52.48% |
Conagra Brands Inc | 37.05% |
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% |