US Foods Holding Corp (USFD)
49.95
-0.25
(-0.50%)
USD |
NYSE |
Apr 18, 16:00
49.95
0.00 (0.00%)
After-Hours: 19:40
US Foods Max Drawdown (5Y): 77.30% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 77.30% |
| February 29, 2024 | 77.30% |
| January 31, 2024 | 77.30% |
| December 31, 2023 | 77.30% |
| November 30, 2023 | 77.30% |
| October 31, 2023 | 77.30% |
| September 30, 2023 | 77.30% |
| August 31, 2023 | 77.30% |
| July 31, 2023 | 77.30% |
| June 30, 2023 | 77.30% |
| May 31, 2023 | 77.30% |
| April 30, 2023 | 77.30% |
| March 31, 2023 | 77.30% |
| February 28, 2023 | 77.30% |
| January 31, 2023 | 77.30% |
| December 31, 2022 | 77.30% |
| November 30, 2022 | 77.30% |
| October 31, 2022 | 77.30% |
| September 30, 2022 | 77.30% |
| August 31, 2022 | 77.30% |
| July 31, 2022 | 77.30% |
| June 30, 2022 | 77.30% |
| May 31, 2022 | 77.30% |
| April 30, 2022 | 77.30% |
| March 31, 2022 | 77.30% |
| Date | Value |
|---|---|
| February 28, 2022 | 77.30% |
| January 31, 2022 | 77.30% |
| December 31, 2021 | 77.30% |
| November 30, 2021 | 77.30% |
| October 31, 2021 | 77.30% |
| September 30, 2021 | 77.30% |
| August 31, 2021 | 77.30% |
| July 31, 2021 | 77.30% |
| June 30, 2021 | 77.30% |
| May 31, 2021 | 77.30% |
| April 30, 2021 | 77.30% |
| March 31, 2021 | 77.30% |
| February 28, 2021 | 77.30% |
| January 31, 2021 | 77.30% |
| December 31, 2020 | 77.30% |
| November 30, 2020 | 77.30% |
| October 31, 2020 | 77.30% |
| September 30, 2020 | 77.30% |
| August 31, 2020 | 77.30% |
| July 31, 2020 | 77.30% |
| June 30, 2020 | 77.30% |
| May 31, 2020 | 77.30% |
| April 30, 2020 | 77.30% |
| March 31, 2020 | 77.30% |
| February 29, 2020 | 31.06% |
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
31.06%
Minimum
Apr 2019
77.30%
Maximum
Mar 2020
68.82%
Average
77.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Sysco Corp | 63.40% |
| Mission Produce Inc | -- |
| Performance Food Group Co | 78.85% |
| SpartanNash Co | 75.81% |
| Amcon Distributing Co | 54.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.53 |
| Beta (5Y) | 1.581 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.72% |
| Historical Sharpe Ratio (5Y) | 0.1664 |
| Historical Sortino (5Y) | 0.1894 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.42% |