US Foods Holding Corp (USFD)
61.76
+0.32
(+0.52%)
USD |
NYSE |
Nov 04, 16:00
60.96
-0.80
(-1.30%)
Pre-Market: 08:44
US Foods Max Drawdown (5Y): 77.30% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 77.30% |
September 30, 2024 | 77.30% |
August 31, 2024 | 77.30% |
July 31, 2024 | 77.30% |
June 30, 2024 | 77.30% |
May 31, 2024 | 77.30% |
April 30, 2024 | 77.30% |
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% |
Date | Value |
---|---|
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% |
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% |
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
Nov 2019
77.30%
Maximum
Mar 2020
74.21%
Average
77.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Sysco Corp | 63.40% |
Mission Produce Inc | -- |
Calavo Growers Inc | 77.06% |
Amcon Distributing Co | 54.99% |
SpartanNash Co | 73.51% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.54 |
Beta (5Y) | 1.658 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.65% |
Historical Sharpe Ratio (5Y) | 0.1607 |
Historical Sortino (5Y) | 0.18 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.42% |