B&G Foods Inc (BGS)
10.58
-0.04
(-0.42%)
USD |
NYSE |
Apr 18, 16:00
10.58
0.00 (0.00%)
After-Hours: 20:00
B&G Foods Max Drawdown (5Y): 77.32% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 77.32% |
| February 29, 2024 | 77.32% |
| January 31, 2024 | 77.32% |
| December 31, 2023 | 77.32% |
| November 30, 2023 | 77.32% |
| October 31, 2023 | 77.32% |
| September 30, 2023 | 71.76% |
| August 31, 2023 | 71.61% |
| July 31, 2023 | 71.61% |
| June 30, 2023 | 71.61% |
| May 31, 2023 | 71.61% |
| April 30, 2023 | 71.61% |
| March 31, 2023 | 71.61% |
| February 28, 2023 | 71.61% |
| January 31, 2023 | 71.61% |
| December 31, 2022 | 71.61% |
| November 30, 2022 | 71.61% |
| October 31, 2022 | 71.61% |
| September 30, 2022 | 71.61% |
| August 31, 2022 | 71.61% |
| July 31, 2022 | 71.61% |
| June 30, 2022 | 71.61% |
| May 31, 2022 | 71.61% |
| April 30, 2022 | 71.61% |
| March 31, 2022 | 71.61% |
| Date | Value |
|---|---|
| February 28, 2022 | 71.61% |
| January 31, 2022 | 71.61% |
| December 31, 2021 | 71.61% |
| November 30, 2021 | 71.61% |
| October 31, 2021 | 71.61% |
| September 30, 2021 | 71.61% |
| August 31, 2021 | 71.61% |
| July 31, 2021 | 71.61% |
| June 30, 2021 | 71.61% |
| May 31, 2021 | 71.61% |
| April 30, 2021 | 71.61% |
| March 31, 2021 | 71.61% |
| February 28, 2021 | 71.61% |
| January 31, 2021 | 71.61% |
| December 31, 2020 | 71.61% |
| November 30, 2020 | 71.61% |
| October 31, 2020 | 71.61% |
| September 30, 2020 | 71.61% |
| August 31, 2020 | 71.61% |
| July 31, 2020 | 71.61% |
| June 30, 2020 | 71.61% |
| May 31, 2020 | 71.61% |
| April 30, 2020 | 71.61% |
| March 31, 2020 | 71.61% |
| February 29, 2020 | 68.80% |
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
53.03%
Minimum
Apr 2019
77.32%
Maximum
Oct 2023
70.08%
Average
71.61%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Seneca Foods Corp | 51.29% |
| Acme United Corp | 52.48% |
| JM Smucker Co | 32.32% |
| Spectrum Brands Holdings Inc | 79.43% |
| RegalWorks Media Inc | 94.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.56 |
| Beta (5Y) | 0.7049 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.49% |
| Historical Sharpe Ratio (5Y) | -0.2255 |
| Historical Sortino (5Y) | -0.4173 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.10% |