Grocery Outlet Holding Corp (GO)
14.32
+0.44
(+3.13%)
USD |
NASDAQ |
Oct 31, 16:00
14.45
+0.12
(+0.87%)
After-Hours: 20:00
Grocery Outlet Max Drawdown (5Y): 65.69% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 65.69% |
| August 31, 2024 | 61.95% |
| July 31, 2024 | 59.51% |
| June 30, 2024 | 57.61% |
| May 31, 2024 | 57.61% |
| April 30, 2024 | 54.46% |
| March 31, 2024 | 54.46% |
| February 29, 2024 | 54.46% |
| January 31, 2024 | 54.46% |
| December 31, 2023 | 54.46% |
| November 30, 2023 | 54.46% |
| October 31, 2023 | 54.46% |
| September 30, 2023 | 54.46% |
| August 31, 2023 | 54.46% |
| July 31, 2023 | 54.46% |
| June 30, 2023 | 54.46% |
| May 31, 2023 | 54.46% |
| April 30, 2023 | 54.46% |
| March 31, 2023 | 54.46% |
| February 28, 2023 | 54.46% |
| January 31, 2023 | 54.46% |
| December 31, 2022 | 54.46% |
| November 30, 2022 | 54.46% |
| October 31, 2022 | 54.46% |
| September 30, 2022 | 54.46% |
| Date | Value |
|---|---|
| August 31, 2022 | 54.46% |
| July 31, 2022 | 54.46% |
| June 30, 2022 | 54.46% |
| May 31, 2022 | 54.46% |
| April 30, 2022 | 54.46% |
| March 31, 2022 | 54.46% |
| February 28, 2022 | 54.46% |
| January 31, 2022 | 54.46% |
| December 31, 2021 | 54.46% |
| November 30, 2021 | 54.46% |
| October 31, 2021 | 54.46% |
| September 30, 2021 | 54.16% |
| August 31, 2021 | 46.08% |
| July 31, 2021 | 37.69% |
| June 30, 2021 | 37.69% |
| May 31, 2021 | 37.69% |
| April 30, 2021 | 37.69% |
| March 31, 2021 | 37.69% |
| February 28, 2021 | 37.69% |
| January 31, 2021 | 37.69% |
| December 31, 2020 | 37.69% |
| November 30, 2020 | 37.69% |
| October 31, 2020 | 37.69% |
| September 30, 2020 | 37.69% |
| August 31, 2020 | 37.69% |
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
34.39%
Minimum
Nov 2019
65.69%
Maximum
Sep 2024
48.66%
Average
54.46%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| The Kroger Co | 32.33% |
| Healthier Choices Management Corp | 100.0% |
| Krispy Kreme Inc | -- |
| Sprouts Farmers Market Inc | 58.62% |
| Ingles Markets Inc | 37.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.43 |
| Beta (5Y) | 0.1011 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.89% |
| Historical Sharpe Ratio (5Y) | -0.4313 |
| Historical Sortino (5Y) | -0.768 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.03% |