Marie Brizard Wine and Spirits SA (BVDRF)
2.59
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Marie Brizard Wine and Spirits Max Drawdown (5Y): 96.04% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 96.04% |
March 31, 2024 | 96.04% |
February 29, 2024 | 96.04% |
January 31, 2024 | 96.04% |
December 31, 2023 | 96.04% |
November 30, 2023 | 96.04% |
October 31, 2023 | 96.04% |
September 30, 2023 | 96.04% |
August 31, 2023 | 96.04% |
July 31, 2023 | 96.04% |
June 30, 2023 | 96.04% |
May 31, 2023 | 96.04% |
April 30, 2023 | 96.04% |
March 31, 2023 | 96.04% |
February 28, 2023 | 96.04% |
January 31, 2023 | 96.04% |
December 31, 2022 | 96.04% |
November 30, 2022 | 96.04% |
October 31, 2022 | 96.04% |
September 30, 2022 | 96.04% |
August 31, 2022 | 96.04% |
July 31, 2022 | 96.04% |
June 30, 2022 | 96.04% |
May 31, 2022 | 96.04% |
April 30, 2022 | 96.04% |
Date | Value |
---|---|
March 31, 2022 | 96.04% |
February 28, 2022 | 96.04% |
January 31, 2022 | 96.04% |
December 31, 2021 | 96.04% |
November 30, 2021 | 96.04% |
October 31, 2021 | 96.04% |
September 30, 2021 | 96.04% |
August 31, 2021 | 96.04% |
July 31, 2021 | 96.04% |
June 30, 2021 | 96.04% |
May 31, 2021 | 96.04% |
April 30, 2021 | 96.04% |
March 31, 2021 | 96.04% |
February 28, 2021 | 96.04% |
January 31, 2021 | 96.04% |
December 31, 2020 | 96.04% |
November 30, 2020 | 96.04% |
October 31, 2020 | 96.04% |
September 30, 2020 | 96.04% |
August 31, 2020 | 96.04% |
July 31, 2020 | 96.04% |
June 30, 2020 | 96.04% |
May 31, 2020 | 96.04% |
April 30, 2020 | 96.04% |
March 31, 2020 | 94.05% |
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
89.24%
Minimum
May 2019
96.04%
Maximum
Apr 2020
95.21%
Average
96.04%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
L'Oreal SA | 39.10% |
Pernod Ricard SA | 36.12% |
Remy Cointreau | 60.28% |
Bic | 64.23% |
Laurent-Perrier | 28.46% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.090 |
Beta (5Y) | -0.3191 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.93% |
Historical Sharpe Ratio (5Y) | -0.1232 |
Historical Sortino (5Y) | -0.2517 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.65% |