Diageo PLC (DGEAF)
34.81
+0.78
(+2.28%)
USD |
OTCM |
May 03, 11:32
Diageo Max Drawdown (5Y): 43.54% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 43.54% |
| March 31, 2024 | 43.54% |
| February 29, 2024 | 43.54% |
| January 31, 2024 | 43.54% |
| December 31, 2023 | 43.54% |
| November 30, 2023 | 43.54% |
| October 31, 2023 | 43.54% |
| September 30, 2023 | 43.54% |
| August 31, 2023 | 43.54% |
| July 31, 2023 | 43.54% |
| June 30, 2023 | 43.54% |
| May 31, 2023 | 43.54% |
| April 30, 2023 | 43.54% |
| March 31, 2023 | 43.54% |
| February 28, 2023 | 43.54% |
| January 31, 2023 | 43.54% |
| December 31, 2022 | 43.54% |
| November 30, 2022 | 43.54% |
| October 31, 2022 | 43.54% |
| September 30, 2022 | 43.54% |
| August 31, 2022 | 43.54% |
| July 31, 2022 | 43.54% |
| June 30, 2022 | 43.54% |
| May 31, 2022 | 43.54% |
| April 30, 2022 | 43.54% |
| Date | Value |
|---|---|
| March 31, 2022 | 43.54% |
| February 28, 2022 | 43.54% |
| January 31, 2022 | 43.54% |
| December 31, 2021 | 43.54% |
| November 30, 2021 | 43.54% |
| October 31, 2021 | 43.54% |
| September 30, 2021 | 43.54% |
| August 31, 2021 | 43.54% |
| July 31, 2021 | 43.54% |
| June 30, 2021 | 43.54% |
| May 31, 2021 | 43.54% |
| April 30, 2021 | 43.54% |
| March 31, 2021 | 43.54% |
| February 28, 2021 | 43.54% |
| January 31, 2021 | 43.54% |
| December 31, 2020 | 43.54% |
| November 30, 2020 | 43.54% |
| October 31, 2020 | 43.54% |
| September 30, 2020 | 43.54% |
| August 31, 2020 | 43.54% |
| July 31, 2020 | 43.54% |
| June 30, 2020 | 43.54% |
| May 31, 2020 | 43.54% |
| April 30, 2020 | 43.54% |
| March 31, 2020 | 43.54% |
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
19.75%
Minimum
May 2019
43.54%
Maximum
Mar 2020
39.59%
Average
43.54%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| British American Tobacco PLC | 56.33% |
| Coca-Cola Europacific Partners PLC | 48.77% |
| Unilever PLC | 30.13% |
| Nomad Foods Ltd | 59.04% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.806 |
| Beta (5Y) | 0.5868 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.45% |
| Historical Sharpe Ratio (5Y) | -0.1393 |
| Historical Sortino (5Y) | -0.1985 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.54% |