Splash Beverage Group Inc (SBEV)
0.3241
0.00 (0.00%)
USD |
NYAM |
May 07, 15:14
Splash Beverage Group Max Drawdown (5Y): 98.49% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 98.49% |
March 31, 2024 | 98.29% |
February 29, 2024 | 98.29% |
January 31, 2024 | 97.97% |
December 31, 2023 | 97.64% |
November 30, 2023 | 97.64% |
October 31, 2023 | 97.03% |
September 30, 2023 | 96.97% |
August 31, 2023 | 96.57% |
July 31, 2023 | 96.10% |
June 30, 2023 | 96.10% |
May 31, 2023 | 96.10% |
April 30, 2023 | 96.10% |
March 31, 2023 | 96.10% |
February 28, 2023 | 96.10% |
January 31, 2023 | 96.10% |
December 31, 2022 | 95.84% |
November 30, 2022 | 95.84% |
October 31, 2022 | 95.84% |
September 30, 2022 | 95.84% |
August 31, 2022 | 95.84% |
July 31, 2022 | 95.84% |
June 30, 2022 | 95.84% |
May 31, 2022 | 95.84% |
April 30, 2022 | 95.84% |
Date | Value |
---|---|
March 31, 2022 | 95.84% |
February 28, 2022 | 95.84% |
January 31, 2022 | 95.84% |
December 31, 2021 | 95.84% |
November 30, 2021 | 95.84% |
October 31, 2021 | 95.84% |
September 30, 2021 | 95.84% |
August 31, 2021 | 95.84% |
July 31, 2021 | 95.84% |
June 30, 2021 | 95.84% |
May 31, 2021 | 95.84% |
April 30, 2021 | 95.84% |
March 31, 2021 | 95.84% |
February 28, 2021 | 95.84% |
January 31, 2021 | 95.84% |
December 31, 2020 | 95.84% |
November 30, 2020 | 95.84% |
October 31, 2020 | 95.84% |
September 30, 2020 | 95.84% |
August 31, 2020 | 95.84% |
July 31, 2020 | 95.84% |
June 30, 2020 | 95.84% |
May 31, 2020 | 93.08% |
April 30, 2020 | 92.62% |
March 31, 2020 | 91.52% |
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
45.71%
Minimum
May 2019
98.49%
Maximum
Apr 2024
92.39%
Average
95.84%
Median
Jun 2020
Max Drawdown (5Y) Benchmarks
Acme United Corp | 52.48% |
MGP Ingredients Inc | 76.52% |
Willamette Valley Vineyards Inc | 76.33% |
Vintage Wine Estates Inc | -- |
Fresh Vine Wine Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -36.65 |
Beta (5Y) | 0.7823 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 223.6% |
Historical Sharpe Ratio (5Y) | -0.125 |
Historical Sortino (5Y) | -0.5106 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 45.80% |