Corby Spirit and Wine Ltd (CSW.A.TO)
12.59
+0.09
(+0.72%)
CAD |
TSX |
Nov 22, 10:00
Corby Spirit and Wine Max Drawdown (5Y): 33.79% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 33.79% |
| September 30, 2024 | 33.79% |
| August 31, 2024 | 33.79% |
| July 31, 2024 | 33.79% |
| June 30, 2024 | 33.79% |
| May 31, 2024 | 33.79% |
| April 30, 2024 | 33.79% |
| March 31, 2024 | 33.79% |
| February 29, 2024 | 33.79% |
| January 31, 2024 | 33.79% |
| December 31, 2023 | 33.79% |
| November 30, 2023 | 33.79% |
| October 31, 2023 | 33.79% |
| September 30, 2023 | 33.79% |
| August 31, 2023 | 33.79% |
| July 31, 2023 | 33.79% |
| June 30, 2023 | 33.79% |
| May 31, 2023 | 33.79% |
| April 30, 2023 | 33.79% |
| March 31, 2023 | 33.79% |
| February 28, 2023 | 33.79% |
| January 31, 2023 | 33.79% |
| December 31, 2022 | 33.79% |
| November 30, 2022 | 33.79% |
| October 31, 2022 | 33.79% |
| Date | Value |
|---|---|
| September 30, 2022 | 33.79% |
| August 31, 2022 | 33.79% |
| July 31, 2022 | 33.79% |
| June 30, 2022 | 33.79% |
| May 31, 2022 | 33.79% |
| April 30, 2022 | 33.79% |
| March 31, 2022 | 33.79% |
| February 28, 2022 | 33.79% |
| January 31, 2022 | 33.79% |
| December 31, 2021 | 33.79% |
| November 30, 2021 | 33.79% |
| October 31, 2021 | 33.79% |
| September 30, 2021 | 33.79% |
| August 31, 2021 | 33.79% |
| July 31, 2021 | 33.79% |
| June 30, 2021 | 33.79% |
| May 31, 2021 | 33.79% |
| April 30, 2021 | 33.79% |
| March 31, 2021 | 33.79% |
| February 28, 2021 | 33.79% |
| January 31, 2021 | 33.79% |
| December 31, 2020 | 33.79% |
| November 30, 2020 | 33.79% |
| October 31, 2020 | 33.79% |
| September 30, 2020 | 33.79% |
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
26.55%
Minimum
Nov 2019
33.79%
Maximum
Mar 2020
33.35%
Average
33.79%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Andrew Peller Ltd | 74.68% |
| Diamond Estates Wines & Spirits Inc | 92.92% |
| The Tinley Beverage Co Inc | 97.75% |
| Sweet Poison Spirits Inc | -- |
| HYTN Innovations Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.861 |
| Beta (5Y) | 0.2754 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.86% |
| Historical Sharpe Ratio (5Y) | -0.0846 |
| Historical Sortino (5Y) | -0.1382 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.00% |