Corby Spirit and Wine Ltd (CSW.B.TO)
12.28
+0.13
(+1.07%)
CAD |
TSX |
Sep 13, 16:00
Corby Spirit and Wine Max Drawdown (5Y): 34.94% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
August 31, 2024 | 34.94% |
July 31, 2024 | 34.94% |
June 30, 2024 | 34.94% |
May 31, 2024 | 34.94% |
April 30, 2024 | 34.94% |
March 31, 2024 | 34.94% |
February 29, 2024 | 34.94% |
January 31, 2024 | 34.94% |
December 31, 2023 | 34.94% |
November 30, 2023 | 34.94% |
October 31, 2023 | 34.94% |
September 30, 2023 | 34.94% |
August 31, 2023 | 34.94% |
July 31, 2023 | 34.94% |
June 30, 2023 | 34.94% |
May 31, 2023 | 34.94% |
April 30, 2023 | 34.94% |
March 31, 2023 | 34.94% |
February 28, 2023 | 34.94% |
January 31, 2023 | 34.94% |
December 31, 2022 | 34.94% |
November 30, 2022 | 34.94% |
October 31, 2022 | 34.94% |
September 30, 2022 | 34.94% |
August 31, 2022 | 34.94% |
Date | Value |
---|---|
July 31, 2022 | 34.94% |
June 30, 2022 | 34.94% |
May 31, 2022 | 34.94% |
April 30, 2022 | 34.94% |
March 31, 2022 | 34.94% |
February 28, 2022 | 34.94% |
January 31, 2022 | 34.94% |
December 31, 2021 | 34.94% |
November 30, 2021 | 34.94% |
October 31, 2021 | 34.94% |
September 30, 2021 | 34.94% |
August 31, 2021 | 34.94% |
July 31, 2021 | 34.94% |
June 30, 2021 | 34.94% |
May 31, 2021 | 34.94% |
April 30, 2021 | 34.94% |
March 31, 2021 | 34.94% |
February 28, 2021 | 34.94% |
January 31, 2021 | 34.94% |
December 31, 2020 | 34.94% |
November 30, 2020 | 34.94% |
October 31, 2020 | 34.94% |
September 30, 2020 | 34.94% |
August 31, 2020 | 34.94% |
July 31, 2020 | 34.94% |
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
24.31%
Minimum
Sep 2019
34.94%
Maximum
Mar 2020
33.88%
Average
34.94%
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 | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.902 |
Beta (5Y) | 0.4763 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.76% |
Historical Sharpe Ratio (5Y) | -0.1208 |
Historical Sortino (5Y) | -0.1598 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.46% |