Crimson Wine Group Ltd (CWGL)
6.43
+0.03
(+0.47%)
USD |
OTCM |
Sep 27, 16:00
Crimson Wine Group Max Drawdown (5Y): 58.16% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
August 31, 2024 | 58.16% |
July 31, 2024 | 58.16% |
June 30, 2024 | 58.16% |
May 31, 2024 | 58.16% |
April 30, 2024 | 58.16% |
March 31, 2024 | 58.16% |
February 29, 2024 | 58.16% |
January 31, 2024 | 58.16% |
December 31, 2023 | 58.16% |
November 30, 2023 | 58.16% |
October 31, 2023 | 58.16% |
September 30, 2023 | 58.16% |
August 31, 2023 | 58.16% |
July 31, 2023 | 58.16% |
June 30, 2023 | 58.16% |
May 31, 2023 | 58.16% |
April 30, 2023 | 58.16% |
March 31, 2023 | 58.16% |
February 28, 2023 | 58.16% |
January 31, 2023 | 58.16% |
December 31, 2022 | 58.16% |
November 30, 2022 | 58.16% |
October 31, 2022 | 58.16% |
September 30, 2022 | 58.16% |
August 31, 2022 | 58.16% |
Date | Value |
---|---|
July 31, 2022 | 58.16% |
June 30, 2022 | 58.16% |
May 31, 2022 | 58.16% |
April 30, 2022 | 58.16% |
March 31, 2022 | 58.16% |
February 28, 2022 | 58.16% |
January 31, 2022 | 58.16% |
December 31, 2021 | 58.16% |
November 30, 2021 | 58.16% |
October 31, 2021 | 58.16% |
September 30, 2021 | 58.16% |
August 31, 2021 | 58.16% |
July 31, 2021 | 58.16% |
June 30, 2021 | 58.16% |
May 31, 2021 | 58.16% |
April 30, 2021 | 58.16% |
March 31, 2021 | 58.16% |
February 28, 2021 | 58.16% |
January 31, 2021 | 58.16% |
December 31, 2020 | 58.16% |
November 30, 2020 | 58.16% |
October 31, 2020 | 58.16% |
September 30, 2020 | 56.66% |
August 31, 2020 | 54.99% |
July 31, 2020 | 54.99% |
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
37.16%
Minimum
Sep 2019
58.16%
Maximum
Oct 2020
55.92%
Average
58.16%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Acme United Corp | 52.48% |
MGP Ingredients Inc | 76.52% |
Willamette Valley Vineyards Inc | 78.98% |
Splash Beverage Group Inc | 98.90% |
Fresh Vine Wine Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.84 |
Beta (5Y) | 0.5398 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.51% |
Historical Sharpe Ratio (5Y) | -0.2639 |
Historical Sortino (5Y) | -0.4164 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.28% |