Crimson Wine Group Ltd. (CWGL)
4.29
+0.04
(+0.96%)
USD |
OTCM |
Oct 02, 16:00
Crimson Wine Group Max Drawdown (5Y) : 59.16% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 59.16% |
| August 31, 2026 | 59.16% |
| July 31, 2026 | 59.03% |
| June 30, 2026 | 59.03% |
| May 31, 2026 | 59.03% |
| April 30, 2026 | 56.19% |
| March 31, 2026 | 55.33% |
| February 28, 2026 | 53.59% |
| January 31, 2026 | 50.98% |
| December 31, 2025 | 53.04% |
| November 30, 2025 | 54.99% |
| October 31, 2025 | 57.46% |
| September 30, 2025 | 58.16% |
| August 31, 2025 | 58.16% |
| July 31, 2025 | 58.16% |
| June 30, 2025 | 58.16% |
| May 31, 2025 | 58.16% |
| April 30, 2025 | 58.16% |
| March 31, 2025 | 58.16% |
| February 28, 2025 | 58.16% |
| January 31, 2025 | 58.16% |
| December 31, 2024 | 58.16% |
| November 30, 2024 | 58.16% |
| October 31, 2024 | 58.16% |
| September 30, 2024 | 58.16% |
| 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% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Willamette Valley Vineyards, Inc. | 89.90% |
| Scheid Vineyards, Inc. | 97.48% |
| Brown-Forman Corp. | 68.82% |
| Coca-Cola Consolidated, Inc. | 35.52% |
| Keurig Dr Pepper, Inc. | 31.18% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.14 |
| Beta (5Y) | 0.4145 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.17% |
| Historical Sharpe Ratio (5Y) | -1.051 |
| Historical Sortino (5Y) | -1.650 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.50% |