Diageo PLC (DEO)
118.05
-1.40
(-1.17%)
USD |
NYSE |
Nov 21, 15:37
Diageo Max Drawdown (5Y): 43.02% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 43.02% |
| September 30, 2024 | 43.02% |
| August 31, 2024 | 43.02% |
| July 31, 2024 | 41.15% |
| June 30, 2024 | 41.15% |
| May 31, 2024 | 41.15% |
| April 30, 2024 | 41.15% |
| March 31, 2024 | 41.15% |
| February 29, 2024 | 41.15% |
| January 31, 2024 | 41.15% |
| December 31, 2023 | 41.15% |
| November 30, 2023 | 41.15% |
| October 31, 2023 | 41.15% |
| September 30, 2023 | 41.15% |
| August 31, 2023 | 41.15% |
| July 31, 2023 | 41.15% |
| June 30, 2023 | 41.15% |
| May 31, 2023 | 41.15% |
| April 30, 2023 | 41.15% |
| March 31, 2023 | 41.15% |
| February 28, 2023 | 41.15% |
| January 31, 2023 | 41.15% |
| December 31, 2022 | 41.15% |
| November 30, 2022 | 41.15% |
| October 31, 2022 | 41.15% |
| Date | Value |
|---|---|
| September 30, 2022 | 41.15% |
| August 31, 2022 | 41.15% |
| July 31, 2022 | 41.15% |
| June 30, 2022 | 41.15% |
| May 31, 2022 | 41.15% |
| April 30, 2022 | 41.15% |
| March 31, 2022 | 41.15% |
| February 28, 2022 | 41.15% |
| January 31, 2022 | 41.15% |
| December 31, 2021 | 41.15% |
| November 30, 2021 | 41.15% |
| October 31, 2021 | 41.15% |
| September 30, 2021 | 41.15% |
| August 31, 2021 | 41.15% |
| July 31, 2021 | 41.15% |
| June 30, 2021 | 41.15% |
| May 31, 2021 | 41.15% |
| April 30, 2021 | 41.15% |
| March 31, 2021 | 41.15% |
| February 28, 2021 | 41.15% |
| January 31, 2021 | 41.15% |
| December 31, 2020 | 41.15% |
| November 30, 2020 | 41.15% |
| October 31, 2020 | 41.15% |
| September 30, 2020 | 41.15% |
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
18.92%
Minimum
Nov 2019
43.02%
Maximum
Aug 2024
39.76%
Average
41.15%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Coca-Cola Co | 37.01% |
| Anheuser-Busch InBev SA/NV | 70.50% |
| Unilever PLC | 30.13% |
| Coca-Cola Europacific Partners PLC | 48.77% |
| PepsiCo Inc | 28.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.62 |
| Beta (5Y) | 0.7081 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.48% |
| Historical Sharpe Ratio (5Y) | -0.2437 |
| Historical Sortino (5Y) | -0.3538 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.42% |