Diageo PLC (DEO)
140.67
-0.12
(-0.09%)
USD |
NYSE |
Apr 19, 16:00
140.67
0.00 (0.00%)
After-Hours: 19:12
Diageo Max Drawdown (5Y): 41.15% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 41.15% |
July 31, 2020 | 41.15% |
June 30, 2020 | 41.15% |
May 31, 2020 | 41.15% |
April 30, 2020 | 41.15% |
March 31, 2020 | 41.15% |
February 29, 2020 | 18.92% |
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
Apr 2019
41.15%
Maximum
Mar 2020
37.08%
Average
41.15%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Brown-Forman Corp | 35.17% |
Molson Coors Beverage Co | 67.73% |
Anheuser-Busch InBev SA/NV | 70.50% |
Coca-Cola Co | 37.01% |
Constellation Brands Inc | 53.52% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.25 |
Beta (5Y) | 0.659 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.89% |
Historical Sharpe Ratio (5Y) | -0.0751 |
Historical Sortino (5Y) | -0.1045 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.41% |