Diageo PLC (DEO)
120.26
+1.11
(+0.93%)
USD |
NYSE |
Nov 14, 13:08
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% |
Coca-Cola Europacific Partners PLC | 48.77% |
Unilever PLC | 30.13% |
Nomad Foods Ltd | 59.04% |
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% |