Diageo Plc (DEO)
95.97
-0.72
(-0.74%)
USD |
NYSE |
Oct 23, 16:00
95.94
-0.03
(-0.03%)
After-Hours: 20:00
Diageo Max Drawdown (5Y) : 63.49% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 63.49% |
| August 31, 2026 | 63.49% |
| July 31, 2026 | 63.49% |
| June 30, 2026 | 63.49% |
| May 31, 2026 | 63.49% |
| April 30, 2026 | 63.49% |
| March 31, 2026 | 63.49% |
| February 28, 2026 | 57.12% |
| January 31, 2026 | 57.12% |
| December 31, 2025 | 56.98% |
| November 30, 2025 | 56.04% |
| October 31, 2025 | 54.16% |
| September 30, 2025 | 54.01% |
| August 31, 2025 | 52.14% |
| July 31, 2025 | 51.90% |
| June 30, 2025 | 50.96% |
| May 31, 2025 | 50.06% |
| April 30, 2025 | 50.06% |
| March 31, 2025 | 48.54% |
| February 28, 2025 | 48.50% |
| January 31, 2025 | 44.59% |
| December 31, 2024 | 43.02% |
| November 30, 2024 | 43.02% |
| October 31, 2024 | 43.02% |
| September 30, 2024 | 43.02% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 41.15% |
| August 31, 2022 | 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Anheuser-Busch InBev NV | 60.44% |
| Brown-Forman Corp. | 68.82% |
| Constellation Brands, Inc. | 56.03% |
| Unilever Plc | 27.64% |
| Fevertree Drinks Plc | 81.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.37 |
| Beta (5Y) | 0.5673 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.61% |
| Historical Sharpe Ratio (5Y) | -0.7069 |
| Historical Sortino (5Y) | -1.11 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.53% |