Diageo Plc (DGEAF)
20.86
-0.35
(-1.66%)
USD |
OTCM |
Oct 06, 16:00
Diageo Max Drawdown (5Y) : 64.26% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 64.26% |
| August 31, 2026 | 64.26% |
| July 31, 2026 | 64.26% |
| June 30, 2026 | 64.26% |
| May 31, 2026 | 64.26% |
| April 30, 2026 | 64.26% |
| March 31, 2026 | 64.26% |
| February 28, 2026 | 57.89% |
| January 31, 2026 | 57.89% |
| December 31, 2025 | 57.89% |
| November 30, 2025 | 56.04% |
| October 31, 2025 | 55.15% |
| September 30, 2025 | 54.02% |
| August 31, 2025 | 52.99% |
| July 31, 2025 | 51.82% |
| June 30, 2025 | 51.47% |
| May 31, 2025 | 51.06% |
| April 30, 2025 | 51.06% |
| March 31, 2025 | 49.48% |
| February 28, 2025 | 48.95% |
| January 31, 2025 | 44.59% |
| December 31, 2024 | 44.55% |
| November 30, 2024 | 44.55% |
| October 31, 2024 | 44.09% |
| September 30, 2024 | 44.09% |
| Date | Value |
|---|---|
| August 31, 2024 | 44.09% |
| July 31, 2024 | 43.54% |
| June 30, 2024 | 43.54% |
| May 31, 2024 | 43.54% |
| April 30, 2024 | 43.54% |
| March 31, 2024 | 43.54% |
| February 29, 2024 | 43.54% |
| January 31, 2024 | 43.54% |
| December 31, 2023 | 43.54% |
| November 30, 2023 | 43.54% |
| October 31, 2023 | 43.54% |
| September 30, 2023 | 43.54% |
| August 31, 2023 | 43.54% |
| July 31, 2023 | 43.54% |
| June 30, 2023 | 43.54% |
| May 31, 2023 | 43.54% |
| April 30, 2023 | 43.54% |
| March 31, 2023 | 43.54% |
| February 28, 2023 | 43.54% |
| January 31, 2023 | 43.54% |
| December 31, 2022 | 43.54% |
| November 30, 2022 | 43.54% |
| October 31, 2022 | 43.54% |
| September 30, 2022 | 43.54% |
| August 31, 2022 | 43.54% |
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
| Fevertree Drinks Plc | 81.78% |
| Coca-Cola Europacific Partners plc | 29.53% |
| Nichols Plc | 33.06% |
| A.G. BARR Plc | 99.97% |
| Becle, S.A.B. de C.V. | 73.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.01 |
| Beta (5Y) | 0.4694 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.15% |
| Historical Sharpe Ratio (5Y) | -0.6486 |
| Historical Sortino (5Y) | -1.039 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.48% |