Diamond Estates Wines & Spirits Inc (DWS.V)
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Nov 22, 11:12
Diamond Estates Wines & Spirits Max Drawdown (5Y): 92.92% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 92.92% |
| August 31, 2024 | 92.92% |
| July 31, 2024 | 92.92% |
| June 30, 2024 | 92.92% |
| May 31, 2024 | 92.92% |
| April 30, 2024 | 92.92% |
| March 31, 2024 | 91.67% |
| February 29, 2024 | 91.67% |
| January 31, 2024 | 91.67% |
| December 31, 2023 | 91.67% |
| November 30, 2023 | 91.67% |
| October 31, 2023 | 91.60% |
| September 30, 2023 | 90.00% |
| August 31, 2023 | 90.00% |
| July 31, 2023 | 90.00% |
| June 30, 2023 | 90.00% |
| May 31, 2023 | 90.00% |
| April 30, 2023 | 88.95% |
| March 31, 2023 | 88.95% |
| February 28, 2023 | 88.03% |
| January 31, 2023 | 88.03% |
| December 31, 2022 | 87.89% |
| November 30, 2022 | 87.89% |
| October 31, 2022 | 87.37% |
| September 30, 2022 | 80.26% |
| Date | Value |
|---|---|
| August 31, 2022 | 77.63% |
| July 31, 2022 | 77.63% |
| June 30, 2022 | 77.63% |
| May 31, 2022 | 77.63% |
| April 30, 2022 | 77.63% |
| March 31, 2022 | 77.63% |
| February 28, 2022 | 77.63% |
| January 31, 2022 | 77.63% |
| December 31, 2021 | 77.63% |
| November 30, 2021 | 77.63% |
| October 31, 2021 | 77.63% |
| September 30, 2021 | 77.63% |
| August 31, 2021 | 77.63% |
| July 31, 2021 | 77.63% |
| June 30, 2021 | 77.63% |
| May 31, 2021 | 77.63% |
| April 30, 2021 | 77.63% |
| March 31, 2021 | 77.63% |
| February 28, 2021 | 77.63% |
| January 31, 2021 | 77.63% |
| December 31, 2020 | 77.63% |
| November 30, 2020 | 77.63% |
| October 31, 2020 | 77.63% |
| September 30, 2020 | 77.63% |
| August 31, 2020 | 77.63% |
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
75.86%
Minimum
Nov 2019
92.92%
Maximum
Apr 2024
82.83%
Average
77.63%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Andrew Peller Ltd | 74.68% |
| Corby Spirit and Wine Ltd | 33.79% |
| The Tinley Beverage Co Inc | 97.75% |
| Sweet Poison Spirits Inc | -- |
| HYTN Innovations Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -49.90 |
| Beta (5Y) | 1.884 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.16% |
| Historical Sharpe Ratio (5Y) | -0.5348 |
| Historical Sortino (5Y) | -0.9452 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.71% |