National Beverage Corp (FIZZ)
47.70
+1.93
(+4.22%)
USD |
NASDAQ |
Nov 04, 16:00
47.78
+0.08
(+0.17%)
After-Hours: 20:00
National Beverage Max Drawdown (5Y): 69.56% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 69.56% |
| September 30, 2024 | 69.56% |
| August 31, 2024 | 69.56% |
| July 31, 2024 | 69.56% |
| June 30, 2024 | 69.56% |
| May 31, 2024 | 69.56% |
| April 30, 2024 | 69.56% |
| March 31, 2024 | 69.56% |
| February 29, 2024 | 69.56% |
| January 31, 2024 | 69.56% |
| December 31, 2023 | 69.56% |
| November 30, 2023 | 69.56% |
| October 31, 2023 | 69.56% |
| September 30, 2023 | 69.56% |
| August 31, 2023 | 69.56% |
| July 31, 2023 | 69.56% |
| June 30, 2023 | 69.56% |
| May 31, 2023 | 69.56% |
| April 30, 2023 | 69.56% |
| March 31, 2023 | 69.56% |
| February 28, 2023 | 69.56% |
| January 31, 2023 | 69.56% |
| December 31, 2022 | 69.56% |
| November 30, 2022 | 69.56% |
| October 31, 2022 | 69.56% |
| Date | Value |
|---|---|
| September 30, 2022 | 69.56% |
| August 31, 2022 | 69.56% |
| July 31, 2022 | 69.56% |
| June 30, 2022 | 69.56% |
| May 31, 2022 | 69.56% |
| April 30, 2022 | 69.56% |
| March 31, 2022 | 69.56% |
| February 28, 2022 | 69.56% |
| January 31, 2022 | 69.56% |
| December 31, 2021 | 69.56% |
| November 30, 2021 | 69.56% |
| October 31, 2021 | 69.56% |
| September 30, 2021 | 69.56% |
| August 31, 2021 | 69.56% |
| July 31, 2021 | 69.56% |
| June 30, 2021 | 69.56% |
| May 31, 2021 | 69.56% |
| April 30, 2021 | 69.56% |
| March 31, 2021 | 69.56% |
| February 28, 2021 | 69.56% |
| January 31, 2021 | 69.56% |
| December 31, 2020 | 69.56% |
| November 30, 2020 | 69.56% |
| October 31, 2020 | 69.56% |
| September 30, 2020 | 69.56% |
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
67.37%
Minimum
Nov 2019
69.56%
Maximum
Mar 2020
69.42%
Average
69.56%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Acme United Corp | 52.48% |
| Coca-Cola Consolidated Inc | 51.71% |
| Keurig Dr Pepper Inc | 36.87% |
| PepsiCo Inc | 28.81% |
| Monster Beverage Corp | 27.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.971 |
| Beta (5Y) | 0.8297 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.09% |
| Historical Sharpe Ratio (5Y) | 0.4303 |
| Historical Sortino (5Y) | 0.8731 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.76% |