Naked Wines PLC (NWINF)
0.60
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Naked Wines Max Drawdown (5Y): 97.25% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 97.25% |
| March 31, 2024 | 97.25% |
| February 29, 2024 | 97.25% |
| January 31, 2024 | 97.25% |
| December 31, 2023 | 97.25% |
| November 30, 2023 | 97.25% |
| October 31, 2023 | 95.79% |
| September 30, 2023 | 94.41% |
| August 31, 2023 | 93.68% |
| July 31, 2023 | 93.15% |
| June 30, 2023 | 93.15% |
| May 31, 2023 | 93.15% |
| April 30, 2023 | 93.15% |
| March 31, 2023 | 93.15% |
| February 28, 2023 | 93.15% |
| January 31, 2023 | 93.15% |
| December 31, 2022 | 93.15% |
| November 30, 2022 | 93.15% |
| October 31, 2022 | 93.15% |
| September 30, 2022 | 92.79% |
| August 31, 2022 | 87.83% |
| July 31, 2022 | 86.40% |
| June 30, 2022 | 84.86% |
| May 31, 2022 | 67.21% |
| April 30, 2022 | 64.78% |
| Date | Value |
|---|---|
| March 31, 2022 | 62.92% |
| February 28, 2022 | 56.76% |
| January 31, 2022 | 43.60% |
| December 31, 2021 | 33.77% |
| November 30, 2021 | 32.71% |
| October 31, 2021 | 27.67% |
| September 30, 2021 | 24.34% |
| August 31, 2021 | 22.57% |
| July 31, 2021 | 22.57% |
| June 30, 2021 | 22.57% |
| May 31, 2021 | 22.57% |
| April 30, 2021 | 22.57% |
| March 31, 2021 | 22.57% |
| February 28, 2021 | 22.57% |
| January 31, 2021 | 22.57% |
| December 31, 2020 | 22.57% |
| November 30, 2020 | 22.57% |
| October 31, 2020 | 22.57% |
| September 30, 2020 | 22.57% |
| August 31, 2020 | 22.57% |
| July 31, 2020 | 22.57% |
| June 30, 2020 | 22.57% |
| May 31, 2020 | 22.57% |
| April 30, 2020 | 22.57% |
| March 31, 2020 | 22.57% |
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
6.87%
Minimum
May 2019
97.25%
Maximum
Nov 2023
51.97%
Average
30.19%
Median
Max Drawdown (5Y) Benchmarks
| British American Tobacco PLC | 56.33% |
| Coca-Cola Europacific Partners PLC | 48.77% |
| Diageo PLC | 41.15% |
| Unilever PLC | 30.13% |
| Nomad Foods Ltd | 59.04% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -48.86 |
| Beta (5Y) | 1.422 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 69.44% |
| Historical Sharpe Ratio (5Y) | -0.4755 |
| Historical Sortino (5Y) | -0.7698 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.03% |