Boston Beer Co Inc (SAM)
300.08
+3.43
(+1.16%)
USD |
NYSE |
Nov 05, 16:00
300.08
0.00 (0.00%)
After-Hours: 16:26
Boston Beer Max Drawdown (5Y): 80.41% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 80.41% |
| September 30, 2024 | 80.41% |
| August 31, 2024 | 80.41% |
| July 31, 2024 | 80.41% |
| June 30, 2024 | 80.41% |
| May 31, 2024 | 80.41% |
| April 30, 2024 | 78.96% |
| March 31, 2024 | 77.81% |
| February 29, 2024 | 77.81% |
| January 31, 2024 | 77.81% |
| December 31, 2023 | 77.81% |
| November 30, 2023 | 77.81% |
| October 31, 2023 | 77.81% |
| September 30, 2023 | 77.81% |
| August 31, 2023 | 77.81% |
| July 31, 2023 | 77.81% |
| June 30, 2023 | 77.81% |
| May 31, 2023 | 77.81% |
| April 30, 2023 | 77.81% |
| March 31, 2023 | 77.81% |
| February 28, 2023 | 77.81% |
| January 31, 2023 | 77.81% |
| December 31, 2022 | 77.81% |
| November 30, 2022 | 77.81% |
| October 31, 2022 | 77.81% |
| Date | Value |
|---|---|
| September 30, 2022 | 77.81% |
| August 31, 2022 | 77.81% |
| July 31, 2022 | 77.81% |
| June 30, 2022 | 77.81% |
| May 31, 2022 | 75.27% |
| April 30, 2022 | 73.52% |
| March 31, 2022 | 73.47% |
| February 28, 2022 | 71.82% |
| January 31, 2022 | 68.21% |
| December 31, 2021 | 66.45% |
| November 30, 2021 | 66.14% |
| October 31, 2021 | 62.87% |
| September 30, 2021 | 60.98% |
| August 31, 2021 | 59.91% |
| July 31, 2021 | 59.91% |
| June 30, 2021 | 59.91% |
| May 31, 2021 | 59.91% |
| April 30, 2021 | 59.91% |
| March 31, 2021 | 59.91% |
| February 28, 2021 | 59.91% |
| January 31, 2021 | 59.91% |
| December 31, 2020 | 59.91% |
| November 30, 2020 | 59.91% |
| October 31, 2020 | 59.91% |
| September 30, 2020 | 59.91% |
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
59.91%
Minimum
Nov 2019
80.41%
Maximum
May 2024
70.16%
Average
74.39%
Median
Max Drawdown (5Y) Benchmarks
| Molson Coors Beverage Co | 67.73% |
| Coca-Cola Co | 37.01% |
| Constellation Brands Inc | 53.52% |
| PepsiCo Inc | 28.81% |
| The Vita Coco Co Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.94 |
| Beta (5Y) | 1.059 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.17% |
| Historical Sharpe Ratio (5Y) | -0.1648 |
| Historical Sortino (5Y) | -0.3038 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.46% |