Splash Beverage Group Inc (SBEV)
0.2016
-0.01
(-6.19%)
USD |
NYAM |
Nov 21, 16:00
0.2016
0.00 (0.00%)
After-Hours: 20:00
Splash Beverage Group Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
| Acme United Corp | 52.48% |
| MGP Ingredients Inc | 76.52% |
| Willamette Valley Vineyards Inc | 80.66% |
| The Duckhorn Portfolio Inc | -- |
| Fresh Vine Wine Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -55.81 |
| Beta (5Y) | 1.053 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 204.4% |
| Historical Sharpe Ratio (5Y) | -0.2065 |
| Historical Sortino (5Y) | -0.9385 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 42.31% |