Splash Beverage Group Inc (SBEV)
0.1946
+0.01
(+3.79%)
USD |
NYAM |
Nov 04, 16:00
0.1912
0.00 (0.00%)
After-Hours: 20:00
Splash Beverage Group Max Drawdown (5Y): 98.90% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 98.90% |
| September 30, 2024 | 98.90% |
| August 31, 2024 | 98.90% |
| July 31, 2024 | 98.90% |
| June 30, 2024 | 98.90% |
| May 31, 2024 | 98.74% |
| April 30, 2024 | 98.49% |
| March 31, 2024 | 98.29% |
| February 29, 2024 | 98.29% |
| January 31, 2024 | 97.97% |
| December 31, 2023 | 97.64% |
| November 30, 2023 | 97.64% |
| October 31, 2023 | 97.03% |
| September 30, 2023 | 96.97% |
| August 31, 2023 | 96.57% |
| July 31, 2023 | 96.10% |
| June 30, 2023 | 96.10% |
| May 31, 2023 | 96.10% |
| April 30, 2023 | 96.10% |
| March 31, 2023 | 96.10% |
| February 28, 2023 | 96.10% |
| January 31, 2023 | 96.10% |
| December 31, 2022 | 95.84% |
| November 30, 2022 | 95.84% |
| October 31, 2022 | 95.84% |
| Date | Value |
|---|---|
| September 30, 2022 | 95.84% |
| August 31, 2022 | 95.84% |
| July 31, 2022 | 95.84% |
| June 30, 2022 | 95.84% |
| May 31, 2022 | 95.84% |
| April 30, 2022 | 95.84% |
| March 31, 2022 | 95.84% |
| February 28, 2022 | 95.84% |
| January 31, 2022 | 95.84% |
| December 31, 2021 | 95.84% |
| November 30, 2021 | 95.84% |
| October 31, 2021 | 95.84% |
| September 30, 2021 | 95.84% |
| August 31, 2021 | 95.84% |
| July 31, 2021 | 95.84% |
| June 30, 2021 | 95.84% |
| May 31, 2021 | 95.84% |
| April 30, 2021 | 95.84% |
| March 31, 2021 | 95.84% |
| February 28, 2021 | 95.84% |
| January 31, 2021 | 95.84% |
| December 31, 2020 | 95.84% |
| November 30, 2020 | 95.84% |
| October 31, 2020 | 95.84% |
| September 30, 2020 | 95.84% |
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
90.46%
Minimum
Nov 2019
98.90%
Maximum
Jun 2024
95.97%
Average
95.84%
Median
Jun 2020
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% |