Constellation Brands, Inc. (STZ)
112.87
-0.12
(-0.11%)
USD |
NYSE |
Oct 02, 16:00
113.10
+0.23
(+0.20%)
After-Hours: 20:00
Constellation Brands Max Drawdown (5Y) : 56.03% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 56.03% |
| August 31, 2026 | 51.28% |
| July 31, 2026 | 51.28% |
| June 30, 2026 | 51.28% |
| May 31, 2026 | 51.28% |
| April 30, 2026 | 51.28% |
| March 31, 2026 | 51.28% |
| February 28, 2026 | 51.28% |
| January 31, 2026 | 51.28% |
| December 31, 2025 | 51.28% |
| November 30, 2025 | 51.28% |
| October 31, 2025 | 50.81% |
| September 30, 2025 | 50.10% |
| August 31, 2025 | 40.03% |
| July 31, 2025 | 39.77% |
| June 30, 2025 | 39.77% |
| May 31, 2025 | 39.70% |
| April 30, 2025 | 39.70% |
| March 31, 2025 | 42.27% |
| February 28, 2025 | 53.52% |
| January 31, 2025 | 53.52% |
| December 31, 2024 | 53.52% |
| November 30, 2024 | 53.52% |
| October 31, 2024 | 53.52% |
| September 30, 2024 | 53.52% |
| Date | Value |
|---|---|
| August 31, 2024 | 53.52% |
| July 31, 2024 | 53.52% |
| June 30, 2024 | 53.52% |
| May 31, 2024 | 53.52% |
| April 30, 2024 | 53.52% |
| March 31, 2024 | 53.52% |
| February 29, 2024 | 53.52% |
| January 31, 2024 | 53.52% |
| December 31, 2023 | 53.52% |
| November 30, 2023 | 53.52% |
| October 31, 2023 | 53.52% |
| September 30, 2023 | 53.52% |
| August 31, 2023 | 53.52% |
| July 31, 2023 | 53.52% |
| June 30, 2023 | 53.52% |
| May 31, 2023 | 53.52% |
| April 30, 2023 | 53.52% |
| March 31, 2023 | 53.52% |
| February 28, 2023 | 53.52% |
| January 31, 2023 | 53.52% |
| December 31, 2022 | 53.52% |
| November 30, 2022 | 53.52% |
| October 31, 2022 | 53.52% |
| September 30, 2022 | 53.52% |
| August 31, 2022 | 53.52% |
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
| Molson Coors Beverage Co. | 54.56% |
| Brown-Forman Corp. | 68.82% |
| Boston Beer Co., Inc. | 85.68% |
| The Coca-Cola Co. | 17.28% |
| Anheuser-Busch InBev NV | 60.44% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.19 |
| Beta (5Y) | 0.4363 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.57% |
| Historical Sharpe Ratio (5Y) | -0.5629 |
| Historical Sortino (5Y) | -0.8007 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.53% |