Constellation Brands Inc (STZ)
237.05
-2.69
(-1.12%)
USD |
NYSE |
Nov 05, 16:00
237.19
+0.14
(+0.06%)
After-Hours: 18:32
Constellation Brands Max Drawdown (5Y): 53.52% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 53.52% |
September 30, 2024 | 53.52% |
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% |
Date | Value |
---|---|
September 30, 2022 | 53.52% |
August 31, 2022 | 53.52% |
July 31, 2022 | 53.52% |
June 30, 2022 | 53.52% |
May 31, 2022 | 53.52% |
April 30, 2022 | 53.52% |
March 31, 2022 | 53.52% |
February 28, 2022 | 53.52% |
January 31, 2022 | 53.52% |
December 31, 2021 | 53.52% |
November 30, 2021 | 53.52% |
October 31, 2021 | 53.52% |
September 30, 2021 | 53.52% |
August 31, 2021 | 53.52% |
July 31, 2021 | 53.52% |
June 30, 2021 | 53.52% |
May 31, 2021 | 53.52% |
April 30, 2021 | 53.52% |
March 31, 2021 | 53.52% |
February 28, 2021 | 53.52% |
January 31, 2021 | 53.52% |
December 31, 2020 | 53.52% |
November 30, 2020 | 53.52% |
October 31, 2020 | 53.52% |
September 30, 2020 | 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
34.88%
Minimum
Nov 2019
53.52%
Maximum
Mar 2020
52.28%
Average
53.52%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Molson Coors Beverage Co | 67.73% |
Coca-Cola Co | 37.01% |
Boston Beer Co Inc | 80.41% |
Keurig Dr Pepper Inc | 36.87% |
PepsiCo Inc | 28.81% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.341 |
Beta (5Y) | 0.8972 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.46% |
Historical Sharpe Ratio (5Y) | 0.1224 |
Historical Sortino (5Y) | 0.1547 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.70% |