Constellation Brands Inc (STZ)
240.76
+1.01
(+0.42%)
USD |
NYSE |
Nov 21, 16:00
241.30
+0.54
(+0.22%)
Pre-Market: 20:00
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% |
| Boston Beer Co Inc | 80.41% |
| Coca-Cola Co | 37.01% |
| Conagra Brands Inc | 37.05% |
| Keurig Dr Pepper Inc | 36.87% |
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% |