Treasury Wine Estates Ltd (TSRYY)
7.56
-0.24
(-3.08%)
USD |
OTCM |
May 01, 15:55
Treasury Wine Estates Max Drawdown (5Y): 63.27% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 63.27% |
March 31, 2024 | 63.27% |
February 29, 2024 | 63.27% |
January 31, 2024 | 63.27% |
December 31, 2023 | 63.27% |
November 30, 2023 | 63.27% |
October 31, 2023 | 63.27% |
September 30, 2023 | 63.27% |
August 31, 2023 | 63.27% |
July 31, 2023 | 63.27% |
June 30, 2023 | 63.27% |
May 31, 2023 | 63.27% |
April 30, 2023 | 63.27% |
March 31, 2023 | 63.27% |
February 28, 2023 | 63.27% |
January 31, 2023 | 63.27% |
December 31, 2022 | 63.27% |
November 30, 2022 | 63.27% |
October 31, 2022 | 63.27% |
September 30, 2022 | 63.27% |
August 31, 2022 | 63.27% |
July 31, 2022 | 63.27% |
June 30, 2022 | 63.27% |
May 31, 2022 | 63.27% |
April 30, 2022 | 63.27% |
Date | Value |
---|---|
March 31, 2022 | 63.27% |
February 28, 2022 | 63.27% |
January 31, 2022 | 63.27% |
December 31, 2021 | 63.27% |
November 30, 2021 | 63.27% |
October 31, 2021 | 63.27% |
September 30, 2021 | 63.27% |
August 31, 2021 | 63.27% |
July 31, 2021 | 63.27% |
June 30, 2021 | 63.27% |
May 31, 2021 | 63.27% |
April 30, 2021 | 63.27% |
March 31, 2021 | 63.27% |
February 28, 2021 | 63.27% |
January 31, 2021 | 63.27% |
December 31, 2020 | 63.27% |
November 30, 2020 | 63.27% |
October 31, 2020 | 63.27% |
September 30, 2020 | 63.27% |
August 31, 2020 | 63.27% |
July 31, 2020 | 63.27% |
June 30, 2020 | 63.27% |
May 31, 2020 | 63.27% |
April 30, 2020 | 63.27% |
March 31, 2020 | 63.27% |
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
37.21%
Minimum
Dec 2019
63.27%
Maximum
Mar 2020
59.53%
Average
63.27%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.38 |
Beta (5Y) | 0.6471 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.88% |
Historical Sharpe Ratio (5Y) | -0.241 |
Historical Sortino (5Y) | -0.3128 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.46% |