Treasury Wine Estates Ltd. (TSRYY)
4.04
+0.03
(+0.75%)
USD |
OTCM |
Aug 24, 16:00
Treasury Wine Estates Max Drawdown (5Y) : 76.18% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 76.18% |
| June 30, 2026 | 76.18% |
| May 31, 2026 | 76.18% |
| April 30, 2026 | 76.18% |
| March 31, 2026 | 76.18% |
| February 28, 2026 | 66.69% |
| January 31, 2026 | 66.37% |
| December 31, 2025 | 66.37% |
| November 30, 2025 | 61.21% |
| October 31, 2025 | 59.31% |
| September 30, 2025 | 57.38% |
| August 31, 2025 | 57.38% |
| July 31, 2025 | 57.38% |
| June 30, 2025 | 57.38% |
| May 31, 2025 | 57.38% |
| April 30, 2025 | 57.38% |
| March 31, 2025 | 57.72% |
| February 28, 2025 | 63.26% |
| January 31, 2025 | 63.26% |
| December 31, 2024 | 63.26% |
| November 30, 2024 | 63.26% |
| October 31, 2024 | 63.26% |
| September 30, 2024 | 63.26% |
| August 31, 2024 | 63.26% |
| July 31, 2024 | 63.26% |
| Date | Value |
|---|---|
| June 30, 2024 | 63.26% |
| May 31, 2024 | 63.26% |
| April 30, 2024 | 63.26% |
| March 31, 2024 | 63.26% |
| February 29, 2024 | 63.26% |
| January 31, 2024 | 63.26% |
| December 31, 2023 | 63.26% |
| November 30, 2023 | 63.26% |
| October 31, 2023 | 63.26% |
| September 30, 2023 | 63.26% |
| August 31, 2023 | 63.26% |
| July 31, 2023 | 63.26% |
| June 30, 2023 | 63.26% |
| May 31, 2023 | 63.26% |
| April 30, 2023 | 63.26% |
| March 31, 2023 | 63.26% |
| February 28, 2023 | 63.26% |
| January 31, 2023 | 63.26% |
| December 31, 2022 | 63.26% |
| November 30, 2022 | 63.26% |
| October 31, 2022 | 63.26% |
| September 30, 2022 | 63.26% |
| August 31, 2022 | 63.26% |
| July 31, 2022 | 63.26% |
| June 30, 2022 | 63.26% |
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
| Australian Vintage Ltd. | 97.49% |
| Lark Distilling Co. Ltd. | 99.96% |
| Willamette Valley Vineyards, Inc. | 87.36% |
| Pernod Ricard SA | -- |
| Crimson Wine Group Ltd. | 59.03% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.39 |
| Beta (5Y) | 0.7471 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.79% |
| Historical Sharpe Ratio (5Y) | -0.6214 |
| Historical Sortino (5Y) | -0.9738 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.56% |