Vodka Brands Corp (VDKB)
1.122
0.00 (0.00%)
USD |
OTCM |
Nov 25, 16:00
Vodka Brands Max Drawdown (5Y): 95.91% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 95.91% |
| September 30, 2024 | 95.65% |
| August 31, 2024 | 95.65% |
| July 31, 2024 | 95.65% |
| June 30, 2024 | 95.65% |
| May 31, 2024 | 95.65% |
| April 30, 2024 | 95.65% |
| March 31, 2024 | 95.65% |
| February 29, 2024 | 95.65% |
| January 31, 2024 | 95.65% |
| December 31, 2023 | 95.65% |
| November 30, 2023 | 95.65% |
| October 31, 2023 | 95.65% |
| September 30, 2023 | 95.65% |
| August 31, 2023 | 95.65% |
| July 31, 2023 | 95.65% |
| June 30, 2023 | 95.65% |
| May 31, 2023 | 95.65% |
| April 30, 2023 | 94.52% |
| March 31, 2023 | 94.52% |
| February 28, 2023 | 94.52% |
| January 31, 2023 | 94.52% |
| December 31, 2022 | 94.52% |
| November 30, 2022 | 94.52% |
| October 31, 2022 | 94.52% |
| Date | Value |
|---|---|
| September 30, 2022 | 94.52% |
| August 31, 2022 | 94.52% |
| July 31, 2022 | 94.52% |
| June 30, 2022 | 94.52% |
| May 31, 2022 | 94.52% |
| April 30, 2022 | 94.52% |
| March 31, 2022 | 80.00% |
| February 28, 2022 | 78.59% |
| January 31, 2022 | 78.59% |
| December 31, 2021 | 79.78% |
| November 30, 2021 | 84.22% |
| October 31, 2021 | 84.22% |
| September 30, 2021 | 84.22% |
| August 31, 2021 | 84.22% |
| July 31, 2021 | 84.22% |
| June 30, 2021 | 84.22% |
| May 31, 2021 | 84.22% |
| April 30, 2021 | 84.22% |
| March 31, 2021 | 84.22% |
| February 28, 2021 | 84.22% |
| January 31, 2021 | 84.22% |
| December 31, 2020 | 84.22% |
| November 30, 2020 | 84.22% |
| October 31, 2020 | 84.22% |
| September 30, 2020 | 84.22% |
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
78.59%
Minimum
Jan 2022
95.91%
Maximum
Oct 2024
89.56%
Average
94.52%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| Acme United Corp | 52.48% |
| Brown-Forman Corp | 46.18% |
| Spectrum Brands Holdings Inc | 79.43% |
| Eastside Distilling Inc | 99.51% |
| South Beach Spirits Inc | 99.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 16.98 |
| Beta (5Y) | -1.668 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 126.9% |
| Historical Sharpe Ratio (5Y) | -0.0359 |
| Historical Sortino (5Y) | -0.0931 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.00% |