Willamette Valley Vineyards Inc (WVVI)
4.43
-0.02
(-0.45%)
USD |
NASDAQ |
Apr 26, 16:00
4.69
+0.26
(+5.87%)
After-Hours: 20:00
Willamette Valley Vineyards Max Drawdown (5Y): 71.48% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 71.48% |
| February 29, 2024 | 70.90% |
| January 31, 2024 | 70.90% |
| December 31, 2023 | 70.90% |
| November 30, 2023 | 70.32% |
| October 31, 2023 | 70.25% |
| September 30, 2023 | 67.38% |
| August 31, 2023 | 67.38% |
| July 31, 2023 | 67.38% |
| June 30, 2023 | 67.09% |
| May 31, 2023 | 66.28% |
| April 30, 2023 | 65.82% |
| March 31, 2023 | 65.82% |
| February 28, 2023 | 65.82% |
| January 31, 2023 | 65.82% |
| December 31, 2022 | 65.55% |
| November 30, 2022 | 65.15% |
| October 31, 2022 | 65.15% |
| September 30, 2022 | 65.15% |
| August 31, 2022 | 65.15% |
| July 31, 2022 | 65.15% |
| June 30, 2022 | 64.84% |
| May 31, 2022 | 64.84% |
| April 30, 2022 | 50.12% |
| March 31, 2022 | 50.12% |
| Date | Value |
|---|---|
| February 28, 2022 | 50.12% |
| January 31, 2022 | 50.12% |
| December 31, 2021 | 50.00% |
| November 30, 2021 | 48.98% |
| October 31, 2021 | 48.98% |
| September 30, 2021 | 48.98% |
| August 31, 2021 | 48.98% |
| July 31, 2021 | 48.98% |
| June 30, 2021 | 48.98% |
| May 31, 2021 | 48.98% |
| April 30, 2021 | 48.98% |
| March 31, 2021 | 48.98% |
| February 28, 2021 | 48.98% |
| January 31, 2021 | 48.98% |
| December 31, 2020 | 48.98% |
| November 30, 2020 | 48.98% |
| October 31, 2020 | 48.98% |
| September 30, 2020 | 48.98% |
| August 31, 2020 | 48.98% |
| July 31, 2020 | 48.98% |
| June 30, 2020 | 48.98% |
| May 31, 2020 | 48.98% |
| April 30, 2020 | 48.98% |
| March 31, 2020 | 48.98% |
| February 29, 2020 | 26.30% |
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
24.38%
Minimum
Apr 2019
71.48%
Maximum
Mar 2024
51.60%
Average
48.98%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Constellation Brands Inc | 53.52% |
| Splash Beverage Group Inc | 98.29% |
| The Duckhorn Portfolio Inc | -- |
| Acme United Corp | 52.48% |
| Fresh Vine Wine Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.27 |
| Beta (5Y) | 0.6966 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.91% |
| Historical Sharpe Ratio (5Y) | -0.1999 |
| Historical Sortino (5Y) | -0.2937 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.97% |