Willamette Valley Vineyards Inc (WVVI)
4.125
+0.06
(+1.60%)
USD |
NASDAQ |
Jun 12, 16:00
4.19
+0.06
(+1.58%)
After-Hours: 20:00
Willamette Valley Vineyards Max Drawdown (5Y): 76.91% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 76.91% |
| April 30, 2024 | 76.33% |
| 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% |
| Date | Value |
|---|---|
| April 30, 2022 | 50.12% |
| March 31, 2022 | 50.12% |
| 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% |
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
Jun 2019
76.91%
Maximum
May 2024
53.34%
Average
49.49%
Median
Max Drawdown (5Y) Benchmarks
| Acme United Corp | 52.48% |
| MGP Ingredients Inc | 76.52% |
| Splash Beverage Group Inc | 98.74% |
| Vintage Wine Estates Inc | -- |
| Fresh Vine Wine Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.73 |
| Beta (5Y) | 0.741 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.46% |
| Historical Sharpe Ratio (5Y) | -0.3032 |
| Historical Sortino (5Y) | -0.4478 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.97% |