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Diageo PLC
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80.450USD
+1.585+2.01%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
44.69BMarket Cap
18.98P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.55
VaR
+2.30%
240-Day Maximum Drawdown
+37.16%
240-Day Volatility
+31.55%
Return
Best Daily Return
60 days
+5.31%
120 days
+5.31%
5 years
+5.81%
Worst Daily Return
60 days
-3.14%
120 days
-15.65%
5 years
-15.65%
Sharpe Ratio
60 days
+1.33
120 days
-0.15
5 years
-0.54
Risk Assessment
Maximum Drawdown
240 days
+37.16%
3 years
+58.23%
5 years
+67.37%
Return-to-Drawdown Ratio
240 days
-0.59
3 years
-0.30
5 years
-0.17
Skewness
240 days
-1.60
3 years
-1.28
5 years
-0.95
Volatility
Realised Volatility
240 days
+31.55%
5 years
+25.60%
Standardised True Range
240 days
+2.49%
5 years
+3.13%
Downside Risk-Adjusted Return
120 days
-16.98%
240 days
-16.98%
Maximum Daily Upside Volatility
60 days
+24.35%
Maximum Daily Downside Volatility
60 days
+24.03%
Liquidity
Average Turnover Rate
60 days
+0.41%
120 days
+0.43%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
