Dalrada Financial Corp (DFCO)
0.188
-0.01
(-4.33%)
USD |
OTCM |
Apr 26, 16:00
Dalrada Financial Max Drawdown (5Y): 91.82% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 91.82% |
| February 29, 2024 | 91.82% |
| January 31, 2024 | 91.82% |
| December 31, 2023 | 91.82% |
| November 30, 2023 | 91.82% |
| October 31, 2023 | 91.82% |
| September 30, 2023 | 91.82% |
| August 31, 2023 | 91.82% |
| July 31, 2023 | 91.82% |
| June 30, 2023 | 91.82% |
| May 31, 2023 | 91.82% |
| April 30, 2023 | 91.69% |
| March 31, 2023 | 91.69% |
| February 28, 2023 | 91.69% |
| January 31, 2023 | 91.69% |
| December 31, 2022 | 91.69% |
| November 30, 2022 | 91.40% |
| October 31, 2022 | 92.00% |
| September 30, 2022 | 92.00% |
| August 31, 2022 | 92.00% |
| July 31, 2022 | 92.00% |
| June 30, 2022 | 92.00% |
| May 31, 2022 | 92.00% |
| April 30, 2022 | 92.00% |
| March 31, 2022 | 92.00% |
| Date | Value |
|---|---|
| February 28, 2022 | 92.00% |
| January 31, 2022 | 92.00% |
| December 31, 2021 | 92.00% |
| November 30, 2021 | 92.00% |
| October 31, 2021 | 92.00% |
| September 30, 2021 | 92.00% |
| August 31, 2021 | 92.00% |
| July 31, 2021 | 92.00% |
| June 30, 2021 | 92.00% |
| May 31, 2021 | 92.00% |
| April 30, 2021 | 92.00% |
| March 31, 2021 | 92.00% |
| February 28, 2021 | 92.00% |
| January 31, 2021 | 92.00% |
| December 31, 2020 | 92.00% |
| November 30, 2020 | 92.00% |
| October 31, 2020 | 92.00% |
| September 30, 2020 | 92.00% |
| August 31, 2020 | 92.00% |
| July 31, 2020 | 92.00% |
| June 30, 2020 | 92.00% |
| May 31, 2020 | 92.00% |
| April 30, 2020 | 92.00% |
| March 31, 2020 | 92.00% |
| February 29, 2020 | 92.00% |
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
91.40%
Minimum
Nov 2022
92.00%
Maximum
Apr 2019
91.93%
Average
92.00%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Automatic Data Processing Inc | 39.40% |
| Cass Information Systems Inc | 50.90% |
| Cintas Corp | 48.38% |
| Paychex Inc | 44.15% |
| Resources Connection Inc | 50.09% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 17.44 |
| Beta (5Y) | 1.385 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 141.9% |
| Historical Sharpe Ratio (5Y) | 0.2504 |
| Historical Sortino (5Y) | 0.8097 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.20% |