Decker Manufacturing Corp (DMFG)
41.00
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Decker Manufacturing Max Drawdown (5Y): 50.27% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 50.27% |
March 31, 2024 | 50.27% |
February 29, 2024 | 50.27% |
January 31, 2024 | 50.27% |
December 31, 2023 | 50.27% |
November 30, 2023 | 50.27% |
October 31, 2023 | 50.27% |
September 30, 2023 | 50.27% |
August 31, 2023 | 50.27% |
July 31, 2023 | 50.27% |
June 30, 2023 | 50.27% |
May 31, 2023 | 50.27% |
April 30, 2023 | 50.27% |
March 31, 2023 | 50.27% |
February 28, 2023 | 49.26% |
January 31, 2023 | 49.26% |
December 31, 2022 | 49.26% |
November 30, 2022 | 49.26% |
October 31, 2022 | 47.81% |
September 30, 2022 | 39.49% |
August 31, 2022 | 39.49% |
July 31, 2022 | 39.49% |
June 30, 2022 | 39.49% |
May 31, 2022 | 39.49% |
April 30, 2022 | 39.49% |
Date | Value |
---|---|
March 31, 2022 | 39.49% |
February 28, 2022 | 39.49% |
January 31, 2022 | 39.49% |
December 31, 2021 | 39.49% |
November 30, 2021 | 39.49% |
October 31, 2021 | 39.49% |
September 30, 2021 | 39.49% |
August 31, 2021 | 39.49% |
July 31, 2021 | 39.49% |
June 30, 2021 | 39.49% |
May 31, 2021 | 39.49% |
April 30, 2021 | 39.49% |
March 31, 2021 | 39.49% |
February 28, 2021 | 39.49% |
January 31, 2021 | 39.49% |
December 31, 2020 | 39.49% |
November 30, 2020 | 39.49% |
October 31, 2020 | 27.29% |
September 30, 2020 | 27.29% |
August 31, 2020 | 27.29% |
July 31, 2020 | 27.29% |
June 30, 2020 | 27.29% |
May 31, 2020 | 27.29% |
April 30, 2020 | 27.29% |
March 31, 2020 | 27.29% |
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
17.28%
Minimum
May 2019
50.27%
Maximum
Mar 2023
37.47%
Average
39.49%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
Federal Screw Works | 64.50% |
Hurco Companies Inc | 57.22% |
Chicago Rivet & Machine Co | 58.85% |
CPI Aerostructures Inc | 92.55% |
Ault Alliance Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.905 |
Beta (5Y) | 0.0892 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.85% |
Historical Sharpe Ratio (5Y) | -0.2781 |
Historical Sortino (5Y) | -0.3553 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.57% |