Domino's Pizza Enterprises Ltd (DPZUF)
25.45
0.00 (0.00%)
USD |
OTCM |
May 08, 16:00
Domino's Pizza Enterprises Max Drawdown (5Y): 75.47% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 75.47% |
| March 31, 2024 | 75.47% |
| February 29, 2024 | 75.47% |
| January 31, 2024 | 74.95% |
| December 31, 2023 | 69.26% |
| November 30, 2023 | 69.26% |
| October 31, 2023 | 69.26% |
| September 30, 2023 | 69.26% |
| August 31, 2023 | 69.26% |
| July 31, 2023 | 69.26% |
| June 30, 2023 | 69.26% |
| May 31, 2023 | 69.26% |
| April 30, 2023 | 69.26% |
| March 31, 2023 | 69.26% |
| February 28, 2023 | 69.26% |
| January 31, 2023 | 69.26% |
| December 31, 2022 | 69.26% |
| November 30, 2022 | 69.26% |
| October 31, 2022 | 69.26% |
| September 30, 2022 | 63.48% |
| August 31, 2022 | 59.23% |
| July 31, 2022 | 59.23% |
| June 30, 2022 | 59.23% |
| May 31, 2022 | 55.05% |
| April 30, 2022 | 52.81% |
| Date | Value |
|---|---|
| March 31, 2022 | 52.81% |
| February 28, 2022 | 52.81% |
| January 31, 2022 | 52.81% |
| December 31, 2021 | 52.81% |
| November 30, 2021 | 52.81% |
| October 31, 2021 | 52.81% |
| September 30, 2021 | 52.81% |
| August 31, 2021 | 52.81% |
| July 31, 2021 | 52.81% |
| June 30, 2021 | 52.81% |
| May 31, 2021 | 52.81% |
| April 30, 2021 | 52.81% |
| March 31, 2021 | 52.81% |
| February 28, 2021 | 52.81% |
| January 31, 2021 | 52.81% |
| December 31, 2020 | 52.81% |
| November 30, 2020 | 52.81% |
| October 31, 2020 | 52.81% |
| September 30, 2020 | 52.81% |
| August 31, 2020 | 52.81% |
| July 31, 2020 | 52.81% |
| June 30, 2020 | 52.81% |
| May 31, 2020 | 52.81% |
| April 30, 2020 | 52.81% |
| March 31, 2020 | 52.81% |
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
45.83%
Minimum
May 2019
75.47%
Maximum
Feb 2024
58.51%
Average
52.81%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Wesfarmers Ltd | 48.98% |
| Tabcorp Holdings Ltd (DELISTED) | -- |
| GWA Group Ltd | 50.66% |
| Fitell Corp | -- |
| Alta Global Group Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.378 |
| Beta (5Y) | 0.612 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.98% |
| Historical Sharpe Ratio (5Y) | -0.0362 |
| Historical Sortino (5Y) | -0.0464 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.77% |