Detroit Legal News Co (DTRL)
340.00
+30.00
(+9.68%)
USD |
OTCM |
May 17, 16:00
Detroit Legal News Max Drawdown (5Y): 36.76% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 36.76% |
March 31, 2024 | 36.76% |
February 29, 2024 | 36.76% |
January 31, 2024 | 36.76% |
December 31, 2023 | 36.76% |
November 30, 2023 | 43.52% |
October 31, 2023 | 43.52% |
September 30, 2023 | 45.94% |
August 31, 2023 | 49.26% |
July 31, 2023 | 51.74% |
June 30, 2023 | 53.67% |
May 31, 2023 | 54.96% |
April 30, 2023 | 57.79% |
March 31, 2023 | 57.79% |
February 28, 2023 | 57.79% |
January 31, 2023 | 57.79% |
December 31, 2022 | 57.79% |
November 30, 2022 | 57.79% |
October 31, 2022 | 57.79% |
September 30, 2022 | 57.79% |
August 31, 2022 | 57.79% |
July 31, 2022 | 57.79% |
June 30, 2022 | 57.79% |
May 31, 2022 | 57.79% |
April 30, 2022 | 57.79% |
Date | Value |
---|---|
March 31, 2022 | 57.79% |
February 28, 2022 | 57.79% |
January 31, 2022 | 57.79% |
December 31, 2021 | 57.79% |
November 30, 2021 | 57.79% |
October 31, 2021 | 57.79% |
September 30, 2021 | 57.79% |
August 31, 2021 | 57.79% |
July 31, 2021 | 60.15% |
June 30, 2021 | 60.35% |
May 31, 2021 | 60.35% |
April 30, 2021 | 61.16% |
March 31, 2021 | 61.16% |
February 28, 2021 | 61.16% |
January 31, 2021 | 61.16% |
December 31, 2020 | 61.16% |
November 30, 2020 | 62.99% |
October 31, 2020 | 62.99% |
September 30, 2020 | 62.99% |
August 31, 2020 | 62.99% |
July 31, 2020 | 62.99% |
June 30, 2020 | 62.99% |
May 31, 2020 | 62.99% |
April 30, 2020 | 62.99% |
March 31, 2020 | 62.99% |
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
36.76%
Minimum
Dec 2023
67.05%
Maximum
May 2019
57.60%
Average
57.79%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
DallasNews Corp | 79.70% |
Lee Enterprises Inc | 82.18% |
New York Times Co | 49.93% |
Gannett Co Inc | 95.89% |
Digitiliti Inc | 99.91% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.911 |
Beta (5Y) | -0.1635 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.65% |
Historical Sharpe Ratio (5Y) | 0.0621 |
Historical Sortino (5Y) | 0.0975 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.12% |