DynaCERT Inc (DYFSF)
0.105
0.00 (0.00%)
USD |
OTCM |
May 06, 16:00
DynaCERT Max Drawdown (5Y): 93.50% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 93.50% |
| March 31, 2024 | 93.50% |
| February 29, 2024 | 93.50% |
| January 31, 2024 | 93.50% |
| December 31, 2023 | 93.50% |
| November 30, 2023 | 93.50% |
| October 31, 2023 | 93.50% |
| September 30, 2023 | 93.50% |
| August 31, 2023 | 93.50% |
| July 31, 2023 | 93.50% |
| June 30, 2023 | 93.50% |
| May 31, 2023 | 93.50% |
| April 30, 2023 | 93.50% |
| March 31, 2023 | 93.50% |
| February 28, 2023 | 93.50% |
| January 31, 2023 | 93.50% |
| December 31, 2022 | 93.50% |
| November 30, 2022 | 93.50% |
| October 31, 2022 | 93.50% |
| September 30, 2022 | 93.50% |
| August 31, 2022 | 93.50% |
| July 31, 2022 | 93.50% |
| June 30, 2022 | 93.50% |
| May 31, 2022 | 89.71% |
| April 30, 2022 | 88.09% |
| Date | Value |
|---|---|
| March 31, 2022 | 86.77% |
| February 28, 2022 | 85.56% |
| January 31, 2022 | 84.55% |
| December 31, 2021 | 84.55% |
| November 30, 2021 | 84.05% |
| October 31, 2021 | 84.05% |
| September 30, 2021 | 84.05% |
| August 31, 2021 | 84.05% |
| July 31, 2021 | 84.05% |
| June 30, 2021 | 84.05% |
| May 31, 2021 | 84.05% |
| April 30, 2021 | 84.05% |
| March 31, 2021 | 84.05% |
| February 28, 2021 | 84.05% |
| January 31, 2021 | 84.05% |
| December 31, 2020 | 84.05% |
| November 30, 2020 | 84.05% |
| October 31, 2020 | 84.05% |
| September 30, 2020 | 87.29% |
| August 31, 2020 | 88.42% |
| July 31, 2020 | 88.42% |
| June 30, 2020 | 89.18% |
| May 31, 2020 | 89.18% |
| April 30, 2020 | 89.18% |
| March 31, 2020 | 89.18% |
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
84.05%
Minimum
Oct 2020
93.50%
Maximum
Jun 2022
89.32%
Average
89.18%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| A.O. Smith Corp | 46.84% |
| Franklin Electric Co Inc | 32.02% |
| Regal Rexnord Corp | 42.32% |
| A2Z Smart Technologies Corp | -- |
| New Horizon Aircraft Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.79 |
| Beta (5Y) | 0.6543 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 97.96% |
| Historical Sharpe Ratio (5Y) | -0.1787 |
| Historical Sortino (5Y) | -0.5085 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.49% |