DMC Global Inc (BOOM)
16.75
+0.06
(+0.36%)
USD |
NASDAQ |
Apr 25, 16:00
16.75
0.00 (0.00%)
After-Hours: 16:59
DMC Global Max Drawdown (5Y): 79.95% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 79.95% |
| February 29, 2024 | 79.95% |
| January 31, 2024 | 79.95% |
| December 31, 2023 | 79.95% |
| November 30, 2023 | 79.95% |
| October 31, 2023 | 79.95% |
| September 30, 2023 | 79.95% |
| August 31, 2023 | 79.95% |
| July 31, 2023 | 79.95% |
| June 30, 2023 | 79.95% |
| May 31, 2023 | 79.95% |
| April 30, 2023 | 79.95% |
| March 31, 2023 | 79.95% |
| February 28, 2023 | 79.95% |
| January 31, 2023 | 79.95% |
| December 31, 2022 | 79.95% |
| November 30, 2022 | 79.95% |
| October 31, 2022 | 79.95% |
| September 30, 2022 | 79.95% |
| August 31, 2022 | 77.95% |
| July 31, 2022 | 77.95% |
| June 30, 2022 | 77.03% |
| May 31, 2022 | 73.96% |
| April 30, 2022 | 73.30% |
| March 31, 2022 | 71.25% |
| Date | Value |
|---|---|
| February 28, 2022 | 71.25% |
| January 31, 2022 | 71.25% |
| December 31, 2021 | 71.25% |
| November 30, 2021 | 71.25% |
| October 31, 2021 | 71.25% |
| September 30, 2021 | 71.25% |
| August 31, 2021 | 71.25% |
| July 31, 2021 | 71.25% |
| June 30, 2021 | 71.25% |
| May 31, 2021 | 71.25% |
| April 30, 2021 | 71.25% |
| March 31, 2021 | 71.25% |
| February 28, 2021 | 71.25% |
| January 31, 2021 | 74.01% |
| December 31, 2020 | 75.85% |
| November 30, 2020 | 79.22% |
| October 31, 2020 | 82.06% |
| September 30, 2020 | 82.06% |
| August 31, 2020 | 82.06% |
| July 31, 2020 | 82.06% |
| June 30, 2020 | 82.06% |
| May 31, 2020 | 82.06% |
| April 30, 2020 | 82.06% |
| March 31, 2020 | 82.06% |
| February 29, 2020 | 82.06% |
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
71.25%
Minimum
Feb 2021
82.06%
Maximum
Apr 2019
78.08%
Average
79.95%
Median
Sep 2022
Max Drawdown (5Y) Benchmarks
| Adams Resources & Energy Inc | 65.68% |
| Barnwell Industries Inc | 88.78% |
| CKX Lands Inc | 54.31% |
| Enservco Corp | 98.32% |
| Empire Petroleum Corp | 82.77% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -40.03 |
| Beta (5Y) | 1.622 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.95% |
| Historical Sharpe Ratio (5Y) | -0.3145 |
| Historical Sortino (5Y) | -0.5603 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.40% |