DMC Global Inc (BOOM)
7.57
+0.30
(+4.13%)
USD |
NASDAQ |
Nov 21, 16:00
7.595
+0.02
(+0.33%)
After-Hours: 20:00
DMC Global Max Drawdown (5Y): 85.56% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 85.56% |
| September 30, 2024 | 84.62% |
| August 31, 2024 | 83.81% |
| July 31, 2024 | 83.49% |
| June 30, 2024 | 83.49% |
| May 31, 2024 | 82.70% |
| April 30, 2024 | 79.95% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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 | 77.25% |
| February 28, 2021 | 80.31% |
| January 31, 2021 | 80.77% |
| December 31, 2020 | 82.06% |
| November 30, 2020 | 82.06% |
| October 31, 2020 | 82.06% |
| September 30, 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
Apr 2021
85.56%
Maximum
Oct 2024
78.75%
Average
79.95%
Median
Sep 2022
Max Drawdown (5Y) Benchmarks
| TPI Composites Inc | 97.57% |
| Applied Industrial Technologies Inc | 59.29% |
| Emerson Electric Co | 50.76% |
| W.W. Grainger Inc | 41.57% |
| United Rentals Inc | 63.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -49.36 |
| Beta (5Y) | 1.655 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.74% |
| Historical Sharpe Ratio (5Y) | -0.4609 |
| Historical Sortino (5Y) | -0.8478 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.73% |