Doman Building Materials Group Ltd (DBM.TO)
8.37
+0.14
(+1.70%)
CAD |
TSX |
Nov 01, 16:00
Doman Building Materials Group Max Drawdown (5Y): 54.98% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 54.98% |
| August 31, 2024 | 54.98% |
| July 31, 2024 | 54.98% |
| June 30, 2024 | 54.98% |
| May 31, 2024 | 54.98% |
| April 30, 2024 | 54.98% |
| March 31, 2024 | 54.98% |
| February 29, 2024 | 54.98% |
| January 31, 2024 | 54.98% |
| December 31, 2023 | 54.98% |
| November 30, 2023 | 54.98% |
| October 31, 2023 | 54.98% |
| September 30, 2023 | 54.98% |
| August 31, 2023 | 54.98% |
| July 31, 2023 | 54.98% |
| June 30, 2023 | 54.98% |
| May 31, 2023 | 54.98% |
| April 30, 2023 | 54.98% |
| March 31, 2023 | 54.98% |
| February 28, 2023 | 54.98% |
| January 31, 2023 | 54.98% |
| December 31, 2022 | 54.98% |
| November 30, 2022 | 54.98% |
| October 31, 2022 | 54.98% |
| September 30, 2022 | 54.98% |
| Date | Value |
|---|---|
| August 31, 2022 | 54.98% |
| July 31, 2022 | 54.98% |
| June 30, 2022 | 54.98% |
| May 31, 2022 | 54.98% |
| April 30, 2022 | 54.98% |
| March 31, 2022 | 54.98% |
| February 28, 2022 | 54.98% |
| January 31, 2022 | 54.98% |
| December 31, 2021 | 54.98% |
| November 30, 2021 | 54.98% |
| October 31, 2021 | 54.98% |
| September 30, 2021 | 54.98% |
| August 31, 2021 | 54.98% |
| July 31, 2021 | 54.98% |
| June 30, 2021 | 54.98% |
| May 31, 2021 | 54.98% |
| April 30, 2021 | 54.98% |
| March 31, 2021 | 54.98% |
| February 28, 2021 | 54.98% |
| January 31, 2021 | 54.98% |
| December 31, 2020 | 54.98% |
| November 30, 2020 | 54.98% |
| October 31, 2020 | 54.98% |
| September 30, 2020 | 54.98% |
| August 31, 2020 | 54.98% |
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
40.39%
Minimum
Nov 2019
54.98%
Maximum
Mar 2020
53.99%
Average
54.98%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Mullen Group Ltd | 77.32% |
| Exchange Income Corp | 68.18% |
| Dexterra Group Inc | 93.76% |
| Bactech Environmental Corp | 92.86% |
| Beyond Medical Technologies Inc | 99.62% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.828 |
| Beta (5Y) | 1.501 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.59% |
| Historical Sharpe Ratio (5Y) | 0.4352 |
| Historical Sortino (5Y) | 0.7529 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.97% |