DBM Global Inc (DBMG)
43.50
0.00 (0.00%)
USD |
OTCM |
Nov 14, 16:00
DBM Global Max Drawdown (5Y): 35.61% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 35.61% |
| August 31, 2024 | 35.61% |
| July 31, 2024 | 35.61% |
| June 30, 2024 | 35.61% |
| May 31, 2024 | 35.61% |
| April 30, 2024 | 35.61% |
| March 31, 2024 | 35.61% |
| February 29, 2024 | 33.39% |
| January 31, 2024 | 33.39% |
| December 31, 2023 | 33.39% |
| November 30, 2023 | 33.39% |
| October 31, 2023 | 33.39% |
| September 30, 2023 | 33.39% |
| August 31, 2023 | 33.39% |
| July 31, 2023 | 33.39% |
| June 30, 2023 | 32.65% |
| May 31, 2023 | 23.11% |
| April 30, 2023 | 23.11% |
| March 31, 2023 | 23.11% |
| February 28, 2023 | 23.11% |
| January 31, 2023 | 23.11% |
| December 31, 2022 | 23.11% |
| November 30, 2022 | 23.11% |
| October 31, 2022 | 23.11% |
| September 30, 2022 | 23.11% |
| Date | Value |
|---|---|
| August 31, 2022 | 23.11% |
| July 31, 2022 | 23.11% |
| June 30, 2022 | 23.11% |
| May 31, 2022 | 23.11% |
| April 30, 2022 | 23.11% |
| March 31, 2022 | 25.60% |
| February 28, 2022 | 25.60% |
| January 31, 2022 | 25.60% |
| December 31, 2021 | 25.60% |
| November 30, 2021 | 25.60% |
| October 31, 2021 | 25.60% |
| September 30, 2021 | 25.60% |
| August 31, 2021 | 25.60% |
| July 31, 2021 | 25.60% |
| June 30, 2021 | 25.60% |
| May 31, 2021 | 25.60% |
| April 30, 2021 | 25.60% |
| March 31, 2021 | 25.60% |
| February 28, 2021 | 25.60% |
| January 31, 2021 | 25.60% |
| December 31, 2020 | 25.60% |
| November 30, 2020 | 25.60% |
| October 31, 2020 | 25.60% |
| September 30, 2020 | 25.60% |
| August 31, 2020 | 25.60% |
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
23.11%
Minimum
Apr 2022
48.45%
Maximum
Nov 2019
30.09%
Average
25.60%
Median
Jun 2020
Max Drawdown (5Y) Benchmarks
| Apogee Enterprises Inc | 74.60% |
| Fastenal Co | 30.70% |
| Great Lakes Dredge & Dock Corp | 70.32% |
| IES Holdings Inc | 54.28% |
| Southland Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.100 |
| Beta (5Y) | -0.1592 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.26% |
| Historical Sharpe Ratio (5Y) | 0.1157 |
| Historical Sortino (5Y) | 0.1905 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.11% |