Dundee Corp (DC.A.TO)
1.14
-0.02
(-1.72%)
CAD |
TSX |
Oct 04, 11:05
Dundee Max Drawdown (5Y): 94.11% for Sept. 30, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2023 | 94.11% |
August 31, 2023 | 94.11% |
July 31, 2023 | 94.11% |
June 30, 2023 | 94.11% |
May 31, 2023 | 94.11% |
April 30, 2023 | 94.11% |
March 31, 2023 | 94.11% |
February 28, 2023 | 94.11% |
January 31, 2023 | 94.11% |
December 31, 2022 | 94.11% |
November 30, 2022 | 94.11% |
October 31, 2022 | 94.11% |
September 30, 2022 | 94.11% |
August 31, 2022 | 94.11% |
July 31, 2022 | 94.11% |
June 30, 2022 | 94.11% |
May 31, 2022 | 94.11% |
April 30, 2022 | 94.11% |
March 31, 2022 | 94.11% |
February 28, 2022 | 94.11% |
January 31, 2022 | 94.11% |
December 31, 2021 | 94.11% |
November 30, 2021 | 94.11% |
October 31, 2021 | 94.11% |
September 30, 2021 | 94.11% |
Date | Value |
---|---|
August 31, 2021 | 94.11% |
July 31, 2021 | 94.11% |
June 30, 2021 | 94.11% |
May 31, 2021 | 94.11% |
April 30, 2021 | 94.11% |
March 31, 2021 | 94.11% |
February 28, 2021 | 94.11% |
January 31, 2021 | 94.11% |
December 31, 2020 | 94.11% |
November 30, 2020 | 94.11% |
October 31, 2020 | 94.11% |
September 30, 2020 | 94.11% |
August 31, 2020 | 94.11% |
July 31, 2020 | 94.11% |
June 30, 2020 | 94.11% |
May 31, 2020 | 94.11% |
April 30, 2020 | 94.11% |
March 31, 2020 | 94.11% |
February 29, 2020 | 94.11% |
January 31, 2020 | 94.11% |
December 31, 2019 | 94.11% |
November 30, 2019 | 94.11% |
October 31, 2019 | 94.11% |
September 30, 2019 | 94.11% |
August 31, 2019 | 94.11% |
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
93.08%
Minimum
Oct 2018
94.11%
Maximum
Jul 2019
93.99%
Average
94.11%
Median
Jul 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.81 |
Beta (5Y) | 1.401 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.68% |
Historical Sharpe Ratio (5Y) | -0.0185 |
Historical Sortino (5Y) | -0.0304 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.00% |