DFI Retail Group Holdings Ltd (DFILF)
2.04
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
DFI Retail Group Holdings Max Drawdown (5Y): 76.45% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 76.45% |
| March 31, 2024 | 76.45% |
| February 29, 2024 | 76.45% |
| January 31, 2024 | 76.45% |
| December 31, 2023 | 76.45% |
| November 30, 2023 | 76.45% |
| October 31, 2023 | 76.45% |
| September 30, 2023 | 76.45% |
| August 31, 2023 | 76.45% |
| July 31, 2023 | 76.45% |
| June 30, 2023 | 76.45% |
| May 31, 2023 | 76.45% |
| April 30, 2023 | 76.45% |
| March 31, 2023 | 76.45% |
| February 28, 2023 | 76.45% |
| January 31, 2023 | 76.45% |
| December 31, 2022 | 76.45% |
| November 30, 2022 | 76.45% |
| October 31, 2022 | 76.45% |
| September 30, 2022 | 72.31% |
| August 31, 2022 | 72.31% |
| July 31, 2022 | 72.31% |
| June 30, 2022 | 72.31% |
| May 31, 2022 | 72.31% |
| April 30, 2022 | 72.31% |
| Date | Value |
|---|---|
| March 31, 2022 | 72.31% |
| February 28, 2022 | 69.31% |
| January 31, 2022 | 69.20% |
| December 31, 2021 | 69.20% |
| November 30, 2021 | 62.97% |
| October 31, 2021 | 61.93% |
| September 30, 2021 | 59.39% |
| August 31, 2021 | 59.39% |
| July 31, 2021 | 59.39% |
| June 30, 2021 | 59.39% |
| May 31, 2021 | 59.39% |
| April 30, 2021 | 59.39% |
| March 31, 2021 | 59.39% |
| February 28, 2021 | 59.39% |
| January 31, 2021 | 59.39% |
| December 31, 2020 | 59.39% |
| November 30, 2020 | 59.39% |
| October 31, 2020 | 59.39% |
| September 30, 2020 | 59.39% |
| August 31, 2020 | 59.39% |
| July 31, 2020 | 59.39% |
| June 30, 2020 | 59.39% |
| May 31, 2020 | 59.39% |
| April 30, 2020 | 59.39% |
| March 31, 2020 | 59.39% |
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
55.88%
Minimum
May 2019
76.45%
Maximum
Oct 2022
66.31%
Average
62.45%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.66 |
| Beta (5Y) | -0.0993 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.42% |
| Historical Sharpe Ratio (5Y) | -0.7564 |
| Historical Sortino (5Y) | -1.090 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.57% |