Defentect Group Inc (DFTC)
0.01
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Defentect Group Max Drawdown (5Y): 95.06% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 95.06% |
March 31, 2024 | 95.06% |
February 29, 2024 | 94.94% |
January 31, 2024 | 94.94% |
December 31, 2023 | 94.94% |
November 30, 2023 | 94.63% |
October 31, 2023 | 94.57% |
September 30, 2023 | 94.57% |
August 31, 2023 | 94.57% |
July 31, 2023 | 94.57% |
June 30, 2023 | 94.57% |
May 31, 2023 | 94.57% |
April 30, 2023 | 94.57% |
March 31, 2023 | 94.57% |
February 28, 2023 | 94.57% |
January 31, 2023 | 93.58% |
December 31, 2022 | 93.75% |
November 30, 2022 | 94.44% |
October 31, 2022 | 95.83% |
September 30, 2022 | 97.50% |
August 31, 2022 | 97.50% |
July 31, 2022 | 97.50% |
June 30, 2022 | 97.50% |
May 31, 2022 | 97.50% |
April 30, 2022 | 97.50% |
Date | Value |
---|---|
March 31, 2022 | 97.50% |
February 28, 2022 | 97.50% |
January 31, 2022 | 97.50% |
December 31, 2021 | 97.50% |
November 30, 2021 | 97.50% |
October 31, 2021 | 97.50% |
September 30, 2021 | 97.50% |
August 31, 2021 | 97.50% |
July 31, 2021 | 97.50% |
June 30, 2021 | 97.50% |
May 31, 2021 | 97.50% |
April 30, 2021 | 97.50% |
March 31, 2021 | 97.50% |
February 28, 2021 | 97.50% |
January 31, 2021 | 97.50% |
December 31, 2020 | 97.50% |
November 30, 2020 | 98.21% |
October 31, 2020 | 98.89% |
September 30, 2020 | 99.18% |
August 31, 2020 | 99.33% |
July 31, 2020 | 99.35% |
June 30, 2020 | 99.35% |
May 31, 2020 | 99.60% |
April 30, 2020 | 99.66% |
March 31, 2020 | 99.66% |
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
93.58%
Minimum
Jan 2023
99.72%
Maximum
May 2019
97.22%
Average
97.50%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Autodesk Inc | 51.99% |
Agilysys Inc | 64.72% |
American Software Inc | 68.64% |
Issuer Direct Corp | 64.52% |
WaveDancer Inc | 97.85% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 77.95 |
Beta (5Y) | -1.341 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 333.2% |
Historical Sharpe Ratio (5Y) | 0.1891 |
Historical Sortino (5Y) | 0.9778 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 48.94% |