Dorel Industries Inc (DII.A.TO)

3.61 -0.39 (-9.75%) CAD  |  TSX  |  Dec 20, 16:00
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Dorel Industries Max Drawdown (5Y): 94.43% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Richelieu Hardware Ltd 39.17%
Linamar Corp 70.80%
Martinrea International Inc 66.24%
Aether Catalyst Solutions Inc 93.33%
SWMBRD Sports Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -20.41
Beta (5Y) 2.225
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 88.94%
Historical Sharpe Ratio (5Y) 0.0153
Historical Sortino (5Y) 0.0349
Monthly Value at Risk (VaR) 5% (5Y Lookback) 27.56%