Dorel Industries Inc (DII.B.TO)
5.91
0.00 (0.00%)
CAD |
TSX |
May 03, 16:00
Dorel Industries Max Drawdown (5Y): 96.07% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 96.07% |
March 31, 2024 | 96.07% |
February 29, 2024 | 96.07% |
January 31, 2024 | 96.07% |
December 31, 2023 | 96.07% |
November 30, 2023 | 96.07% |
October 31, 2023 | 96.07% |
September 30, 2023 | 96.07% |
August 31, 2023 | 96.07% |
July 31, 2023 | 96.07% |
June 30, 2023 | 96.07% |
May 31, 2023 | 96.07% |
April 30, 2023 | 96.07% |
March 31, 2023 | 96.07% |
February 28, 2023 | 96.07% |
January 31, 2023 | 96.07% |
December 31, 2022 | 96.07% |
November 30, 2022 | 96.07% |
October 31, 2022 | 96.07% |
September 30, 2022 | 96.07% |
August 31, 2022 | 96.07% |
July 31, 2022 | 96.07% |
June 30, 2022 | 96.07% |
May 31, 2022 | 96.07% |
April 30, 2022 | 96.07% |
Date | Value |
---|---|
March 31, 2022 | 96.07% |
February 28, 2022 | 96.07% |
January 31, 2022 | 96.07% |
December 31, 2021 | 96.07% |
November 30, 2021 | 96.07% |
October 31, 2021 | 96.07% |
September 30, 2021 | 96.07% |
August 31, 2021 | 96.07% |
July 31, 2021 | 96.07% |
June 30, 2021 | 96.07% |
May 31, 2021 | 96.07% |
April 30, 2021 | 96.07% |
March 31, 2021 | 96.07% |
February 28, 2021 | 96.07% |
January 31, 2021 | 96.07% |
December 31, 2020 | 96.07% |
November 30, 2020 | 96.07% |
October 31, 2020 | 96.07% |
September 30, 2020 | 96.07% |
August 31, 2020 | 96.07% |
July 31, 2020 | 96.07% |
June 30, 2020 | 96.07% |
May 31, 2020 | 96.07% |
April 30, 2020 | 96.07% |
March 31, 2020 | 96.07% |
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
69.17%
Minimum
May 2019
96.07%
Maximum
Mar 2020
93.32%
Average
96.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Richelieu Hardware Ltd | 39.17% |
Linamar Corp | 70.80% |
Aether Catalyst Solutions Inc | 93.33% |
SWMBRD Sports Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.97 |
Beta (5Y) | 3.105 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 98.20% |
Historical Sharpe Ratio (5Y) | 0.017 |
Historical Sortino (5Y) | 0.038 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.03% |