Dorel Industries Inc (DIIBF)
5.24
+0.11
(+2.14%)
USD |
OTCM |
May 31, 16:00
Dorel Industries Max Drawdown (5Y): 96.46% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 96.46% |
April 30, 2024 | 96.46% |
March 31, 2024 | 96.46% |
February 29, 2024 | 96.46% |
January 31, 2024 | 96.46% |
December 31, 2023 | 96.46% |
November 30, 2023 | 96.46% |
October 31, 2023 | 96.46% |
September 30, 2023 | 96.46% |
August 31, 2023 | 96.46% |
July 31, 2023 | 96.46% |
June 30, 2023 | 96.46% |
May 31, 2023 | 96.46% |
April 30, 2023 | 96.46% |
March 31, 2023 | 96.46% |
February 28, 2023 | 96.46% |
January 31, 2023 | 96.46% |
December 31, 2022 | 96.46% |
November 30, 2022 | 96.46% |
October 31, 2022 | 96.46% |
September 30, 2022 | 96.46% |
August 31, 2022 | 96.46% |
July 31, 2022 | 96.46% |
June 30, 2022 | 96.46% |
May 31, 2022 | 96.46% |
Date | Value |
---|---|
April 30, 2022 | 96.46% |
March 31, 2022 | 96.46% |
February 28, 2022 | 96.46% |
January 31, 2022 | 96.46% |
December 31, 2021 | 96.46% |
November 30, 2021 | 96.46% |
October 31, 2021 | 96.46% |
September 30, 2021 | 96.46% |
August 31, 2021 | 96.46% |
July 31, 2021 | 96.46% |
June 30, 2021 | 96.46% |
May 31, 2021 | 96.46% |
April 30, 2021 | 96.46% |
March 31, 2021 | 96.46% |
February 28, 2021 | 96.46% |
January 31, 2021 | 96.46% |
December 31, 2020 | 96.46% |
November 30, 2020 | 96.46% |
October 31, 2020 | 96.46% |
September 30, 2020 | 96.46% |
August 31, 2020 | 96.46% |
July 31, 2020 | 96.46% |
June 30, 2020 | 96.46% |
May 31, 2020 | 96.46% |
April 30, 2020 | 96.46% |
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
72.29%
Minimum
Jun 2019
96.46%
Maximum
Mar 2020
94.26%
Average
96.46%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Summit Networks Inc | 98.74% |
Flexsteel Industries Inc | 85.59% |
Hooker Furnishings Corp | 74.84% |
Nova Lifestyle Inc | 96.97% |
Electrameccanica Vehicles Corp Ltd (DELISTED) | 98.04% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -30.99 |
Beta (5Y) | 2.714 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 101.7% |
Historical Sharpe Ratio (5Y) | 0.061 |
Historical Sortino (5Y) | 0.1357 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.71% |