Detwiler Fenton Group Inc (DMCD)
0.0001
0.00 (0.00%)
USD |
OTCM |
May 06, 16:00
Detwiler Fenton Group Max Drawdown (5Y): 99.94% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.94% |
| March 31, 2024 | 99.94% |
| February 29, 2024 | 99.94% |
| January 31, 2024 | 99.94% |
| December 31, 2023 | 99.94% |
| November 30, 2023 | 99.94% |
| October 31, 2023 | 99.94% |
| September 30, 2023 | 99.94% |
| August 31, 2023 | 99.94% |
| July 31, 2023 | 99.94% |
| June 30, 2023 | 99.94% |
| May 31, 2023 | 99.94% |
| April 30, 2023 | 99.94% |
| March 31, 2023 | 99.94% |
| February 28, 2023 | 99.94% |
| January 31, 2023 | 99.94% |
| December 31, 2022 | 99.94% |
| November 30, 2022 | 99.94% |
| October 31, 2022 | 99.94% |
| September 30, 2022 | 90.74% |
| August 31, 2022 | 90.74% |
| July 31, 2022 | 90.74% |
| June 30, 2022 | 90.74% |
| May 31, 2022 | 90.74% |
| April 30, 2022 | 90.74% |
| Date | Value |
|---|---|
| March 31, 2022 | 90.74% |
| February 28, 2022 | 90.74% |
| January 31, 2022 | 90.74% |
| December 31, 2021 | 90.74% |
| November 30, 2021 | 90.74% |
| October 31, 2021 | 91.25% |
| September 30, 2021 | 92.62% |
| August 31, 2021 | 93.78% |
| July 31, 2021 | 93.78% |
| June 30, 2021 | 93.78% |
| May 31, 2021 | 93.78% |
| April 30, 2021 | 93.78% |
| March 31, 2021 | 93.78% |
| February 28, 2021 | 93.78% |
| January 31, 2021 | 93.78% |
| December 31, 2020 | 93.78% |
| November 30, 2020 | 93.78% |
| October 31, 2020 | 93.78% |
| September 30, 2020 | 93.78% |
| August 31, 2020 | 93.78% |
| July 31, 2020 | 93.78% |
| June 30, 2020 | 93.78% |
| May 31, 2020 | 93.78% |
| April 30, 2020 | 93.78% |
| March 31, 2020 | 93.78% |
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
90.74%
Minimum
Nov 2021
99.94%
Maximum
Oct 2022
95.11%
Average
93.78%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Omni Financial Services Inc | 100.00% |
| Cal Bay International Inc | 99.90% |
| BitFrontier Capital Holdings Inc | 99.79% |
| Network 1 Financial Group Inc | 100.00% |
| Nodechain Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -72.17 |
| Beta (5Y) | 0.2933 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 150.3% |
| Historical Sharpe Ratio (5Y) | -0.4584 |
| Historical Sortino (5Y) | -0.9565 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 50.00% |