Domino's Pizza Enterprises Ltd (DMZPY)
12.00
0.00 (0.00%)
USD |
OTCM |
Jun 28, 09:31
Domino's Pizza Enterprises Max Drawdown (5Y): 78.45% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 78.45% |
| April 30, 2024 | 78.28% |
| March 31, 2024 | 77.35% |
| February 29, 2024 | 77.35% |
| January 31, 2024 | 77.23% |
| December 31, 2023 | 75.21% |
| November 30, 2023 | 75.21% |
| October 31, 2023 | 75.21% |
| September 30, 2023 | 75.21% |
| August 31, 2023 | 75.21% |
| July 31, 2023 | 75.21% |
| June 30, 2023 | 75.21% |
| May 31, 2023 | 75.21% |
| April 30, 2023 | 75.21% |
| March 31, 2023 | 75.21% |
| February 28, 2023 | 70.68% |
| January 31, 2023 | 69.30% |
| December 31, 2022 | 69.30% |
| November 30, 2022 | 69.30% |
| October 31, 2022 | 69.30% |
| September 30, 2022 | 64.59% |
| August 31, 2022 | 63.22% |
| July 31, 2022 | 63.22% |
| June 30, 2022 | 63.22% |
| May 31, 2022 | 60.84% |
| Date | Value |
|---|---|
| April 30, 2022 | 51.02% |
| March 31, 2022 | 51.02% |
| February 28, 2022 | 51.02% |
| January 31, 2022 | 45.07% |
| December 31, 2021 | 45.07% |
| November 30, 2021 | 45.07% |
| October 31, 2021 | 45.07% |
| September 30, 2021 | 45.07% |
| August 31, 2021 | 45.07% |
| July 31, 2021 | 45.07% |
| June 30, 2021 | 45.07% |
| May 31, 2021 | 45.07% |
| April 30, 2021 | 45.07% |
| March 31, 2021 | 45.07% |
| February 28, 2021 | 45.07% |
| January 31, 2021 | 45.07% |
| December 31, 2020 | 45.07% |
| November 30, 2020 | 45.07% |
| October 31, 2020 | 45.07% |
| September 30, 2020 | 45.07% |
| August 31, 2020 | 45.07% |
| July 31, 2020 | 45.07% |
| June 30, 2020 | 45.07% |
| May 31, 2020 | 45.07% |
| April 30, 2020 | 45.07% |
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
43.94%
Minimum
Jun 2019
78.45%
Maximum
May 2024
56.61%
Average
45.07%
Median
Aug 2019
Max Drawdown (5Y) Benchmarks
| Wesfarmers Ltd | 48.98% |
| GWA Group Ltd | 50.66% |
| Fitell Corp | -- |
| Alta Global Group Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.81 |
| Beta (5Y) | 0.6488 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.35% |
| Historical Sharpe Ratio (5Y) | -0.0413 |
| Historical Sortino (5Y) | -0.0597 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.92% |