Dream Homes & Development Corp (DREM)
0.0230
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Dream Homes & Development Max Drawdown (5Y): 98.29% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 98.29% |
March 31, 2024 | 98.29% |
February 29, 2024 | 98.29% |
January 31, 2024 | 98.29% |
December 31, 2023 | 98.29% |
November 30, 2023 | 98.29% |
October 31, 2023 | 98.29% |
September 30, 2023 | 98.29% |
August 31, 2023 | 98.29% |
July 31, 2023 | 98.29% |
June 30, 2023 | 98.29% |
May 31, 2023 | 98.29% |
April 30, 2023 | 98.29% |
March 31, 2023 | 98.29% |
February 28, 2023 | 98.29% |
January 31, 2023 | 98.29% |
December 31, 2022 | 98.29% |
November 30, 2022 | 98.29% |
October 31, 2022 | 98.29% |
September 30, 2022 | 98.29% |
August 31, 2022 | 98.29% |
July 31, 2022 | 98.29% |
June 30, 2022 | 98.29% |
May 31, 2022 | 98.29% |
April 30, 2022 | 98.29% |
Date | Value |
---|---|
March 31, 2022 | 98.29% |
February 28, 2022 | 98.29% |
January 31, 2022 | 98.29% |
December 31, 2021 | 98.29% |
November 30, 2021 | 98.29% |
October 31, 2021 | 98.29% |
September 30, 2021 | 98.29% |
August 31, 2021 | 98.29% |
July 31, 2021 | 98.29% |
June 30, 2021 | 98.29% |
May 31, 2021 | 98.29% |
April 30, 2021 | 98.29% |
March 31, 2021 | 98.29% |
February 28, 2021 | 98.29% |
January 31, 2021 | 98.29% |
December 31, 2020 | 98.29% |
November 30, 2020 | 98.29% |
October 31, 2020 | 98.29% |
September 30, 2020 | 98.29% |
August 31, 2020 | 98.29% |
July 31, 2020 | 98.29% |
June 30, 2020 | 98.29% |
May 31, 2020 | 98.29% |
April 30, 2020 | 98.29% |
March 31, 2020 | 98.29% |
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
88.42%
Minimum
May 2019
98.29%
Maximum
Mar 2020
97.00%
Average
98.29%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Green Brick Partners Inc | 59.38% |
Beazer Homes USA Inc | 78.92% |
LGI Homes Inc | 63.80% |
Legacy Housing Corp | 54.40% |
United Homes Group Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -43.48 |
Beta (5Y) | 0.5693 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 130.2% |
Historical Sharpe Ratio (5Y) | -0.2853 |
Historical Sortino (5Y) | -0.7526 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 41.67% |