DREAM Unlimited Corp (DRM.TO)

22.25 +0.12 (+0.54%) CAD  |  TSX  |  Dec 24, 16:00
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DREAM Unlimited Max Drawdown (5Y): 65.01% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Mainstreet Equity Corp 54.52%
Becker Milk Co Ltd 20.47%
Emergia Inc 98.07%
Tempus Capital Inc 98.12%
Nova Net Lease REIT --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -11.84
Beta (5Y) 1.350
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 39.69%
Historical Sharpe Ratio (5Y) 0.0344
Historical Sortino (5Y) 0.053
Monthly Value at Risk (VaR) 5% (5Y Lookback) 17.84%