DREAM Unlimited Corp (DRM.TO)
28.46
-0.27
(-0.94%)
CAD |
TSX |
Nov 04, 12:23
DREAM Unlimited Max Drawdown (5Y): 65.01% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 65.01% |
| August 31, 2024 | 65.01% |
| July 31, 2024 | 65.01% |
| June 30, 2024 | 65.01% |
| May 31, 2024 | 65.01% |
| April 30, 2024 | 65.01% |
| March 31, 2024 | 65.01% |
| February 29, 2024 | 65.01% |
| January 31, 2024 | 65.01% |
| December 31, 2023 | 65.01% |
| November 30, 2023 | 65.01% |
| October 31, 2023 | 65.01% |
| September 30, 2023 | 61.61% |
| August 31, 2023 | 60.12% |
| July 31, 2023 | 60.12% |
| June 30, 2023 | 60.12% |
| May 31, 2023 | 60.12% |
| April 30, 2023 | 60.12% |
| March 31, 2023 | 60.12% |
| February 28, 2023 | 60.12% |
| January 31, 2023 | 60.12% |
| December 31, 2022 | 60.12% |
| November 30, 2022 | 60.12% |
| October 31, 2022 | 60.12% |
| September 30, 2022 | 60.12% |
| Date | Value |
|---|---|
| August 31, 2022 | 60.12% |
| July 31, 2022 | 60.12% |
| June 30, 2022 | 60.12% |
| May 31, 2022 | 60.43% |
| April 30, 2022 | 60.43% |
| March 31, 2022 | 60.43% |
| February 28, 2022 | 63.15% |
| January 31, 2022 | 63.15% |
| December 31, 2021 | 63.15% |
| November 30, 2021 | 63.15% |
| October 31, 2021 | 63.15% |
| September 30, 2021 | 63.61% |
| August 31, 2021 | 64.17% |
| July 31, 2021 | 64.17% |
| June 30, 2021 | 64.17% |
| May 31, 2021 | 64.17% |
| April 30, 2021 | 64.17% |
| March 31, 2021 | 64.17% |
| February 28, 2021 | 64.17% |
| January 31, 2021 | 64.17% |
| December 31, 2020 | 64.17% |
| November 30, 2020 | 64.17% |
| October 31, 2020 | 64.17% |
| September 30, 2020 | 64.17% |
| August 31, 2020 | 64.17% |
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
60.12%
Minimum
Jun 2022
65.01%
Maximum
Oct 2023
62.98%
Average
64.17%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Mainstreet Equity Corp | 54.52% |
| Becker Milk Co Ltd | 20.47% |
| Emergia Inc | 96.55% |
| Tempus Capital Inc | 98.12% |
| Nova Net Lease REIT | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.9512 |
| Beta (5Y) | 1.460 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.50% |
| Historical Sharpe Ratio (5Y) | 0.3105 |
| Historical Sortino (5Y) | 0.4599 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.59% |