Dirtt Environmental Solutions Ltd (DRT.TO)

0.98 +0.03 (+3.16%) CAD  |  TSX  |  Dec 27, 16:00
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Dirtt Environmental Solutions Max Drawdown (5Y): 96.70% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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270.00
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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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Atkinsrealis Group Inc 68.64%
Stantec Inc 25.75%
WSP Global Inc 37.11%
Caldwell Partners International Inc 76.34%
BYT Holdings Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -36.59
Beta (5Y) 1.111
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 92.96%
Historical Sharpe Ratio (5Y) -0.2767
Historical Sortino (5Y) -0.5942
Monthly Value at Risk (VaR) 5% (5Y Lookback) 31.82%