Dirtt Environmental Solutions Ltd (DRT.TO)
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TSX |
May 02, 16:00
Dirtt Environmental Solutions Max Drawdown (5Y): 96.70% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 96.70% |
| March 31, 2024 | 96.70% |
| February 29, 2024 | 96.70% |
| January 31, 2024 | 96.70% |
| December 31, 2023 | 96.70% |
| November 30, 2023 | 96.70% |
| October 31, 2023 | 96.70% |
| September 30, 2023 | 96.70% |
| August 31, 2023 | 96.70% |
| July 31, 2023 | 96.70% |
| June 30, 2023 | 96.37% |
| May 31, 2023 | 96.10% |
| April 30, 2023 | 96.10% |
| March 31, 2023 | 96.10% |
| February 28, 2023 | 96.10% |
| January 31, 2023 | 96.10% |
| December 31, 2022 | 96.10% |
| November 30, 2022 | 96.05% |
| October 31, 2022 | 95.29% |
| September 30, 2022 | 94.69% |
| August 31, 2022 | 90.68% |
| July 31, 2022 | 88.73% |
| June 30, 2022 | 88.73% |
| May 31, 2022 | 88.73% |
| April 30, 2022 | 87.87% |
| Date | Value |
|---|---|
| March 31, 2022 | 87.87% |
| February 28, 2022 | 87.87% |
| January 31, 2022 | 87.87% |
| December 31, 2021 | 87.87% |
| November 30, 2021 | 87.87% |
| October 31, 2021 | 87.87% |
| September 30, 2021 | 87.87% |
| August 31, 2021 | 87.87% |
| July 31, 2021 | 87.87% |
| June 30, 2021 | 87.87% |
| May 31, 2021 | 87.87% |
| April 30, 2021 | 87.87% |
| March 31, 2021 | 87.87% |
| February 28, 2021 | 87.87% |
| January 31, 2021 | 87.87% |
| December 31, 2020 | 87.87% |
| November 30, 2020 | 87.87% |
| October 31, 2020 | 87.87% |
| September 30, 2020 | 87.87% |
| August 31, 2020 | 87.87% |
| July 31, 2020 | 87.87% |
| June 30, 2020 | 87.87% |
| May 31, 2020 | 87.87% |
| April 30, 2020 | 87.87% |
| March 31, 2020 | 87.87% |
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
50.06%
Minimum
May 2019
96.70%
Maximum
Jul 2023
85.29%
Average
87.87%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| SNC-Lavalin Group Inc | 74.02% |
| Stantec Inc | 25.75% |
| WSP Global Inc | 37.11% |
| EasTower Wireless Inc | -- |
| BYT Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -49.24 |
| Beta (5Y) | 0.9399 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 91.59% |
| Historical Sharpe Ratio (5Y) | -0.4661 |
| Historical Sortino (5Y) | -1.013 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.82% |