Dirtt Environmental Solutions Ltd (DRT.TO)
0.99
-0.05
(-4.81%)
CAD |
TSX |
Apr 08, 16:00
Dirtt Environmental Solutions Max Drawdown (5Y): 96.70% for March 31, 2025
View 4,000+ Financial Data Types:
Add
Browse
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Atkinsrealis Group Inc | 68.64% |
| Stantec Inc | 25.75% |
| WSP Global Inc | 29.10% |
| Caldwell Partners International Inc | 76.34% |
| BYT Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.41 |
| Beta (5Y) | 0.4476 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 88.48% |
| Historical Sharpe Ratio (5Y) | -0.1039 |
| Historical Sortino (5Y) | -0.263 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.25% |