Dirtt Environmental Solutions Ltd (DRT.TO)
0.89
-0.03
(-3.26%)
CAD |
TSX |
Nov 01, 16:00
Dirtt Environmental Solutions Max Drawdown (5Y): 96.70% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 96.70% |
August 31, 2024 | 96.70% |
July 31, 2024 | 96.70% |
June 30, 2024 | 96.70% |
May 31, 2024 | 96.70% |
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% |
Date | Value |
---|---|
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% |
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% |
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
56.45%
Minimum
Nov 2019
96.70%
Maximum
Jul 2023
89.84%
Average
87.87%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Atkinsrealis Group Inc | 68.64% |
Stantec Inc | 25.75% |
WSP Global Inc | 37.11% |
EasTower Wireless Inc | -- |
BYT Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -44.32 |
Beta (5Y) | 1.036 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 92.20% |
Historical Sharpe Ratio (5Y) | -0.3813 |
Historical Sortino (5Y) | -0.818 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.82% |