Disco Corp (DSCSY)
28.71
+0.12
(+0.42%)
USD |
OTCM |
Nov 04, 16:10
Disco Max Drawdown (5Y): 44.76% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 44.76% |
| September 30, 2024 | 44.76% |
| August 31, 2024 | 44.62% |
| July 31, 2024 | 44.62% |
| June 30, 2024 | 44.62% |
| May 31, 2024 | 44.62% |
| April 30, 2024 | 44.62% |
| March 31, 2024 | 44.62% |
| February 29, 2024 | 44.62% |
| January 31, 2024 | 44.62% |
| December 31, 2023 | 48.78% |
| November 30, 2023 | 48.78% |
| October 31, 2023 | 55.53% |
| September 30, 2023 | 56.57% |
| August 31, 2023 | 56.57% |
| July 31, 2023 | 56.57% |
| June 30, 2023 | 56.57% |
| May 31, 2023 | 56.57% |
| April 30, 2023 | 56.57% |
| March 31, 2023 | 56.57% |
| February 28, 2023 | 56.57% |
| January 31, 2023 | 56.57% |
| December 31, 2022 | 56.57% |
| November 30, 2022 | 56.57% |
| October 31, 2022 | 56.57% |
| Date | Value |
|---|---|
| September 30, 2022 | 56.57% |
| August 31, 2022 | 56.57% |
| July 31, 2022 | 56.57% |
| June 30, 2022 | 56.57% |
| May 31, 2022 | 56.57% |
| April 30, 2022 | 56.57% |
| March 31, 2022 | 56.57% |
| February 28, 2022 | 56.57% |
| January 31, 2022 | 56.57% |
| December 31, 2021 | 56.57% |
| November 30, 2021 | 56.57% |
| October 31, 2021 | 56.57% |
| September 30, 2021 | 56.57% |
| August 31, 2021 | 56.57% |
| July 31, 2021 | 56.57% |
| June 30, 2021 | 56.57% |
| May 31, 2021 | 56.57% |
| April 30, 2021 | 56.57% |
| March 31, 2021 | 56.57% |
| February 28, 2021 | 56.57% |
| January 31, 2021 | 56.57% |
| December 31, 2020 | 56.57% |
| November 30, 2020 | 56.57% |
| October 31, 2020 | 56.57% |
| September 30, 2020 | 56.57% |
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
44.62%
Minimum
Jan 2024
56.57%
Maximum
Nov 2019
54.31%
Average
56.57%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Advantest Corp | 55.56% |
| TDK Corp | 50.65% |
| Rohm Co Ltd | 61.93% |
| OMRON Corp | 68.55% |
| Tokyo Electron Ltd | 57.93% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 16.62 |
| Beta (5Y) | 1.091 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.19% |
| Historical Sharpe Ratio (5Y) | 0.7636 |
| Historical Sortino (5Y) | 1.352 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.97% |