Disco Corp (DSCSY)
25.43
-0.27
(-1.05%)
USD |
OTCM |
Sep 20, 15:59
Disco Max Drawdown (5Y): 44.62% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
September 30, 2022 | 56.57% |
August 31, 2022 | 56.57% |
Date | Value |
---|---|
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% |
August 31, 2020 | 56.57% |
July 31, 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
Sep 2019
54.70%
Average
56.57%
Median
Sep 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 22.01 |
Beta (5Y) | 1.116 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.43% |
Historical Sharpe Ratio (5Y) | 0.9446 |
Historical Sortino (5Y) | 1.668 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.85% |