Frontier Services Group Ltd (DVNHF)
0.02
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Frontier Services Group Max Drawdown (5Y): 93.64% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 93.64% |
| March 31, 2024 | 93.64% |
| February 29, 2024 | 93.64% |
| January 31, 2024 | 93.64% |
| December 31, 2023 | 93.64% |
| November 30, 2023 | 89.12% |
| October 31, 2023 | 89.12% |
| September 30, 2023 | 89.12% |
| August 31, 2023 | 88.46% |
| July 31, 2023 | 88.46% |
| June 30, 2023 | 88.46% |
| May 31, 2023 | 88.46% |
| April 30, 2023 | 88.46% |
| March 31, 2023 | 88.46% |
| February 28, 2023 | 88.46% |
| January 31, 2023 | 88.46% |
| December 31, 2022 | 88.46% |
| November 30, 2022 | 88.46% |
| October 31, 2022 | 88.46% |
| September 30, 2022 | 88.46% |
| August 31, 2022 | 88.46% |
| July 31, 2022 | 88.46% |
| June 30, 2022 | 88.46% |
| May 31, 2022 | 88.46% |
| April 30, 2022 | 88.46% |
| Date | Value |
|---|---|
| March 31, 2022 | 88.46% |
| February 28, 2022 | 88.46% |
| January 31, 2022 | 88.46% |
| December 31, 2021 | 88.46% |
| November 30, 2021 | 88.46% |
| October 31, 2021 | 88.46% |
| September 30, 2021 | 88.46% |
| August 31, 2021 | 88.46% |
| July 31, 2021 | 88.46% |
| June 30, 2021 | 88.46% |
| May 31, 2021 | 88.46% |
| April 30, 2021 | 88.46% |
| March 31, 2021 | 88.46% |
| February 28, 2021 | 88.46% |
| January 31, 2021 | 88.46% |
| December 31, 2020 | 88.46% |
| November 30, 2020 | 88.46% |
| October 31, 2020 | 88.46% |
| September 30, 2020 | 88.46% |
| August 31, 2020 | 88.46% |
| July 31, 2020 | 88.46% |
| June 30, 2020 | 88.46% |
| May 31, 2020 | 88.46% |
| April 30, 2020 | 88.46% |
| March 31, 2020 | 84.42% |
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
75.96%
Minimum
May 2019
93.64%
Maximum
Dec 2023
87.78%
Average
88.46%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -39.11 |
| Beta (5Y) | 0.5722 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 90.44% |
| Historical Sharpe Ratio (5Y) | -0.3619 |
| Historical Sortino (5Y) | -0.6244 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 41.18% |