Dexterra Group Inc (DXT.TO)
5.38
-0.02
(-0.37%)
CAD |
TSX |
May 22, 16:00
Dexterra Group Max Drawdown (5Y): 93.76% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 93.76% |
March 31, 2024 | 93.76% |
February 29, 2024 | 93.76% |
January 31, 2024 | 93.76% |
December 31, 2023 | 93.76% |
November 30, 2023 | 93.76% |
October 31, 2023 | 93.76% |
September 30, 2023 | 93.76% |
August 31, 2023 | 93.76% |
July 31, 2023 | 93.76% |
June 30, 2023 | 93.76% |
May 31, 2023 | 93.76% |
April 30, 2023 | 93.76% |
March 31, 2023 | 93.76% |
February 28, 2023 | 93.76% |
January 31, 2023 | 93.76% |
December 31, 2022 | 93.76% |
November 30, 2022 | 93.76% |
October 31, 2022 | 93.76% |
September 30, 2022 | 93.76% |
August 31, 2022 | 93.76% |
July 31, 2022 | 93.76% |
June 30, 2022 | 93.76% |
May 31, 2022 | 93.76% |
April 30, 2022 | 93.76% |
Date | Value |
---|---|
March 31, 2022 | 93.76% |
February 28, 2022 | 93.76% |
January 31, 2022 | 93.76% |
December 31, 2021 | 93.76% |
November 30, 2021 | 93.76% |
October 31, 2021 | 93.76% |
September 30, 2021 | 93.76% |
August 31, 2021 | 93.76% |
July 31, 2021 | 93.76% |
June 30, 2021 | 93.76% |
May 31, 2021 | 93.76% |
April 30, 2021 | 93.76% |
March 31, 2021 | 93.76% |
February 28, 2021 | 93.76% |
January 31, 2021 | 93.76% |
December 31, 2020 | 93.76% |
November 30, 2020 | 93.76% |
October 31, 2020 | 93.76% |
September 30, 2020 | 93.76% |
August 31, 2020 | 93.76% |
July 31, 2020 | 93.76% |
June 30, 2020 | 93.76% |
May 31, 2020 | 93.76% |
April 30, 2020 | 93.76% |
March 31, 2020 | 93.53% |
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
89.21%
Minimum
May 2019
93.76%
Maximum
Apr 2020
93.00%
Average
93.76%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Bactech Environmental Corp | 96.43% |
Beyond Medical Technologies Inc | 99.62% |
Sharc International Systems Inc | 98.70% |
Newlox Gold Ventures Corp | 85.83% |
ParcelPal Logistics Inc | 98.21% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -27.65 |
Beta (5Y) | 2.319 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.86% |
Historical Sharpe Ratio (5Y) | -0.1888 |
Historical Sortino (5Y) | -0.2523 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.36% |