DynaCERT Inc (DYA.TO)
0.185
+0.01
(+5.71%)
CAD |
TSX |
Nov 22, 15:58
DynaCERT Max Drawdown (5Y): 93.55% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 93.55% |
| August 31, 2024 | 93.55% |
| July 31, 2024 | 93.55% |
| June 30, 2024 | 93.55% |
| May 31, 2024 | 93.55% |
| April 30, 2024 | 93.55% |
| March 31, 2024 | 93.55% |
| February 29, 2024 | 93.55% |
| January 31, 2024 | 93.55% |
| December 31, 2023 | 93.55% |
| November 30, 2023 | 93.55% |
| October 31, 2023 | 93.55% |
| September 30, 2023 | 93.55% |
| August 31, 2023 | 93.55% |
| July 31, 2023 | 93.55% |
| June 30, 2023 | 93.55% |
| May 31, 2023 | 93.55% |
| April 30, 2023 | 93.55% |
| March 31, 2023 | 93.55% |
| February 28, 2023 | 93.55% |
| January 31, 2023 | 93.55% |
| December 31, 2022 | 93.55% |
| November 30, 2022 | 93.55% |
| October 31, 2022 | 93.55% |
| September 30, 2022 | 93.55% |
| Date | Value |
|---|---|
| August 31, 2022 | 93.55% |
| July 31, 2022 | 93.55% |
| June 30, 2022 | 93.55% |
| May 31, 2022 | 90.32% |
| April 30, 2022 | 89.11% |
| March 31, 2022 | 87.10% |
| February 28, 2022 | 86.29% |
| January 31, 2022 | 84.27% |
| December 31, 2021 | 84.27% |
| November 30, 2021 | 83.64% |
| October 31, 2021 | 83.64% |
| September 30, 2021 | 83.64% |
| August 31, 2021 | 83.64% |
| July 31, 2021 | 83.64% |
| June 30, 2021 | 83.64% |
| May 31, 2021 | 83.64% |
| April 30, 2021 | 83.64% |
| March 31, 2021 | 83.64% |
| February 28, 2021 | 83.64% |
| January 31, 2021 | 83.64% |
| December 31, 2020 | 83.64% |
| November 30, 2020 | 83.64% |
| October 31, 2020 | 83.64% |
| September 30, 2020 | 83.64% |
| August 31, 2020 | 87.50% |
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
83.64%
Minimum
Sep 2020
93.55%
Maximum
Jun 2022
89.52%
Average
89.11%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| Hammond Power Solutions Inc | 54.03% |
| Kelso Technologies Inc | 93.69% |
| Inventronics Ltd | 83.25% |
| Reko International Group Inc | 61.45% |
| Water Ways Technologies Inc | 97.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.34 |
| Beta (5Y) | 0.6265 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 92.25% |
| Historical Sharpe Ratio (5Y) | -0.2255 |
| Historical Sortino (5Y) | -0.6089 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.93% |