Dyadic International Inc (DYAI)
1.12
-0.02
(-1.75%)
USD |
NASDAQ |
Nov 13, 16:00
1.13
+0.01
(+0.89%)
After-Hours: 20:00
Dyadic International Max Drawdown (5Y): 90.40% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 90.40% |
| September 30, 2024 | 89.86% |
| August 31, 2024 | 88.50% |
| July 31, 2024 | 88.50% |
| June 30, 2024 | 88.50% |
| May 31, 2024 | 88.50% |
| April 30, 2024 | 88.50% |
| March 31, 2024 | 88.50% |
| February 29, 2024 | 88.50% |
| January 31, 2024 | 88.50% |
| December 31, 2023 | 88.50% |
| November 30, 2023 | 88.50% |
| October 31, 2023 | 88.50% |
| September 30, 2023 | 88.50% |
| August 31, 2023 | 88.50% |
| July 31, 2023 | 88.50% |
| June 30, 2023 | 88.50% |
| May 31, 2023 | 88.50% |
| April 30, 2023 | 88.50% |
| March 31, 2023 | 88.50% |
| February 28, 2023 | 88.50% |
| January 31, 2023 | 88.50% |
| December 31, 2022 | 88.50% |
| November 30, 2022 | 85.96% |
| October 31, 2022 | 84.41% |
| Date | Value |
|---|---|
| September 30, 2022 | 83.92% |
| August 31, 2022 | 81.97% |
| July 31, 2022 | 81.97% |
| June 30, 2022 | 81.97% |
| May 31, 2022 | 81.97% |
| April 30, 2022 | 78.95% |
| March 31, 2022 | 70.66% |
| February 28, 2022 | 67.84% |
| January 31, 2022 | 67.84% |
| December 31, 2021 | 67.84% |
| November 30, 2021 | 67.84% |
| October 31, 2021 | 67.84% |
| September 30, 2021 | 67.84% |
| August 31, 2021 | 67.84% |
| July 31, 2021 | 67.84% |
| June 30, 2021 | 67.35% |
| May 31, 2021 | 66.37% |
| April 30, 2021 | 62.88% |
| March 31, 2021 | 62.88% |
| February 28, 2021 | 62.88% |
| January 31, 2021 | 62.88% |
| December 31, 2020 | 62.88% |
| November 30, 2020 | 62.88% |
| October 31, 2020 | 62.88% |
| September 30, 2020 | 62.88% |
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
62.88%
Minimum
Jun 2020
90.40%
Maximum
Oct 2024
76.74%
Average
80.46%
Median
Max Drawdown (5Y) Benchmarks
| AIM ImmunoTech Inc | 99.61% |
| Perspective Therapeutics Inc | 91.70% |
| Protalix BioTherapeutics Inc | 94.35% |
| Electromed Inc | 55.84% |
| Armata Pharmaceuticals Inc | 99.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -41.52 |
| Beta (5Y) | 0.7225 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.36% |
| Historical Sharpe Ratio (5Y) | -0.4575 |
| Historical Sortino (5Y) | -0.9874 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.87% |