Deep Yellow Ltd (DYLLF)
0.9568
-0.02
(-2.37%)
USD |
OTCM |
Jun 14, 16:00
Deep Yellow Max Drawdown (5Y): 87.83% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 87.83% |
April 30, 2024 | 87.83% |
March 31, 2024 | 87.83% |
February 29, 2024 | 87.83% |
January 31, 2024 | 87.83% |
December 31, 2023 | 87.83% |
November 30, 2023 | 87.83% |
October 31, 2023 | 87.83% |
September 30, 2023 | 87.83% |
August 31, 2023 | 87.83% |
July 31, 2023 | 87.83% |
June 30, 2023 | 87.83% |
May 31, 2023 | 87.83% |
April 30, 2023 | 87.83% |
March 31, 2023 | 87.83% |
February 28, 2023 | 87.83% |
January 31, 2023 | 87.83% |
December 31, 2022 | 87.83% |
November 30, 2022 | 87.83% |
October 31, 2022 | 87.83% |
September 30, 2022 | 87.83% |
August 31, 2022 | 89.85% |
July 31, 2022 | 89.85% |
June 30, 2022 | 89.85% |
May 31, 2022 | 89.85% |
Date | Value |
---|---|
April 30, 2022 | 89.85% |
March 31, 2022 | 89.85% |
February 28, 2022 | 89.85% |
January 31, 2022 | 89.85% |
December 31, 2021 | 89.85% |
November 30, 2021 | 89.85% |
October 31, 2021 | 92.47% |
September 30, 2021 | 97.82% |
August 31, 2021 | 99.93% |
July 31, 2021 | 99.93% |
June 30, 2021 | 99.93% |
May 31, 2021 | 99.93% |
April 30, 2021 | 99.93% |
March 31, 2021 | 99.93% |
February 28, 2021 | 99.93% |
January 31, 2021 | 99.93% |
December 31, 2020 | 99.93% |
November 30, 2020 | 99.93% |
October 31, 2020 | 99.93% |
September 30, 2020 | 99.93% |
August 31, 2020 | 99.93% |
July 31, 2020 | 99.93% |
June 30, 2020 | 99.93% |
May 31, 2020 | 99.93% |
April 30, 2020 | 99.93% |
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
87.83%
Minimum
Sep 2022
100.00%
Maximum
Jun 2019
93.87%
Average
89.85%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
Santos Ltd | 74.74% |
Beach Energy Ltd | 72.59% |
Karoon Energy Ltd | 90.87% |
Buru Energy Ltd | 90.69% |
Woodside Energy Group Ltd | 66.03% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 25.47 |
Beta (5Y) | 0.6845 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 81.89% |
Historical Sharpe Ratio (5Y) | 0.4256 |
Historical Sortino (5Y) | 1.030 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.86% |