Delfi Ltd (PEFDF)
0.6416
0.00 (0.00%)
USD |
OTCM |
Nov 14, 11:07
Delfi Max Drawdown (5Y): 79.99% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 79.99% |
| August 31, 2024 | 79.99% |
| July 31, 2024 | 79.99% |
| June 30, 2024 | 79.99% |
| May 31, 2024 | 79.99% |
| April 30, 2024 | 79.99% |
| March 31, 2024 | 79.99% |
| February 29, 2024 | 79.99% |
| January 31, 2024 | 79.99% |
| December 31, 2023 | 79.99% |
| November 30, 2023 | 79.99% |
| October 31, 2023 | 79.99% |
| September 30, 2023 | 79.99% |
| August 31, 2023 | 79.99% |
| July 31, 2023 | 79.99% |
| June 30, 2023 | 79.99% |
| May 31, 2023 | 79.99% |
| April 30, 2023 | 79.99% |
| March 31, 2023 | 79.99% |
| February 28, 2023 | 79.99% |
| January 31, 2023 | 79.99% |
| December 31, 2022 | 79.99% |
| November 30, 2022 | 79.99% |
| October 31, 2022 | 79.99% |
| September 30, 2022 | 79.99% |
| Date | Value |
|---|---|
| August 31, 2022 | 79.99% |
| July 31, 2022 | 79.99% |
| June 30, 2022 | 79.99% |
| May 31, 2022 | 79.99% |
| April 30, 2022 | 79.99% |
| March 31, 2022 | 79.99% |
| February 28, 2022 | 79.99% |
| January 31, 2022 | 79.99% |
| December 31, 2021 | 79.99% |
| November 30, 2021 | 79.99% |
| October 31, 2021 | 79.99% |
| September 30, 2021 | 79.99% |
| August 31, 2021 | 79.99% |
| July 31, 2021 | 79.99% |
| June 30, 2021 | 79.99% |
| May 31, 2021 | 79.99% |
| April 30, 2021 | 79.99% |
| March 31, 2021 | 79.99% |
| February 28, 2021 | 79.99% |
| January 31, 2021 | 79.99% |
| December 31, 2020 | 79.99% |
| November 30, 2020 | 79.99% |
| October 31, 2020 | 79.99% |
| September 30, 2020 | 79.99% |
| August 31, 2020 | 79.99% |
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
75.41%
Minimum
Nov 2019
79.99%
Maximum
Jun 2020
79.45%
Average
79.99%
Median
Jun 2020
Max Drawdown (5Y) Benchmarks
| Wilmar International Ltd | 42.02% |
| Fraser and Neave Ltd | 55.58% |
| Bumitama Agri Ltd | -- |
| Genius Group Ltd | -- |
| Davis Commodities Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.678 |
| Beta (5Y) | 0.025 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.12% |
| Historical Sharpe Ratio (5Y) | -0.0613 |
| Historical Sortino (5Y) | -0.087 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.08% |