Delfi Ltd. (PEFDF)
0.75
0.00 (0.00%)
USD |
OTCM |
Feb 12, 16:00
Delfi Max Drawdown (5Y) : 69.53% for Jan. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Wilmar International Ltd. | 38.58% |
| Golden Agri-Resources Ltd. | 51.06% |
| Fraser & Neave Ltd. | 47.94% |
| First Resources Ltd. (Singapore) | 54.70% |
| Davis Commodities Ltd. | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.165 |
| Beta (5Y) | -0.0942 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.93% |
| Historical Sharpe Ratio (5Y) | 0.2096 |
| Historical Sortino (5Y) | 0.4065 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.72% |