DMC Global Inc. (BOOM)

Nasdaq Stock Exchange
USD
US23291C1036
5 January 1989  –  14 January 2022

Performance

Annualized Return
14.31%
Sharpe Ratio
0.55
Maximum Drawdown
-96.05%

Metrics

Metric DMC Global Inc.
Initial Balance $10,000
Final Balance $831,593
Returns
Month-To-Date 17.6%
Year-To-Date 17.6%
3M 18.31%
6M -11.81%
Annual Return (1Y) -8.72%
Annual Return (3Y) 9.31%
Annual Return (5Y) 24.57%
Annual Return (10Y) 9.08%
Annual Return (All) 14.31%
Enh Ann Return 42.41%
Best Year 396.96%
Worst Year -68.32%
Risk
Annual Volatility 80.33%
Max Drawdown -96.05%
Sharpe Ratio 0.55
Sortino Ratio 0.9
Adjusted Sortino (S/√2) 0.63
Ulcer Index 0.63
Gain to Pain Ratio 0.13

  • Initial balance: The amount of starting capital used to invest in the asset or portfolio. In this case, we're starting with a $10,000 investment on January 1989.
  • Final balance: The amount of capital we've accrued over time as of January 2022.
  • Annual return: Also known as annualized return, or CAGR (Compound Annual Growth Rate), measures how much an investment has increased on average each year, during a specific time period. The time period in this case is approximately 33 year(s). Even a small difference in return can have a big impact on the final balance over a long period of time.
  • Annual volatility: Basically indicates how much, in percentage points, the investment can deviate from its annual return, under most circumstances. An investment with an annual return of 5% and an annual volatility of 10% would indicate returns from approximately -5% to 15% most of the time. A lower volatility is usually preferred to ensure more steady returns over time.
  • Best year: The best performance attained over its lifetime in a given year.
  • Worst year: The worst performance undergone over its lifetime in a given year.
  • Max drawdown: The largest percentage drop from a peak to a trough of an asset or portfolio, before a new peak is attained. Maximum drawdown is an indicator of downside risk over a specified time period.
  • Sharpe Ratio: The Sharpe ratio measures the performance of an investment compared to a risk-free asset, after adjusting for its risk. A Sharpe Ratio above 1 is considered good.
  • Sortino Ratio: The Sortino Ratio is a variation of the Sharpe ratio that only penalizes the investment for negative volatility/outcomes, and not for positive volatility. A Sortino Ratio above 1 is considered good.
  • Adjusted Sortino Ratio: Sortino Ratio/√2. To allow for comparing the Sortino ratio to the Sharpe ratio, we multiply the risk measure of the Sortino ratio by the square root of 2 (which is the same as dividing the Sortino ratio by the square root of 2).
  • Ulcer Index: The Ulcer Index (UI) is a technical indicator that measures downside risk in terms of both the depth and duration of price declines.
  • Gain to Pain Ratio: The sum of all returns divided by the absolute value of the sum of all negative returns. In essence, the GPR shows the ratio of net returns to the losses incurred in getting those returns.

Chart

Table

Year DMC Global Inc.
1989 352%
1990 -63.54%
1991 94.17%
1992 -37.5%
1993 -5%
1994 -10.53%
1995 29.41%
1996 241.09%
1997 -14.71%
1998 -53.13%
1999 -68.32%
2000 -15.82%
2001 295%
2002 -39.77%
2003 25.68%
2004 306.05%
2005 396.96%
2006 -5.94%
2007 110.47%
2008 -67.07%
2009 4.46%
2010 13.62%
2011 -11.65%
2012 -29.04%
2013 57.69%
2014 -25.68%
2015 -55.76%
2016 128.62%
2017 58.85%
2018 40.51%
2019 28.78%
2020 -3.2%
2021 -8.42%
2022 17.6%

DMC Global Inc. had 17 positive years and 17 negative years. That's a positive ratio of 50%.

Table

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
1989 -36% 37.5% 13.6% 100% 26% 19% 0% 0% 8% -0% 39.5% -0% 200.2%
1990 10.6% 0% -9.6% -16.8% 6.4% 25% -9.6% -13.6% -41.2% -26.1% -17.5% 17.7% -75.9%
1991 15.5% 39.1% 24.5% -5.9% 22.6% -15.8% -34.4% 23.8% 7.7% 10.7% -6.5% 10.3% 83.7%
1992 18.8% -5.3% 2.8% -21.6% -24.1% 4.5% -4.3% -13.6% 5.3% -5% -10.5% 17.6% 3%
1993 -12.5% 8.5% -21.1% 0% -0% 0% 0% -18.3% 10.3% 11.1% 6.7% 18.8% 39.5%
1994 26.3% -16.7% -20% 12.5% 16.7% -9.5% 31.6% 16% -13.8% -0.2% -15.9% -19% 24.7%
1995 -5.9% 12.5% -11.1% -0% 0% 12.5% -28% 15.7% 26.9% 10.3% 9.5% -4.3% 80.4%
1996 34.1% -8.5% 22.2% 3% 27.2% -12.1% 26.3% 16.7% -1.7% 14.5% 4.8% 13.7% 148.8%
1997 41.3% -17% -9.1% -20% 32.9% 9.4% -6.4% -5.8% 14.6% -23.9% -6.3% -4.5% 9%
1998 1.6% 10.8% 0.3% -1.7% 1.4% -12.5% 1.6% -25% -4.2% -3.3% -2.2% -31% -51%
1999 60% -33.3% -1.6% 1.6% 25% -17.5% -9.1% -13.3% -53.8% -16.7% 30% -26.9% -29.7%
2000 68.4% -15.6% -3.7% -34.6% 52.9% -11.5% -4% -2.6% -4.7% 7.3% -29.5% 3.2% 104.3%
2001 50% 37.5% -8.9% 14.4% 29.3% 0.7% 5% 5.4% -11.3% -18.2% 31.1% 33.9% 183.7%
2002 -8.9% 5.6% -13.2% -1.5% 13.8% -8.1% -22.1% -11.7% 12.9% -5.3% 10% -13.5% -20.3%
2003 0.9% -1.7% -21.6% 10.8% -2.4% 15.1% 14.3% 3.4% 19% 6.6% -11.6% -2% 50.5%
2004 -3.3% 14.2% -1.5% -3.1% -4.8% 24% -9.4% 1.2% -6.5% 13.5% 322.7% -20.6% 196.4%
2005 0.2% 72.3% 68% -29.8% 77.3% -11.2% 6.9% -2.4% 8.7% -5.1% 16.8% 23.4% 203.8%
2006 26% -13.6% 9.5% 7.2% -27% 21% -8.8% 18.9% -11.3% -0.6% -10.7% -2.4% 6.4%
2007 5.1% 5.9% 4.6% 1% 9.7% 3.9% 12.2% 2.2% 11.4% 14.9% 15.4% -7.2% 84.4%
2008 -9% 6.4% -24.2% 8.9% -7.8% -23.7% -0.1% -6.6% -24.6% -18.1% -16.3% 21.4% -75.2%
2009 -37.1% -23.2% -1.7% 75.1% 11.8% 7.7% -15.1% -1.1% 23.5% -3.4% -0.8% 5% 34.6%
2010 -18.2% 10.4% -13.6% 15% -11.4% 1.1% -8.5% -7.2% 11.4% 2.6% 3.6% 40.5% 21.8%
2011 -12.5% 33.8% 6% -6.9% -13.5% -0.3% -5.4% -4.6% -21.9% 37.8% -1.6% -7.2% 7.3%
2012 11.7% 1% -5.2% -13.4% -7.7% 2.9% -3.6% -3.3% -6.8% -10.8% 4.4% -0.3% -26.8%
2013 19.6% 1.7% 3.2% -8.7% 1.4% 2.8% 17.4% 13.7% 5.4% -4.7% 1.4% -2.8% 49.1%
2014 0.4% -4.9% -8.1% 6.1% 7.8% 1.8% -7.5% -2.5% -4.4% -4.4% -11.9% 0.1% -24.2%
2015 -11.6% 14.1% -20.7% 4.9% -17.1% -0.6% 2.5% 0.4% -15.4% -25.3% 8.3% -9.2% -66.3%
2016 -12.6% -9.5% 17.5% 50.8% 7.6% 2.5% -4.7% 7.4% -2.9% 1.8% 50.7% -2.9% 98.3%
2017 0.6% -6.3% -16.9% 23.4% -17.3% 3.7% 6.1% -6.8% 30.6% 28.7% -7.4% 24.4% 56.8%
2018 -8.6% -7.4% 26.3% 44.7% 15.9% 0.2% -8.6% -4.4% 4% -5.5% -5.6% -3.5% 48.1%
2019 -1.7% 36.1% 5.7% 39.6% -2.4% -6.3% -17.5% -16.9% 1.6% 1.7% 3% -2.2% 44.9%
2020 -6.9% -13.8% -35.8% 12.2% 10.6% -3.3% 6.4% 20.6% -7% 8% 14.8% 5.9% 18.9%
2021 32.2% 10.2% -13.9% -0.5% -1.9% 6.1% -22.1% -8.2% -8.1% 13.2% -12.6% 8.5% 7.3%
2022 17.6% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 17%
Pos 58.8% 56.3% 39.4% 56.3% 60.6% 59.4% 35.5% 40.6% 48.5% 45.5% 51.5% 45.5% 76.5%
Avg 7.5% 5.6% -1.7% 8.3% 7.8% 1% -3.2% -0.7% -1.2% 0.2% 12.3% 2.6% 42.8%

Drawdown Periods

Simply said, a drawdown is the "pain" period experienced by an investor between a peak (new highs) and subsequent valley (a low point before moving higher). In the table below are the fifth largest drawdowns encountered for the portfolio/asset in question.

DMC Global Inc.

start valley end Drawdown days
1997-02-12 2000-10-17 2005-02-25 -96.05% 2935
2007-12-05 2009-03-09 2019-04-05 -91.95% 4139
1990-03-01 1993-09-13 1996-08-02 -78% 2346
2019-06-06 2020-03-30 - -71.25% 953
1989-01-10 1989-02-23 1989-04-18 -48% 98

The DMC Global Inc. took approximately 70 months on average to recover from a major drawdown.

Underwater plot

The underwater plot shows you the drawdown periods on a chart. Whereas the performance chart usually gives you a positive viewpoint, the underwater plot gives you a pessimistic viewpoint. It helps you to visualize downtrends that occurred and how long it took for the portfolio's value to rebound to hit a new high after suffering a loss.

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