Rogers Communications Inc (RCI.B.TO)
51.52
-0.05
(-0.10%)
CAD |
TSX |
May 01, 16:00
Rogers Communications Max Drawdown (5Y): 33.07% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 33.07% |
March 31, 2024 | 33.07% |
February 29, 2024 | 33.07% |
January 31, 2024 | 33.07% |
December 31, 2023 | 33.07% |
November 30, 2023 | 33.07% |
October 31, 2023 | 33.07% |
September 30, 2023 | 33.07% |
August 31, 2023 | 33.07% |
July 31, 2023 | 33.07% |
June 30, 2023 | 33.07% |
May 31, 2023 | 33.07% |
April 30, 2023 | 33.07% |
March 31, 2023 | 33.07% |
February 28, 2023 | 33.07% |
January 31, 2023 | 33.07% |
December 31, 2022 | 33.07% |
November 30, 2022 | 33.07% |
October 31, 2022 | 33.07% |
September 30, 2022 | 33.07% |
August 31, 2022 | 33.07% |
July 31, 2022 | 33.07% |
June 30, 2022 | 33.07% |
May 31, 2022 | 33.07% |
April 30, 2022 | 33.07% |
Date | Value |
---|---|
March 31, 2022 | 33.07% |
February 28, 2022 | 33.07% |
January 31, 2022 | 33.07% |
December 31, 2021 | 33.07% |
November 30, 2021 | 33.07% |
October 31, 2021 | 33.07% |
September 30, 2021 | 33.07% |
August 31, 2021 | 33.07% |
July 31, 2021 | 33.07% |
June 30, 2021 | 33.07% |
May 31, 2021 | 33.07% |
April 30, 2021 | 33.07% |
March 31, 2021 | 33.07% |
February 28, 2021 | 33.07% |
January 31, 2021 | 33.07% |
December 31, 2020 | 33.07% |
November 30, 2020 | 33.07% |
October 31, 2020 | 33.07% |
September 30, 2020 | 33.07% |
August 31, 2020 | 33.07% |
July 31, 2020 | 33.07% |
June 30, 2020 | 33.07% |
May 31, 2020 | 33.07% |
April 30, 2020 | 33.07% |
March 31, 2020 | 33.07% |
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
17.86%
Minimum
May 2019
33.07%
Maximum
Mar 2020
30.54%
Average
33.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
TELUS Corp | 32.87% |
BCE Inc | 31.52% |
Quebecor Inc | 30.07% |
Cogeco Communications Inc | 54.11% |
Tower One Wireless Corp | 94.12% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.256 |
Beta (5Y) | 0.596 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.21% |
Historical Sharpe Ratio (5Y) | -0.203 |
Historical Sortino (5Y) | -0.3431 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.66% |