Rocky Brands Inc (RCKY)
26.25
-0.82
(-3.03%)
USD |
NASDAQ |
Apr 30, 14:45
Rocky Brands Max Drawdown (5Y): 80.25% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 80.25% |
| February 29, 2024 | 80.25% |
| January 31, 2024 | 80.25% |
| December 31, 2023 | 80.25% |
| November 30, 2023 | 80.25% |
| October 31, 2023 | 80.25% |
| September 30, 2023 | 77.41% |
| August 31, 2023 | 71.41% |
| July 31, 2023 | 71.33% |
| June 30, 2023 | 71.33% |
| May 31, 2023 | 71.33% |
| April 30, 2023 | 71.33% |
| March 31, 2023 | 71.33% |
| February 28, 2023 | 71.33% |
| January 31, 2023 | 71.33% |
| December 31, 2022 | 71.33% |
| November 30, 2022 | 71.33% |
| October 31, 2022 | 71.33% |
| September 30, 2022 | 68.62% |
| August 31, 2022 | 59.13% |
| July 31, 2022 | 54.66% |
| June 30, 2022 | 54.66% |
| May 31, 2022 | 54.66% |
| April 30, 2022 | 54.66% |
| March 31, 2022 | 54.66% |
| Date | Value |
|---|---|
| February 28, 2022 | 54.66% |
| January 31, 2022 | 54.66% |
| December 31, 2021 | 54.66% |
| November 30, 2021 | 54.66% |
| October 31, 2021 | 54.66% |
| September 30, 2021 | 54.66% |
| August 31, 2021 | 54.66% |
| July 31, 2021 | 54.66% |
| June 30, 2021 | 54.66% |
| May 31, 2021 | 54.66% |
| April 30, 2021 | 54.66% |
| March 31, 2021 | 54.66% |
| February 28, 2021 | 54.66% |
| January 31, 2021 | 54.66% |
| December 31, 2020 | 54.66% |
| November 30, 2020 | 54.76% |
| October 31, 2020 | 54.76% |
| September 30, 2020 | 54.76% |
| August 31, 2020 | 54.76% |
| July 31, 2020 | 54.76% |
| June 30, 2020 | 54.76% |
| May 31, 2020 | 54.76% |
| April 30, 2020 | 54.76% |
| March 31, 2020 | 54.76% |
| February 29, 2020 | 54.76% |
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
54.66%
Minimum
Dec 2020
80.25%
Maximum
Oct 2023
60.99%
Average
54.76%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Nike Inc | 52.73% |
| Skechers USA Inc | 61.43% |
| American Woodmark Corp | 74.37% |
| FG Group Holdings Inc (DELISTED) | 83.88% |
| Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.08 |
| Beta (5Y) | 1.975 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.92% |
| Historical Sharpe Ratio (5Y) | 0.0408 |
| Historical Sortino (5Y) | 0.1015 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.00% |