Rubicon Organics Inc (ROMJF)
0.25
0.00 (0.00%)
USD |
OTCM |
May 07, 16:00
Rubicon Organics Max Drawdown (5Y): 92.68% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 92.68% |
| March 31, 2024 | 92.68% |
| February 29, 2024 | 92.68% |
| January 31, 2024 | 92.68% |
| December 31, 2023 | 92.68% |
| November 30, 2023 | 92.68% |
| October 31, 2023 | 92.01% |
| September 30, 2023 | 91.94% |
| August 31, 2023 | 91.94% |
| July 31, 2023 | 91.94% |
| June 30, 2023 | 91.94% |
| May 31, 2023 | 91.30% |
| April 30, 2023 | 87.57% |
| March 31, 2023 | 87.30% |
| February 28, 2023 | 87.30% |
| January 31, 2023 | 87.30% |
| December 31, 2022 | 87.30% |
| November 30, 2022 | 87.30% |
| October 31, 2022 | 87.30% |
| September 30, 2022 | 87.30% |
| August 31, 2022 | 83.73% |
| July 31, 2022 | 83.73% |
| June 30, 2022 | 83.73% |
| May 31, 2022 | 83.73% |
| April 30, 2022 | 77.16% |
| Date | Value |
|---|---|
| March 31, 2022 | 73.13% |
| February 28, 2022 | 66.72% |
| January 31, 2022 | 66.72% |
| December 31, 2021 | 61.24% |
| November 30, 2021 | 60.00% |
| October 31, 2021 | 60.00% |
| September 30, 2021 | 60.00% |
| August 31, 2021 | 60.00% |
| July 31, 2021 | 60.00% |
| June 30, 2021 | 60.00% |
| May 31, 2021 | 60.00% |
| April 30, 2021 | 60.00% |
| March 31, 2021 | 60.00% |
| February 28, 2021 | 60.00% |
| January 31, 2021 | 60.00% |
| December 31, 2020 | 60.00% |
| November 30, 2020 | 60.00% |
| October 31, 2020 | 60.00% |
| September 30, 2020 | 60.00% |
| August 31, 2020 | 60.00% |
| July 31, 2020 | 60.00% |
| June 30, 2020 | 60.00% |
| May 31, 2020 | 60.00% |
| April 30, 2020 | 60.00% |
| March 31, 2020 | 60.00% |
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
34.23%
Minimum
May 2019
92.68%
Maximum
Nov 2023
70.09%
Average
60.00%
Median
Dec 2019
Max Drawdown (5Y) Benchmarks
| Acasti Pharma Inc | 98.73% |
| Aurinia Pharmaceuticals Inc | 87.58% |
| Edesa Biotech Inc | 99.58% |
| Lexaria Bioscience Corp | 98.90% |
| Xenon Pharmaceuticals Inc | 64.74% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -51.53 |
| Beta (5Y) | 1.332 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.59% |
| Historical Sharpe Ratio (5Y) | -0.6157 |
| Historical Sortino (5Y) | -1.159 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.80% |