Big Rock Brewery Inc (BR.TO)
1.05
0.00 (0.00%)
CAD |
TSX |
Nov 21, 16:00
Big Rock Brewery Max Drawdown (5Y): 85.10% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 85.10% |
| August 31, 2024 | 85.10% |
| July 31, 2024 | 84.28% |
| June 30, 2024 | 84.14% |
| May 31, 2024 | 83.72% |
| April 30, 2024 | 83.45% |
| March 31, 2024 | 83.11% |
| February 29, 2024 | 83.11% |
| January 31, 2024 | 83.11% |
| December 31, 2023 | 83.11% |
| November 30, 2023 | 83.11% |
| October 31, 2023 | 83.11% |
| September 30, 2023 | 83.11% |
| August 31, 2023 | 83.11% |
| July 31, 2023 | 83.11% |
| June 30, 2023 | 83.11% |
| May 31, 2023 | 83.11% |
| April 30, 2023 | 83.11% |
| March 31, 2023 | 83.11% |
| February 28, 2023 | 83.11% |
| January 31, 2023 | 83.11% |
| December 31, 2022 | 83.11% |
| November 30, 2022 | 83.11% |
| October 31, 2022 | 74.35% |
| September 30, 2022 | 74.35% |
| Date | Value |
|---|---|
| August 31, 2022 | 74.35% |
| July 31, 2022 | 74.35% |
| June 30, 2022 | 74.35% |
| May 31, 2022 | 74.35% |
| April 30, 2022 | 74.35% |
| March 31, 2022 | 74.35% |
| February 28, 2022 | 74.35% |
| January 31, 2022 | 74.35% |
| December 31, 2021 | 74.35% |
| November 30, 2021 | 74.35% |
| October 31, 2021 | 74.35% |
| September 30, 2021 | 74.35% |
| August 31, 2021 | 74.35% |
| July 31, 2021 | 74.35% |
| June 30, 2021 | 74.35% |
| May 31, 2021 | 74.35% |
| April 30, 2021 | 74.35% |
| March 31, 2021 | 74.35% |
| February 28, 2021 | 74.35% |
| January 31, 2021 | 74.35% |
| December 31, 2020 | 74.35% |
| November 30, 2020 | 74.46% |
| October 31, 2020 | 77.58% |
| September 30, 2020 | 77.58% |
| August 31, 2020 | 77.58% |
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
74.35%
Minimum
Dec 2020
85.10%
Maximum
Aug 2024
78.54%
Average
77.58%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Molson Coors Canada Inc | 67.87% |
| The Tinley Beverage Co Inc | 97.75% |
| SBD Capital Corp | 99.39% |
| Sweet Poison Spirits Inc | -- |
| HYTN Innovations Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -33.01 |
| Beta (5Y) | 0.3447 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.80% |
| Historical Sharpe Ratio (5Y) | -0.7723 |
| Historical Sortino (5Y) | -1.286 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.64% |