BRP Inc (DOOO)
68.74
-0.43
(-0.62%)
USD |
NASDAQ |
Apr 26, 16:00
68.68
-0.06
(-0.09%)
After-Hours: 20:00
BRP Max Drawdown (5Y): 75.49% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 75.49% |
February 29, 2024 | 75.49% |
January 31, 2024 | 75.49% |
December 31, 2023 | 75.49% |
November 30, 2023 | 75.49% |
October 31, 2023 | 75.49% |
September 30, 2023 | 75.49% |
August 31, 2023 | 75.49% |
July 31, 2023 | 75.49% |
June 30, 2023 | 75.49% |
May 31, 2023 | 75.49% |
April 30, 2023 | 75.49% |
March 31, 2023 | 75.49% |
February 28, 2023 | 75.49% |
January 31, 2023 | 75.49% |
December 31, 2022 | 75.49% |
November 30, 2022 | 75.49% |
October 31, 2022 | 75.49% |
September 30, 2022 | 75.49% |
August 31, 2022 | 75.49% |
July 31, 2022 | 75.49% |
June 30, 2022 | 75.49% |
May 31, 2022 | 75.49% |
April 30, 2022 | 75.49% |
March 31, 2022 | 75.49% |
Date | Value |
---|---|
February 28, 2022 | 75.49% |
January 31, 2022 | 75.49% |
December 31, 2021 | 75.49% |
November 30, 2021 | 75.49% |
October 31, 2021 | 75.49% |
September 30, 2021 | 75.49% |
August 31, 2021 | 75.49% |
July 31, 2021 | 75.49% |
June 30, 2021 | 75.49% |
May 31, 2021 | 75.49% |
April 30, 2021 | 75.49% |
March 31, 2021 | 75.49% |
February 28, 2021 | 75.49% |
January 31, 2021 | 75.49% |
December 31, 2020 | 75.49% |
November 30, 2020 | 75.49% |
October 31, 2020 | 75.49% |
September 30, 2020 | 75.49% |
August 31, 2020 | 75.49% |
July 31, 2020 | 75.49% |
June 30, 2020 | 75.49% |
May 31, 2020 | 75.49% |
April 30, 2020 | 75.49% |
March 31, 2020 | 75.49% |
February 29, 2020 | 64.31% |
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
64.31%
Minimum
Apr 2019
75.49%
Maximum
Mar 2020
73.44%
Average
75.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Miller Industries Inc | 53.25% |
Worksport Ltd | 99.57% |
Electrameccanica Vehicles Corp Ltd (DELISTED) | 98.04% |
Vision Marine Technologies Inc | -- |
Luminar Technologies Inc | 95.96% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.706 |
Beta (5Y) | 2.122 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.52% |
Historical Sharpe Ratio (5Y) | 0.3022 |
Historical Sortino (5Y) | 0.4268 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.71% |