Stingray Group Inc (RAY.A.TO)

7.41 0.00 (0.00%) CAD  |  TSX  |  Dec 20, 16:00
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Stingray Group Max Drawdown (5Y): 68.20% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Corus Entertainment Inc 98.20%
Asian Television Network International Ltd 96.30%
New Wave Holdings Corp 99.98%
Spacefy Inc 98.53%
Legible Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.970
Beta (5Y) 1.154
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 35.63%
Historical Sharpe Ratio (5Y) 0.1773
Historical Sortino (5Y) 0.2947
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.70%