Stingray Group Inc (RAY.A.TO)
8.09
-0.01
(-0.12%)
CAD |
TSX |
Nov 14, 16:00
Stingray Group Max Drawdown (5Y): 68.20% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 68.20% |
| September 30, 2024 | 68.20% |
| August 31, 2024 | 68.20% |
| July 31, 2024 | 68.20% |
| June 30, 2024 | 68.20% |
| May 31, 2024 | 68.20% |
| April 30, 2024 | 68.20% |
| March 31, 2024 | 68.20% |
| February 29, 2024 | 68.20% |
| January 31, 2024 | 68.20% |
| December 31, 2023 | 68.20% |
| November 30, 2023 | 68.20% |
| October 31, 2023 | 68.20% |
| September 30, 2023 | 68.20% |
| August 31, 2023 | 68.20% |
| July 31, 2023 | 68.20% |
| June 30, 2023 | 68.20% |
| May 31, 2023 | 68.20% |
| April 30, 2023 | 68.20% |
| March 31, 2023 | 68.20% |
| February 28, 2023 | 68.20% |
| January 31, 2023 | 68.20% |
| December 31, 2022 | 68.20% |
| November 30, 2022 | 68.20% |
| October 31, 2022 | 68.20% |
| Date | Value |
|---|---|
| September 30, 2022 | 68.20% |
| August 31, 2022 | 68.20% |
| July 31, 2022 | 68.20% |
| June 30, 2022 | 68.20% |
| May 31, 2022 | 68.20% |
| April 30, 2022 | 68.20% |
| March 31, 2022 | 68.20% |
| February 28, 2022 | 68.20% |
| January 31, 2022 | 68.20% |
| December 31, 2021 | 68.20% |
| November 30, 2021 | 68.20% |
| October 31, 2021 | 68.20% |
| September 30, 2021 | 68.20% |
| August 31, 2021 | 68.20% |
| July 31, 2021 | 68.20% |
| June 30, 2021 | 68.20% |
| May 31, 2021 | 68.20% |
| April 30, 2021 | 68.20% |
| March 31, 2021 | 68.20% |
| February 28, 2021 | 68.20% |
| January 31, 2021 | 68.20% |
| December 31, 2020 | 68.20% |
| November 30, 2020 | 68.20% |
| October 31, 2020 | 68.20% |
| September 30, 2020 | 68.20% |
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
47.00%
Minimum
Nov 2019
68.20%
Maximum
Mar 2020
66.78%
Average
68.20%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Corus Entertainment Inc | 98.20% |
| Asian Television Network International Ltd | 96.06% |
| New Wave Holdings Corp | 99.96% |
| Spacefy Inc | 98.53% |
| Legible Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.076 |
| Beta (5Y) | 1.117 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.46% |
| Historical Sharpe Ratio (5Y) | 0.0887 |
| Historical Sortino (5Y) | 0.1472 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.70% |