Rogers Communications Inc (RCI.B.TO)
50.81
+0.45
(+0.89%)
CAD |
TSX |
Nov 14, 16:00
Rogers Communications Max Drawdown (5Y): 33.07% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 33.07% |
| August 31, 2024 | 33.07% |
| July 31, 2024 | 33.07% |
| June 30, 2024 | 33.07% |
| May 31, 2024 | 33.07% |
| April 30, 2024 | 33.07% |
| March 31, 2024 | 33.07% |
| February 29, 2024 | 33.07% |
| January 31, 2024 | 33.07% |
| December 31, 2023 | 33.07% |
| November 30, 2023 | 33.07% |
| October 31, 2023 | 33.07% |
| September 30, 2023 | 33.07% |
| August 31, 2023 | 33.07% |
| July 31, 2023 | 33.07% |
| June 30, 2023 | 33.07% |
| May 31, 2023 | 33.07% |
| April 30, 2023 | 33.07% |
| March 31, 2023 | 33.07% |
| February 28, 2023 | 33.07% |
| January 31, 2023 | 33.07% |
| December 31, 2022 | 33.07% |
| November 30, 2022 | 33.07% |
| October 31, 2022 | 33.07% |
| September 30, 2022 | 33.07% |
| Date | Value |
|---|---|
| August 31, 2022 | 33.07% |
| July 31, 2022 | 33.07% |
| June 30, 2022 | 33.07% |
| May 31, 2022 | 33.07% |
| April 30, 2022 | 33.07% |
| March 31, 2022 | 33.07% |
| February 28, 2022 | 33.07% |
| January 31, 2022 | 33.07% |
| December 31, 2021 | 33.07% |
| November 30, 2021 | 33.07% |
| October 31, 2021 | 33.07% |
| September 30, 2021 | 33.07% |
| August 31, 2021 | 33.07% |
| July 31, 2021 | 33.07% |
| June 30, 2021 | 33.07% |
| May 31, 2021 | 33.07% |
| April 30, 2021 | 33.07% |
| March 31, 2021 | 33.07% |
| February 28, 2021 | 33.07% |
| January 31, 2021 | 33.07% |
| December 31, 2020 | 33.07% |
| November 30, 2020 | 33.07% |
| October 31, 2020 | 33.07% |
| September 30, 2020 | 33.07% |
| August 31, 2020 | 33.07% |
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
17.86%
Minimum
Nov 2019
33.07%
Maximum
Mar 2020
32.04%
Average
33.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| BCE Inc | 32.22% |
| Quebecor Inc | 30.07% |
| TELUS Corp | 32.87% |
| Cogeco Communications Inc | 54.11% |
| Tower One Wireless Corp | 97.50% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.175 |
| Beta (5Y) | 0.6575 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.39% |
| Historical Sharpe Ratio (5Y) | -0.1159 |
| Historical Sortino (5Y) | -0.1944 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.70% |