Rogers Communications Inc (RCI.B.TO)
34.89
-0.09
(-0.26%)
CAD |
TSX |
Apr 25, 16:00
Rogers Communications Max Drawdown (5Y): 44.26% for March 31, 2025
View 4,000+ Financial Data Types:
Add
Browse
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| BCE Inc | 47.39% |
| Quebecor Inc | 30.07% |
| TELUS Corp | 34.03% |
| Tower One Wireless Corp | 96.25% |
| Rift Valley Resources Corp | 87.50% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.69 |
| Beta (5Y) | 0.7353 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.33% |
| Historical Sharpe Ratio (5Y) | -0.3676 |
| Historical Sortino (5Y) | -0.6615 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.19% |