Rogers Communications Inc (RCI)
35.38
+0.17
(+0.48%)
USD |
NYSE |
Nov 22, 16:00
35.38
0.00 (0.00%)
After-Hours: 20:00
Rogers Communications Max Drawdown (5Y): 39.59% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 39.59% |
| September 30, 2024 | 39.59% |
| August 31, 2024 | 39.59% |
| July 31, 2024 | 39.59% |
| June 30, 2024 | 39.59% |
| May 31, 2024 | 39.59% |
| April 30, 2024 | 39.59% |
| March 31, 2024 | 39.59% |
| February 29, 2024 | 39.59% |
| January 31, 2024 | 39.59% |
| December 31, 2023 | 39.59% |
| November 30, 2023 | 39.59% |
| October 31, 2023 | 39.59% |
| September 30, 2023 | 39.59% |
| August 31, 2023 | 39.59% |
| July 31, 2023 | 39.59% |
| June 30, 2023 | 39.59% |
| May 31, 2023 | 39.59% |
| April 30, 2023 | 39.59% |
| March 31, 2023 | 39.59% |
| February 28, 2023 | 39.59% |
| January 31, 2023 | 39.59% |
| December 31, 2022 | 39.59% |
| November 30, 2022 | 39.59% |
| October 31, 2022 | 39.59% |
| Date | Value |
|---|---|
| September 30, 2022 | 39.59% |
| August 31, 2022 | 39.59% |
| July 31, 2022 | 39.59% |
| June 30, 2022 | 39.59% |
| May 31, 2022 | 39.59% |
| April 30, 2022 | 39.59% |
| March 31, 2022 | 39.59% |
| February 28, 2022 | 39.59% |
| January 31, 2022 | 39.59% |
| December 31, 2021 | 39.59% |
| November 30, 2021 | 39.59% |
| October 31, 2021 | 39.59% |
| September 30, 2021 | 39.59% |
| August 31, 2021 | 39.59% |
| July 31, 2021 | 39.59% |
| June 30, 2021 | 39.59% |
| May 31, 2021 | 39.59% |
| April 30, 2021 | 39.59% |
| March 31, 2021 | 39.59% |
| February 28, 2021 | 39.59% |
| January 31, 2021 | 39.59% |
| December 31, 2020 | 39.59% |
| November 30, 2020 | 39.59% |
| October 31, 2020 | 39.59% |
| September 30, 2020 | 39.59% |
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
30.13%
Minimum
Nov 2019
39.59%
Maximum
Mar 2020
38.96%
Average
39.59%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Imax Corp | 83.43% |
| Lions Gate Entertainment Corp | 86.88% |
| UpSnap Inc | 99.60% |
| Karbon-X Corp | -- |
| Lionsgate Studios Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.06 |
| Beta (5Y) | 0.6887 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.75% |
| Historical Sharpe Ratio (5Y) | -0.1755 |
| Historical Sortino (5Y) | -0.2952 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.37% |