Rogers Communications Inc (RCI)
37.44
-0.03
(-0.08%)
USD |
NYSE |
May 01, 16:00
37.44
0.00 (0.00%)
After-Hours: 20:00
Rogers Communications Max Drawdown (5Y): 39.59% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 39.59% |
July 31, 2020 | 39.59% |
June 30, 2020 | 39.59% |
May 31, 2020 | 39.59% |
April 30, 2020 | 39.59% |
March 31, 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
May 2019
39.59%
Maximum
Mar 2020
38.01%
Average
39.59%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Imax Corp | 83.43% |
Lions Gate Entertainment Corp | 86.88% |
HeadsUp Entertainment International Inc | 97.42% |
Crona Corp | -- |
Karbon-X Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.63 |
Beta (5Y) | 0.629 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.46% |
Historical Sharpe Ratio (5Y) | -0.1968 |
Historical Sortino (5Y) | -0.3275 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.37% |