Rogers Communications Inc (RCIAF)
43.54
+3.24
(+8.05%)
USD |
OTCM |
May 17, 16:00
Rogers Communications Max Drawdown (5Y): 30.91% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 30.91% |
March 31, 2024 | 30.91% |
February 29, 2024 | 30.91% |
January 31, 2024 | 30.91% |
December 31, 2023 | 30.91% |
November 30, 2023 | 30.91% |
October 31, 2023 | 30.91% |
September 30, 2023 | 30.91% |
August 31, 2023 | 30.13% |
July 31, 2023 | 30.13% |
June 30, 2023 | 30.13% |
May 31, 2023 | 30.13% |
April 30, 2023 | 30.13% |
March 31, 2023 | 30.13% |
February 28, 2023 | 30.13% |
January 31, 2023 | 30.13% |
December 31, 2022 | 30.13% |
November 30, 2022 | 30.13% |
October 31, 2022 | 30.13% |
September 30, 2022 | 30.13% |
August 31, 2022 | 30.13% |
July 31, 2022 | 30.13% |
June 30, 2022 | 30.13% |
May 31, 2022 | 30.13% |
April 30, 2022 | 30.13% |
Date | Value |
---|---|
March 31, 2022 | 30.13% |
February 28, 2022 | 30.13% |
January 31, 2022 | 30.13% |
December 31, 2021 | 30.13% |
November 30, 2021 | 30.13% |
October 31, 2021 | 30.13% |
September 30, 2021 | 30.13% |
August 31, 2021 | 30.13% |
July 31, 2021 | 30.13% |
June 30, 2021 | 30.13% |
May 31, 2021 | 30.13% |
April 30, 2021 | 30.13% |
March 31, 2021 | 30.13% |
February 28, 2021 | 30.13% |
January 31, 2021 | 30.13% |
December 31, 2020 | 30.13% |
November 30, 2020 | 30.13% |
October 31, 2020 | 30.13% |
September 30, 2020 | 30.13% |
August 31, 2020 | 30.13% |
July 31, 2020 | 30.13% |
June 30, 2020 | 30.13% |
May 31, 2020 | 30.13% |
April 30, 2020 | 30.13% |
March 31, 2020 | 30.13% |
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
28.71%
Minimum
May 2019
30.91%
Maximum
Sep 2023
30.00%
Average
30.13%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Imax Corp | 83.43% |
Lions Gate Entertainment Corp | 86.88% |
UpSnap Inc | -- |
Karbon-X Corp | -- |
Lionsgate Studios Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.996 |
Beta (5Y) | 0.1514 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.77% |
Historical Sharpe Ratio (5Y) | -0.2439 |
Historical Sortino (5Y) | -0.3656 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.33% |