Rocky Brands Inc (RCKY)
35.11
+1.11
(+3.26%)
USD |
NASDAQ |
May 03, 16:00
34.79
-0.32
(-0.91%)
After-Hours: 20:00
Rocky Brands Max Drawdown (5Y): 80.25% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 80.25% |
March 31, 2024 | 80.25% |
February 29, 2024 | 80.25% |
January 31, 2024 | 80.25% |
December 31, 2023 | 80.25% |
November 30, 2023 | 80.25% |
October 31, 2023 | 80.25% |
September 30, 2023 | 77.41% |
August 31, 2023 | 71.41% |
July 31, 2023 | 71.33% |
June 30, 2023 | 71.33% |
May 31, 2023 | 71.33% |
April 30, 2023 | 71.33% |
March 31, 2023 | 71.33% |
February 28, 2023 | 71.33% |
January 31, 2023 | 71.33% |
December 31, 2022 | 71.33% |
November 30, 2022 | 71.33% |
October 31, 2022 | 71.33% |
September 30, 2022 | 68.62% |
August 31, 2022 | 59.13% |
July 31, 2022 | 54.66% |
June 30, 2022 | 54.66% |
May 31, 2022 | 54.66% |
April 30, 2022 | 54.66% |
Date | Value |
---|---|
March 31, 2022 | 54.66% |
February 28, 2022 | 54.66% |
January 31, 2022 | 54.66% |
December 31, 2021 | 54.66% |
November 30, 2021 | 54.66% |
October 31, 2021 | 54.66% |
September 30, 2021 | 54.66% |
August 31, 2021 | 54.66% |
July 31, 2021 | 54.66% |
June 30, 2021 | 54.66% |
May 31, 2021 | 54.66% |
April 30, 2021 | 54.66% |
March 31, 2021 | 54.66% |
February 28, 2021 | 54.66% |
January 31, 2021 | 54.66% |
December 31, 2020 | 54.66% |
November 30, 2020 | 54.76% |
October 31, 2020 | 54.76% |
September 30, 2020 | 54.76% |
August 31, 2020 | 54.76% |
July 31, 2020 | 54.76% |
June 30, 2020 | 54.76% |
May 31, 2020 | 54.76% |
April 30, 2020 | 54.76% |
March 31, 2020 | 54.76% |
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
54.66%
Minimum
Dec 2020
80.25%
Maximum
Oct 2023
61.42%
Average
54.76%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Nike Inc | 52.73% |
Skechers USA Inc | 61.43% |
American Woodmark Corp | 74.37% |
FG Group Holdings Inc (DELISTED) | 83.88% |
Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -21.64 |
Beta (5Y) | 1.967 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.88% |
Historical Sharpe Ratio (5Y) | 0.0042 |
Historical Sortino (5Y) | 0.0104 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.00% |