Rocky Brands Inc (RCKY)
20.91
-0.05
(-0.24%)
USD |
NASDAQ |
Nov 21, 16:00
20.83
-0.08
(-0.38%)
After-Hours: 20:00
Rocky Brands Max Drawdown (5Y): 80.25% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 80.25% |
| September 30, 2024 | 80.25% |
| August 31, 2024 | 80.25% |
| July 31, 2024 | 80.25% |
| June 30, 2024 | 80.25% |
| May 31, 2024 | 80.25% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
63.97%
Average
54.76%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Crocs Inc | 75.18% |
| Deckers Outdoor Corp | 54.69% |
| Wolverine World Wide Inc | 82.58% |
| Hyliion Holdings Corp | -- |
| Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -34.00 |
| Beta (5Y) | 2.134 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 68.02% |
| Historical Sharpe Ratio (5Y) | -0.095 |
| Historical Sortino (5Y) | -0.2433 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.12% |