Rogers Corp (ROG)
107.76
-1.40
(-1.28%)
USD |
NYSE |
Apr 22, 16:00
107.75
-0.01
(-0.01%)
After-Hours: 20:00
Rogers Max Drawdown (5Y): 63.53% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 63.53% |
February 29, 2024 | 63.53% |
January 31, 2024 | 63.53% |
December 31, 2023 | 63.53% |
November 30, 2023 | 63.53% |
October 31, 2023 | 63.53% |
September 30, 2023 | 63.53% |
August 31, 2023 | 63.53% |
July 31, 2023 | 63.53% |
June 30, 2023 | 63.53% |
May 31, 2023 | 63.53% |
April 30, 2023 | 63.53% |
March 31, 2023 | 63.53% |
February 28, 2023 | 63.53% |
January 31, 2023 | 63.53% |
December 31, 2022 | 63.53% |
November 30, 2022 | 63.53% |
October 31, 2022 | 60.24% |
September 30, 2022 | 60.24% |
August 31, 2022 | 60.24% |
July 31, 2022 | 60.24% |
June 30, 2022 | 60.24% |
May 31, 2022 | 60.24% |
April 30, 2022 | 60.24% |
March 31, 2022 | 60.24% |
Date | Value |
---|---|
February 28, 2022 | 60.24% |
January 31, 2022 | 60.24% |
December 31, 2021 | 60.24% |
November 30, 2021 | 60.24% |
October 31, 2021 | 60.24% |
September 30, 2021 | 60.24% |
August 31, 2021 | 60.24% |
July 31, 2021 | 60.24% |
June 30, 2021 | 60.24% |
May 31, 2021 | 60.24% |
April 30, 2021 | 60.24% |
March 31, 2021 | 60.24% |
February 28, 2021 | 60.24% |
January 31, 2021 | 60.24% |
December 31, 2020 | 60.24% |
November 30, 2020 | 60.24% |
October 31, 2020 | 60.24% |
September 30, 2020 | 60.24% |
August 31, 2020 | 60.24% |
July 31, 2020 | 60.24% |
June 30, 2020 | 60.24% |
May 31, 2020 | 60.24% |
April 30, 2020 | 60.24% |
March 31, 2020 | 60.24% |
February 29, 2020 | 49.01% |
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
49.01%
Minimum
Apr 2019
63.53%
Maximum
Nov 2022
59.11%
Average
60.24%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Daktronics Inc | 81.37% |
Corning Inc | 48.80% |
Universal Display Corp | 65.03% |
LGL Group Inc | 73.75% |
M-Tron Industries Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.68 |
Beta (5Y) | 0.6912 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.78% |
Historical Sharpe Ratio (5Y) | -0.1638 |
Historical Sortino (5Y) | -0.2006 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.63% |