Roots Corp (ROOT.TO)
2.27
-0.04
(-1.73%)
CAD |
TSX |
May 28, 14:42
Roots Max Drawdown (5Y): 95.34% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 95.34% |
March 31, 2024 | 95.34% |
February 29, 2024 | 95.34% |
January 31, 2024 | 95.34% |
December 31, 2023 | 95.34% |
November 30, 2023 | 95.34% |
October 31, 2023 | 95.34% |
September 30, 2023 | 95.34% |
August 31, 2023 | 95.34% |
July 31, 2023 | 95.34% |
June 30, 2023 | 95.34% |
May 31, 2023 | 95.34% |
April 30, 2023 | 95.34% |
March 31, 2023 | 95.34% |
February 28, 2023 | 95.34% |
January 31, 2023 | 95.34% |
December 31, 2022 | 95.34% |
November 30, 2022 | 95.34% |
October 31, 2022 | 95.34% |
September 30, 2022 | 95.34% |
August 31, 2022 | 95.34% |
July 31, 2022 | 95.34% |
June 30, 2022 | 95.34% |
May 31, 2022 | 95.34% |
April 30, 2022 | 95.34% |
Date | Value |
---|---|
March 31, 2022 | 95.34% |
February 28, 2022 | 95.34% |
January 31, 2022 | 95.34% |
December 31, 2021 | 95.34% |
November 30, 2021 | 95.34% |
October 31, 2021 | 95.34% |
September 30, 2021 | 95.34% |
August 31, 2021 | 95.34% |
July 31, 2021 | 95.34% |
June 30, 2021 | 95.34% |
May 31, 2021 | 95.34% |
April 30, 2021 | 95.34% |
March 31, 2021 | 95.34% |
February 28, 2021 | 95.34% |
January 31, 2021 | 95.34% |
December 31, 2020 | 95.34% |
November 30, 2020 | 95.34% |
October 31, 2020 | 95.34% |
September 30, 2020 | 95.34% |
August 31, 2020 | 95.34% |
July 31, 2020 | 95.34% |
June 30, 2020 | 95.34% |
May 31, 2020 | 95.34% |
April 30, 2020 | 95.34% |
March 31, 2020 | 94.38% |
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
77.90%
Minimum
May 2019
95.34%
Maximum
Apr 2020
93.29%
Average
95.34%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Green River Gold Corp | 65.00% |
Peekaboo Beans Inc | 98.64% |
Aether Catalyst Solutions Inc | 93.33% |
Nextech3d AI Corp | -- |
Tuga Innovations Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -31.11 |
Beta (5Y) | 2.542 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.76% |
Historical Sharpe Ratio (5Y) | -0.232 |
Historical Sortino (5Y) | -0.379 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.79% |