Rogers Sugar Inc (RSI.TO)

6.02 +0.02 (+0.33%) CAD  |  TSX  |  Dec 23, 16:00
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Rogers Sugar Max Drawdown (5Y): 34.47% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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The North West Co Inc 47.34%
Vice Health and Wellness Inc 99.99%
The Yumy Candy Co Inc --
High Liner Foods Inc 76.96%
HYTN Innovations Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 3.149
Beta (5Y) 0.6369
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 17.03%
Historical Sharpe Ratio (5Y) 0.5507
Historical Sortino (5Y) 0.8144
Monthly Value at Risk (VaR) 5% (5Y Lookback) 5.94%