Rogers Sugar Inc (RSI.TO)
5.66
+0.01
(+0.18%)
CAD |
TSX |
Jun 14, 16:00
Rogers Sugar Max Drawdown (5Y): 34.47% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 34.47% |
April 30, 2024 | 34.47% |
March 31, 2024 | 34.47% |
February 29, 2024 | 34.47% |
January 31, 2024 | 34.47% |
December 31, 2023 | 34.47% |
November 30, 2023 | 34.47% |
October 31, 2023 | 34.47% |
September 30, 2023 | 34.47% |
August 31, 2023 | 34.47% |
July 31, 2023 | 34.47% |
June 30, 2023 | 34.47% |
May 31, 2023 | 34.47% |
April 30, 2023 | 34.47% |
March 31, 2023 | 34.47% |
February 28, 2023 | 34.47% |
January 31, 2023 | 34.47% |
December 31, 2022 | 34.47% |
November 30, 2022 | 34.47% |
October 31, 2022 | 34.47% |
September 30, 2022 | 34.47% |
August 31, 2022 | 34.47% |
July 31, 2022 | 34.47% |
June 30, 2022 | 34.47% |
May 31, 2022 | 34.47% |
Date | Value |
---|---|
April 30, 2022 | 34.47% |
March 31, 2022 | 34.47% |
February 28, 2022 | 34.47% |
January 31, 2022 | 34.47% |
December 31, 2021 | 34.47% |
November 30, 2021 | 34.47% |
October 31, 2021 | 34.47% |
September 30, 2021 | 34.47% |
August 31, 2021 | 34.47% |
July 31, 2021 | 34.47% |
June 30, 2021 | 34.47% |
May 31, 2021 | 34.47% |
April 30, 2021 | 34.47% |
March 31, 2021 | 34.47% |
February 28, 2021 | 34.47% |
January 31, 2021 | 34.47% |
December 31, 2020 | 34.47% |
November 30, 2020 | 34.47% |
October 31, 2020 | 34.47% |
September 30, 2020 | 34.47% |
August 31, 2020 | 34.47% |
July 31, 2020 | 34.47% |
June 30, 2020 | 34.47% |
May 31, 2020 | 34.47% |
April 30, 2020 | 34.47% |
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
27.57%
Minimum
Jun 2019
34.47%
Maximum
Mar 2020
33.43%
Average
34.47%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Vice Health and Wellness Inc | 99.99% |
The Yumy Candy Co Inc | -- |
The Tinley Beverage Co Inc | 97.75% |
SBD Capital Corp | 99.39% |
HYTN Innovations Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.1478 |
Beta (5Y) | 0.5724 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.88% |
Historical Sharpe Ratio (5Y) | 0.2535 |
Historical Sortino (5Y) | 0.355 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.85% |