SunOpta Inc (SOY.TO)
7.67
+0.15
(+1.99%)
CAD |
TSX |
May 03, 16:00
SunOpta Max Drawdown (5Y): 88.10% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 88.10% |
March 31, 2024 | 88.10% |
February 29, 2024 | 88.10% |
January 31, 2024 | 88.10% |
December 31, 2023 | 88.10% |
November 30, 2023 | 88.10% |
October 31, 2023 | 88.10% |
September 30, 2023 | 88.10% |
August 31, 2023 | 88.10% |
July 31, 2023 | 88.10% |
June 30, 2023 | 88.10% |
May 31, 2023 | 88.10% |
April 30, 2023 | 88.10% |
March 31, 2023 | 88.10% |
February 28, 2023 | 88.10% |
January 31, 2023 | 88.10% |
December 31, 2022 | 88.10% |
November 30, 2022 | 88.10% |
October 31, 2022 | 88.10% |
September 30, 2022 | 88.10% |
August 31, 2022 | 88.10% |
July 31, 2022 | 88.10% |
June 30, 2022 | 88.10% |
May 31, 2022 | 88.10% |
April 30, 2022 | 88.10% |
Date | Value |
---|---|
March 31, 2022 | 88.10% |
February 28, 2022 | 88.10% |
January 31, 2022 | 88.10% |
December 31, 2021 | 88.10% |
November 30, 2021 | 88.10% |
October 31, 2021 | 88.10% |
September 30, 2021 | 88.10% |
August 31, 2021 | 88.10% |
July 31, 2021 | 88.10% |
June 30, 2021 | 88.10% |
May 31, 2021 | 88.10% |
April 30, 2021 | 88.10% |
March 31, 2021 | 88.10% |
February 28, 2021 | 88.10% |
January 31, 2021 | 88.10% |
December 31, 2020 | 88.10% |
November 30, 2020 | 88.10% |
October 31, 2020 | 88.10% |
September 30, 2020 | 88.10% |
August 31, 2020 | 88.10% |
July 31, 2020 | 88.10% |
June 30, 2020 | 88.10% |
May 31, 2020 | 88.10% |
April 30, 2020 | 88.10% |
March 31, 2020 | 88.10% |
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
81.41%
Minimum
May 2019
88.10%
Maximum
Oct 2019
87.60%
Average
88.10%
Median
Oct 2019
Max Drawdown (5Y) Benchmarks
BioNeutra Global Corp | 98.00% |
Ceres Global Ag Corp | 65.90% |
The Fresh Factory B.C. Ltd | -- |
Yerbae Brands Corp | -- |
Sucro Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.620 |
Beta (5Y) | 2.053 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 75.13% |
Historical Sharpe Ratio (5Y) | 0.1556 |
Historical Sortino (5Y) | 0.3689 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.61% |