SunOpta Inc (SOY.TO)
10.90
+0.11
(+1.02%)
CAD |
TSX |
Nov 22, 16:00
SunOpta Max Drawdown (5Y): 85.10% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 85.10% |
| August 31, 2024 | 85.10% |
| July 31, 2024 | 88.10% |
| June 30, 2024 | 88.10% |
| May 31, 2024 | 88.10% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
85.10%
Minimum
Aug 2024
88.10%
Maximum
Nov 2019
88.00%
Average
88.10%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Ceres Global Ag Corp | 65.90% |
| Nepra Foods Inc | -- |
| The Fresh Factory B.C. Ltd | -- |
| Yerbae Brands Corp | -- |
| Sucro Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.444 |
| Beta (5Y) | 2.072 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.07% |
| Historical Sharpe Ratio (5Y) | 0.4051 |
| Historical Sortino (5Y) | 0.9296 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.51% |