SunOpta Inc (STKL)
7.82
+0.12
(+1.56%)
USD |
NASDAQ |
Nov 22, 16:00
7.81
-0.01
(-0.13%)
After-Hours: 20:00
SunOpta Max Drawdown (5Y): 86.95% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 86.95% |
| September 30, 2024 | 90.47% |
| August 31, 2024 | 90.47% |
| July 31, 2024 | 90.47% |
| June 30, 2024 | 90.47% |
| May 31, 2024 | 90.47% |
| April 30, 2024 | 90.47% |
| March 31, 2024 | 90.47% |
| February 29, 2024 | 90.47% |
| January 31, 2024 | 90.47% |
| December 31, 2023 | 90.47% |
| November 30, 2023 | 90.47% |
| October 31, 2023 | 90.47% |
| September 30, 2023 | 90.47% |
| August 31, 2023 | 90.47% |
| July 31, 2023 | 90.47% |
| June 30, 2023 | 90.47% |
| May 31, 2023 | 90.47% |
| April 30, 2023 | 90.47% |
| March 31, 2023 | 90.47% |
| February 28, 2023 | 90.47% |
| January 31, 2023 | 90.47% |
| December 31, 2022 | 90.47% |
| November 30, 2022 | 90.47% |
| October 31, 2022 | 90.47% |
| Date | Value |
|---|---|
| September 30, 2022 | 90.47% |
| August 31, 2022 | 90.47% |
| July 31, 2022 | 90.47% |
| June 30, 2022 | 90.47% |
| May 31, 2022 | 90.47% |
| April 30, 2022 | 90.47% |
| March 31, 2022 | 90.47% |
| February 28, 2022 | 90.47% |
| January 31, 2022 | 90.47% |
| December 31, 2021 | 90.47% |
| November 30, 2021 | 90.47% |
| October 31, 2021 | 90.47% |
| September 30, 2021 | 90.47% |
| August 31, 2021 | 90.47% |
| July 31, 2021 | 90.47% |
| June 30, 2021 | 90.47% |
| May 31, 2021 | 90.47% |
| April 30, 2021 | 90.47% |
| March 31, 2021 | 90.47% |
| February 28, 2021 | 90.47% |
| January 31, 2021 | 90.47% |
| December 31, 2020 | 90.47% |
| November 30, 2020 | 90.47% |
| October 31, 2020 | 90.47% |
| September 30, 2020 | 90.47% |
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
86.95%
Minimum
Oct 2024
90.47%
Maximum
Nov 2019
90.41%
Average
90.47%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Acme United Corp | 52.48% |
| Coca-Cola Consolidated Inc | 51.71% |
| Keurig Dr Pepper Inc | 36.87% |
| National Beverage Corp | 69.56% |
| PepsiCo Inc | 28.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.987 |
| Beta (5Y) | 1.827 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 68.44% |
| Historical Sharpe Ratio (5Y) | 0.3736 |
| Historical Sortino (5Y) | 0.8511 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.07% |