SunOpta Inc (STKL)
6.87
+0.07
(+1.03%)
USD |
NASDAQ |
Mar 28, 11:39
SunOpta Max Drawdown (5Y): 88.93% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 88.93% |
January 31, 2024 | 88.93% |
December 31, 2023 | 88.93% |
November 30, 2023 | 88.93% |
October 31, 2023 | 88.93% |
September 30, 2023 | 88.93% |
August 31, 2023 | 88.93% |
July 31, 2023 | 88.93% |
June 30, 2023 | 88.93% |
May 31, 2023 | 88.93% |
April 30, 2023 | 88.93% |
March 31, 2023 | 88.93% |
February 28, 2023 | 88.93% |
January 31, 2023 | 88.93% |
December 31, 2022 | 88.93% |
November 30, 2022 | 88.93% |
October 31, 2022 | 88.93% |
September 30, 2022 | 88.93% |
August 31, 2022 | 88.93% |
July 31, 2022 | 88.93% |
June 30, 2022 | 88.93% |
May 31, 2022 | 88.93% |
April 30, 2022 | 88.93% |
March 31, 2022 | 88.93% |
February 28, 2022 | 88.93% |
Date | Value |
---|---|
January 31, 2022 | 88.93% |
December 31, 2021 | 88.93% |
November 30, 2021 | 88.93% |
October 31, 2021 | 88.93% |
September 30, 2021 | 88.93% |
August 31, 2021 | 88.93% |
July 31, 2021 | 88.93% |
June 30, 2021 | 88.93% |
May 31, 2021 | 88.93% |
April 30, 2021 | 88.93% |
March 31, 2021 | 88.93% |
February 28, 2021 | 88.93% |
January 31, 2021 | 88.93% |
December 31, 2020 | 88.93% |
November 30, 2020 | 88.93% |
October 31, 2020 | 88.93% |
September 30, 2020 | 88.93% |
August 31, 2020 | 88.93% |
July 31, 2020 | 88.93% |
June 30, 2020 | 88.93% |
May 31, 2020 | 88.93% |
April 30, 2020 | 88.93% |
March 31, 2020 | 88.93% |
February 29, 2020 | 88.93% |
January 31, 2020 | 88.93% |
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
83.69%
Minimum
Mar 2019
88.93%
Maximum
Oct 2019
88.37%
Average
88.93%
Median
Oct 2019
Max Drawdown (5Y) Benchmarks
Acme United Corp | 52.48% |
Kellanova Co | 34.67% |
Spectrum Brands Holdings Inc | 79.43% |
RegalWorks Media Inc | 94.63% |
WK Kellogg Co | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.382 |
Beta (5Y) | 1.751 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 78.00% |
Historical Sharpe Ratio (5Y) | 0.2572 |
Historical Sortino (5Y) | 0.6094 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.21% |