Big Rock Brewery Inc (BR.TO)
1.18
0.00 (0.00%)
CAD |
TSX |
May 17, 16:00
Big Rock Brewery Max Drawdown (5Y): 83.45% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 83.45% |
March 31, 2024 | 83.11% |
February 29, 2024 | 83.11% |
January 31, 2024 | 83.11% |
December 31, 2023 | 83.11% |
November 30, 2023 | 83.11% |
October 31, 2023 | 83.11% |
September 30, 2023 | 83.11% |
August 31, 2023 | 83.11% |
July 31, 2023 | 83.11% |
June 30, 2023 | 83.11% |
May 31, 2023 | 83.11% |
April 30, 2023 | 83.11% |
March 31, 2023 | 83.11% |
February 28, 2023 | 83.11% |
January 31, 2023 | 83.11% |
December 31, 2022 | 83.11% |
November 30, 2022 | 83.11% |
October 31, 2022 | 74.35% |
September 30, 2022 | 74.35% |
August 31, 2022 | 74.35% |
July 31, 2022 | 74.35% |
June 30, 2022 | 74.35% |
May 31, 2022 | 74.35% |
April 30, 2022 | 74.35% |
Date | Value |
---|---|
March 31, 2022 | 74.35% |
February 28, 2022 | 74.35% |
January 31, 2022 | 74.35% |
December 31, 2021 | 74.35% |
November 30, 2021 | 74.35% |
October 31, 2021 | 74.35% |
September 30, 2021 | 74.35% |
August 31, 2021 | 74.35% |
July 31, 2021 | 74.35% |
June 30, 2021 | 74.35% |
May 31, 2021 | 74.35% |
April 30, 2021 | 74.35% |
March 31, 2021 | 74.35% |
February 28, 2021 | 74.35% |
January 31, 2021 | 74.35% |
December 31, 2020 | 74.35% |
November 30, 2020 | 74.46% |
October 31, 2020 | 77.58% |
September 30, 2020 | 77.58% |
August 31, 2020 | 77.58% |
July 31, 2020 | 77.58% |
June 30, 2020 | 77.58% |
May 31, 2020 | 77.58% |
April 30, 2020 | 77.58% |
March 31, 2020 | 77.58% |
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
74.35%
Minimum
Dec 2020
83.45%
Maximum
Apr 2024
77.95%
Average
77.58%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Molson Coors Canada Inc | 67.87% |
HYTN Innovations Inc | -- |
The Tinley Beverage Co Inc | 97.75% |
SBD Capital Corp | 99.39% |
Sweet Poison Spirits Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -32.33 |
Beta (5Y) | 0.3524 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.95% |
Historical Sharpe Ratio (5Y) | -0.748 |
Historical Sortino (5Y) | -1.257 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.94% |