Rocky Mountain Chocolate Factory, Inc. (RMCF)

Nasdaq Stock Exchange
USD
US77467X1019
9 November 1993  –  21 January 2022

Performance

Annualized Return
4.88%
Sharpe Ratio
0.36
Maximum Drawdown
-83.55%

Metrics

Metric Rocky Mountain Chocolate Factory, Inc.
Initial Balance $10,000
Final Balance $38,408
Returns
Month-To-Date -0.64%
Year-To-Date -0.64%
3M -6.47%
6M -2.5%
Annual Return (1Y) 67.74%
Annual Return (3Y) -0.64%
Annual Return (5Y) -4.99%
Annual Return (10Y) 2.4%
Annual Return (All) 4.88%
Enh Ann Return 9.33%
Best Year 314.49%
Worst Year -65.09%
Risk
Annual Volatility 55.2%
Max Drawdown -83.55%
Sharpe Ratio 0.36
Sortino Ratio 0.56
Adjusted Sortino (S/√2) 0.39
Ulcer Index 0.48
Gain to Pain Ratio 0.08

  • Initial balance: The amount of starting capital used to invest in the asset or portfolio. In this case, we're starting with a $10,000 investment on November 1993.
  • Final balance: The amount of capital we've accrued over time as of January 2022.
  • Annual return: Also known as annualized return, or CAGR (Compound Annual Growth Rate), measures how much an investment has increased on average each year, during a specific time period. The time period in this case is approximately 28 year(s). Even a small difference in return can have a big impact on the final balance over a long period of time.
  • Annual volatility: Basically indicates how much, in percentage points, the investment can deviate from its annual return, under most circumstances. An investment with an annual return of 5% and an annual volatility of 10% would indicate returns from approximately -5% to 15% most of the time. A lower volatility is usually preferred to ensure more steady returns over time.
  • Best year: The best performance attained over its lifetime in a given year.
  • Worst year: The worst performance undergone over its lifetime in a given year.
  • Max drawdown: The largest percentage drop from a peak to a trough of an asset or portfolio, before a new peak is attained. Maximum drawdown is an indicator of downside risk over a specified time period.
  • Sharpe Ratio: The Sharpe ratio measures the performance of an investment compared to a risk-free asset, after adjusting for its risk. A Sharpe Ratio above 1 is considered good.
  • Sortino Ratio: The Sortino Ratio is a variation of the Sharpe ratio that only penalizes the investment for negative volatility/outcomes, and not for positive volatility. A Sortino Ratio above 1 is considered good.
  • Adjusted Sortino Ratio: Sortino Ratio/√2. To allow for comparing the Sortino ratio to the Sharpe ratio, we multiply the risk measure of the Sortino ratio by the square root of 2 (which is the same as dividing the Sortino ratio by the square root of 2).
  • Ulcer Index: The Ulcer Index (UI) is a technical indicator that measures downside risk in terms of both the depth and duration of price declines.
  • Gain to Pain Ratio: The sum of all returns divided by the absolute value of the sum of all negative returns. In essence, the GPR shows the ratio of net returns to the losses incurred in getting those returns.

Chart

Table

Year Rocky Mountain Chocolate Factory, Inc.
1993 17.78%
1994 1.89%
1995 -11.11%
1996 -52.08%
1997 -4.35%
1998 -4.55%
1999 0%
2000 -34.51%
2001 314.49%
2002 -23.94%
2003 59.1%
2004 76.44%
2005 58.48%
2006 -7.6%
2007 16.23%
2008 -65.09%
2009 60.87%
2010 24.35%
2011 -7.75%
2012 28.73%
2013 13.8%
2014 17.16%
2015 -14.89%
2016 -0.69%
2017 20.44%
2018 -24.23%
2019 14.12%
2020 -55.48%
2021 93.83%
2022 -0.64%

Rocky Mountain Chocolate Factory, Inc. had 15 positive years and 14 negative years. That's a positive ratio of 52%.

Table

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
1993 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% -2.2% 20.5% 20%
1994 9.4% -17.2% 2.1% 2% -4% 4.2% 4% -9.6% 4.3% 4.1% 9.8% -3.6% 12.3%
1995 3.7% 0% -1.8% 5.5% 12.1% 10.8% -0% -0% -4.2% -13% -18.3% -2% 0%
1996 -29.2% 5.9% -11.1% -3.1% 16.1% 19.4% -18.6% -14.3% -3.3% -1.7% -5.3% -14.8% -32.3%
1997 -13% -0% -15% -17.6% 28.6% 0% 5.6% 2.6% 32.1% -22.3% -7.4% 18.8% 74.1%
1998 -2.3% -11.6% 34.2% -5.9% 14.6% -4.5% -4.8% -32% 11.8% 26.3% -12.5% -0% 27.8%
1999 -23.2% 11.7% -25% 0% 64.8% 7.9% -4.2% 1.1% 1.1% 0% -15.9% 6.3% 31.7%
2000 0% -14.3% 20.9% 3.3% -11% -5% 1.3% -20.8% 4.9% -1.6% -17.5% 5.8% -22%
2001 45.4% -1.2% 30.4% 2.5% 9.8% 28.3% -11.3% -1.2% 11.9% 20.7% 31.5% -1.6% 156.2%
2002 -2.5% -4.7% 45% -7.3% -15.8% -6.1% -17.5% 2.3% 1.1% -11.1% -12% 15.5% -5.6%
2003 -27.4% 15.3% -1.5% 19.7% -3.1% 3% 14.4% 6.8% 17.9% -0.3% 6% 6.2% 54%
2004 12.6% 0.9% 4.3% 0.6% -4.1% 31.7% 2.4% -15.3% 15.1% 2.7% 12.4% 1.8% 70.7%
2005 13% 30.1% 21% -19.7% 18.9% 25% 9.6% -25% -19% 8.6% -1.2% 4.3% 61.3%
2006 -14.4% 10.8% 2.9% -2.2% -12.1% -3.8% 9.4% -1.3% -2.7% -4.1% 13.2% 0.3% -3%
2007 -8.5% 2.2% -0.9% -0.3% 18.6% -0.1% 11.7% -4.7% 7.5% -2.7% 5.3% -9.4% 19.2%
2008 -26.2% 9.2% -1% -2.1% -3.8% -18% -7% 1.7% 1.1% -22.5% -13.2% -11.9% -83.5%
2009 22% -9.3% 6.5% 0.7% 35.7% -7.2% 5.1% -0.9% 13.6% -5.3% 2.2% -5.9% 62.1%
2010 7.4% -0.7% 7.7% 3.5% -3.4% 2.1% 1.7% 1.6% -0.4% 0.3% 1.7% 1% 24.4%
2011 5.8% 1.8% 0.9% 1.4% -0.4% -5% -7.7% -2.1% -3.6% 0.6% 2.3% -1.4% -5.1%
2012 1.4% 9.6% -1.4% 3% 10.6% 10.2% 6.3% 2.2% 2.2% -15.9% -1.6% 1.9% 28.2%
2013 15.1% 2% 0.1% -0.6% 7.8% -4.8% 7.3% -7.6% -0.9% 4.8% 6.5% -13.4% 14.7%
2014 0.3% 2.8% -1.1% 1.8% -2.4% 14.2% -3% 2.1% -3.2% -3.6% 5.5% 3.7% 17.6%
2015 3.9% 12.9% -8.5% -8.7% 3.8% 0.5% -1.4% -6.8% -6% -1.4% -0.1% -1.9% -13.1%
2016 -2.7% -0.3% -1.4% -1% -1% 3% 4.5% 3.2% -3.3% -2.6% 0.9% 0.2% 2.1%
2017 7.6% 0.2% 3.8% 15.1% -7.5% -1.1% 1.1% -0.5% 0.9% -3.4% 1.7% 2.4% 21.4%
2018 5.2% -1.5% -0.4% -3.7% -3.8% 3.7% -10.2% 0.5% 0.5% -19.8% 0.5% 4.5% -25.4%
2019 0.9% 10.2% -3.6% 9.1% -2.9% -10.9% 7.1% 3.6% 1.1% -3.2% -1.4% 5.5% 15.1%
2020 -9.9% -6.6% -37.3% -5.2% -5.7% -0.9% -21.9% -1.8% -17.8% -0% 59.3% -5.2% -53.3%
2021 7.2% 21.9% -0.4% 14.8% 3.5% 21.9% 10% -5.5% -6.7% 17.7% -2.4% -7.6% 83.2%
2022 -0.6% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% -0.2%
Pos 57.1% 59.3% 46.4% 51.9% 46.4% 57.1% 57.1% 39.3% 57.1% 35.7% 51.7% 55.2% 66.7%
Avg 0% 3% 2.5% 0.2% 5.9% 4.2% -0.2% -4.4% 2% -1.7% 1.6% 0.7% 18.4%

Drawdown Periods

Simply said, a drawdown is the "pain" period experienced by an investor between a peak (new highs) and subsequent valley (a low point before moving higher). In the table below are the fifth largest drawdowns encountered for the portfolio/asset in question.

Rocky Mountain Chocolate Factory, Inc.

start valley end Drawdown days
1995-06-28 1999-03-26 2002-03-13 -83.55% 2450
2005-07-20 2020-10-02 - -80.75% 6029
2002-03-22 2003-01-28 2004-04-01 -63.11% 741
2004-07-14 2004-08-27 2004-11-29 -27.93% 138
2005-04-01 2005-04-26 2005-06-15 -26.71% 75

The Rocky Mountain Chocolate Factory, Inc. took approximately 63 months on average to recover from a major drawdown.

Underwater plot

The underwater plot shows you the drawdown periods on a chart. Whereas the performance chart usually gives you a positive viewpoint, the underwater plot gives you a pessimistic viewpoint. It helps you to visualize downtrends that occurred and how long it took for the portfolio's value to rebound to hit a new high after suffering a loss.

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