SunOpta Inc. (STKL)

Nasdaq Stock Exchange
USD
CA8676EP1086
26 March 1990  –  14 January 2022

Performance

Annualized Return
4.68%
Sharpe Ratio
0.51
Maximum Drawdown
-96.31%

Metrics

Metric SunOpta Inc.
Initial Balance $10,000
Final Balance $42,920
Returns
Month-To-Date -15.4%
Year-To-Date -15.4%
3M -32.49%
6M -47.07%
Annual Return (1Y) -49%
Annual Return (3Y) 12.05%
Annual Return (5Y) -4.37%
Annual Return (10Y) 2.78%
Annual Return (All) 4.68%
Enh Ann Return 25.8%
Best Year 1500%
Worst Year -88.24%
Risk
Annual Volatility 95.31%
Max Drawdown -96.31%
Sharpe Ratio 0.51
Sortino Ratio 0.82
Adjusted Sortino (S/√2) 0.58
Ulcer Index 0.52
Gain to Pain Ratio 0.12

  • 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 March 1990.
  • 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 32 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 SunOpta Inc.
1990 -0%
1991 -8.76%
1992 -15.2%
1993 -47.17%
1994 -83.93%
1995 1500%
1996 -17.36%
1997 47.06%
1998 -66.29%
1999 37.71%
2000 76.98%
2001 50.9%
2002 45.16%
2003 193.02%
2004 -22.21%
2005 -26.74%
2006 67.3%
2007 51.7%
2008 -88.24%
2009 114.01%
2010 132.74%
2011 -38.36%
2012 16.8%
2013 77.8%
2014 18.38%
2015 -42.28%
2016 3.07%
2017 9.93%
2018 -50.06%
2019 -35.4%
2020 366.8%
2021 -40.45%
2022 -15.4%

SunOpta Inc. had 17 positive years and 15 negative years. That's a positive ratio of 53%.

Table

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
1990 0% 0% -8.8% -20% -31% 17.4% -38.3% 24% 111.3% 14.5% -8.7% -0% 109.3%
1991 50.4% -8.7% 12.8% -8.5% 6.2% -20.9% -31.3% 0% 22.3% -27% 0% 25% 71.8%
1992 4.8% 33.6% -6.9% -31.3% 33.9% 0% 4% 20.5% -20.2% -8.7% -0% -22.6% 48.5%
1993 5.7% -10.7% 6% 5.7% -16.1% 19.1% 0% -5.4% -17% -8% 0% -30.9% 13%
1994 -21.4% -29.5% -19.4% 36% -17.6% 28.6% 5.6% -34.2% 12% -21.4% 0% -59.1% 106.4%
1995 177.8% 12% 146.4% 17.4% -7.4% 141.3% -20.4% 13.2% 34.4% -11.4% -12.9% -14.8% 443.4%
1996 25.7% -17.1% 20.7% -6.6% 36.7% -8.2% -11.3% 29.8% -13.1% -11.3% -27.1% -13.1% 15.4%
1997 10.1% -9.2% -10.9% -11.3% 33% -10.4% -2.7% -5.5% 51.5% -16% -4.6% 40% 94%
1998 -6.9% -4.3% 8.3% -16.6% -0% 6.4% -18.7% -23% -34% 21% -17.3% -4.8% -46.6%
1999 101.7% -13.4% 15.5% -10.9% -20.4% 11.1% 13.4% 17.6% -10% -13.9% -22.6% 8.3% 89.4%
2000 26.9% 94% -15.6% -18.5% 9.1% -6.3% -11.1% 10% 9.1% 2.1% 2.1% -8% 120.1%
2001 10.8% 1.9% -0% -4.6% 35.5% -5.7% -20.2% -0.6% 14% -3.9% 13.4% 11.3% 57.1%
2002 10.6% -7.1% 20.2% 22.8% -5.8% -14.5% 2.3% 4.8% -18.6% 35.9% 8% -7.1% 56.5%
2003 -2.2% 11.4% 15.5% 26.3% 19% 18.7% -0.8% 12.3% 17.8% 3.7% -8.6% 5.2% 122.7%
2004 4.4% 5.9% -3.1% -5.1% -14% 5.6% -14.4% -10.3% 18.5% -18.9% -3.8% 18.7% -15.6%
2005 -1.4% -9.7% -20.2% -9.6% 5.4% 16.9% 5.8% -11% -9.2% 1.6% 9.3% -2.6% -22.9%
2006 36.9% 4.6% 14.3% 18.4% -10.7% 2% -5.3% -4.7% 26.1% -6.8% -0.4% -10.3% 63.3%
2007 23.4% -1.5% 11.2% 8.7% -8.7% -5.7% 1.1% 15.1% 11.7% 3.4% -4.5% -6.7% 50%
2008 -59.2% 11.4% -16% 8.4% 19.7% -21.6% 2.3% 25.4% -7.5% -33.3% -53.8% -17.3% -163.8%
2009 50.3% -52.5% 54.5% 4% -1.7% 35% -5.4% 57.5% 13.8% -8.9% -8.9% 0% 112.7%
2010 -13.4% 3.1% 38.3% 9.2% 4.2% -7.2% 14.8% 4.2% 16.2% 6.1% 7.3% 12.8% 94.6%
2011 -6% -6.5% 8.2% -5% 10.1% -8.5% -17.2% -11.2% -5.7% 5.5% -4% -3.4% -38.2%
2012 1.2% 2.9% 9% 6.2% 3.6% -6.8% -4.8% 12.4% 6.5% -6.2% 4.1% -9.8% 20.4%
2013 27.2% -3.1% 3.7% 1% 7.6% -2.9% 6.5% 10.8% 8.6% 10.8% -14.1% 8.2% 63.2%
2014 -6.6% 3.9% 21.6% -1.2% 15.3% 4.7% -12.2% 7.5% -9.2% 17.3% -15.7% -0.7% 22.7%
2015 -11.7% 10.4% -8.1% -2.6% -1.9% 5.8% -0.3% -17.2% -45.1% 10.7% 32.5% -4.1% -43.6%
2016 -13.5% 3.2% -27% 20.6% -16% -7.3% 34.8% 17.5% 6.3% -5.8% 9.8% -3.4% 18.4%
2017 -0.7% 2.9% -3.5% 5% 27.4% 9.7% -6.9% -9.5% 1.2% 7.5% -15.5% -1.9% 17.1%
2018 -4.5% -6.1% 2.2% -4.9% 21.5% 2.4% -2.4% -6.7% -3.9% 1% -36.5% -17.8% -61.4%
2019 7.5% -37.5% 33.1% 2.6% 7.3% -13.6% -13.4% -19.3% -21.7% 6.1% 51.8% -13.8% -6.7%
2020 8% -0% -36.3% 63.4% 66.9% 0.2% 40% 3.3% 9.1% -7.5% 48.3% 14.7% 184.6%
2021 21.5% 9.6% -5% -16.1% 0.9% -2.1% -14.2% -10.2% -5.3% -13.1% -23.1% 16.4% -39.6%
2022 -15.4% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% -16.1%
Pos 59.4% 48.4% 56.3% 50% 59.4% 53.1% 35.5% 56.3% 56.3% 46.9% 36.7% 34.4% 69.7%
Avg 13.8% -0.2% 8.2% 2.6% 6.6% 5.7% -3.9% 3.7% 5.3% -2.3% -3.2% -2.9% 46.7%

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.

SunOpta Inc.

start valley end Drawdown days
1991-04-05 1994-12-30 1995-09-12 -96.31% 1621
2007-10-10 2009-03-05 2021-02-01 -94.73% 4863
1996-06-05 1998-12-17 2002-04-01 -81.82% 2126
1990-04-11 1990-08-09 1990-09-13 -67.88% 155
2021-02-12 2021-12-01 - -64.47% 336

The SunOpta Inc. took approximately 61 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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