A lot of people think, a sun screen is a rain protecting umbrella, as well. But they are mostly wrong. Sun screens aren't made for the use of protecting agains rain. For one thing, the screen itself can withhold some water, but it is not waterproof as you would expect.
Most of the times, when it's raining, there will be heavy wind, as well. So, every time, you leave the sun screen open in the rain, be aware, that there could be heavy wind or even a storm coming up, as well. In this case, a sun screen with its enormous size can be very wind-catchy. I will sure be knocked down by the wind, in the worst case it can even be thrown around and break things like windows, etc.