Auxly Cannabis Group Inc (CBWTF)
0.0362
0.00 (0.00%)
USD |
OTCM |
May 23, 11:42
Auxly Cannabis Group Max Drawdown (5Y): 99.31% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.31% |
March 31, 2024 | 99.31% |
February 29, 2024 | 99.31% |
January 31, 2024 | 99.31% |
December 31, 2023 | 99.31% |
November 30, 2023 | 99.31% |
October 31, 2023 | 99.31% |
September 30, 2023 | 99.31% |
August 31, 2023 | 99.31% |
July 31, 2023 | 99.31% |
June 30, 2023 | 99.31% |
May 31, 2023 | 99.31% |
April 30, 2023 | 99.31% |
March 31, 2023 | 99.31% |
February 28, 2023 | 99.31% |
January 31, 2023 | 99.31% |
December 31, 2022 | 99.31% |
November 30, 2022 | 99.31% |
October 31, 2022 | 98.64% |
September 30, 2022 | 98.64% |
August 31, 2022 | 98.27% |
July 31, 2022 | 97.56% |
June 30, 2022 | 97.31% |
May 31, 2022 | 96.08% |
April 30, 2022 | 96.08% |
Date | Value |
---|---|
March 31, 2022 | 96.08% |
February 28, 2022 | 96.08% |
January 31, 2022 | 96.08% |
December 31, 2021 | 96.08% |
November 30, 2021 | 96.08% |
October 31, 2021 | 96.08% |
September 30, 2021 | 96.08% |
August 31, 2021 | 96.08% |
July 31, 2021 | 96.08% |
June 30, 2021 | 96.08% |
May 31, 2021 | 96.08% |
April 30, 2021 | 96.08% |
March 31, 2021 | 96.08% |
February 28, 2021 | 96.08% |
January 31, 2021 | 96.08% |
December 31, 2020 | 96.08% |
November 30, 2020 | 96.08% |
October 31, 2020 | 96.08% |
September 30, 2020 | 96.08% |
August 31, 2020 | 94.76% |
July 31, 2020 | 93.23% |
June 30, 2020 | 93.23% |
May 31, 2020 | 93.23% |
April 30, 2020 | 93.23% |
March 31, 2020 | 93.23% |
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
80.17%
Minimum
May 2019
99.31%
Maximum
Nov 2022
94.49%
Average
96.08%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Rimrock Gold Corp | 99.49% |
InMed Pharmaceuticals Inc | 99.92% |
Venus Concept Inc | 99.86% |
Juva Life Inc | -- |
Lucy Scientific Discovery Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -58.12 |
Beta (5Y) | 1.288 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 127.3% |
Historical Sharpe Ratio (5Y) | -0.3439 |
Historical Sortino (5Y) | -1.016 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.02% |