Canopy Growth Corp (CGC)
10.42
+0.18
(+1.76%)
USD |
NASDAQ |
May 06, 09:42
Canopy Growth Max Drawdown (5Y): 99.47% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.47% |
March 31, 2024 | 99.47% |
February 29, 2024 | 99.37% |
January 31, 2024 | 99.34% |
December 31, 2023 | 99.34% |
November 30, 2023 | 99.34% |
October 31, 2023 | 99.34% |
September 30, 2023 | 99.34% |
August 31, 2023 | 99.34% |
July 31, 2023 | 99.34% |
June 30, 2023 | 99.32% |
May 31, 2023 | 98.53% |
April 30, 2023 | 97.77% |
March 31, 2023 | 96.92% |
February 28, 2023 | 96.33% |
January 31, 2023 | 96.33% |
December 31, 2022 | 96.33% |
November 30, 2022 | 96.06% |
October 31, 2022 | 96.06% |
September 30, 2022 | 96.06% |
August 31, 2022 | 96.06% |
July 31, 2022 | 96.06% |
June 30, 2022 | 94.99% |
May 31, 2022 | 91.63% |
April 30, 2022 | 90.81% |
Date | Value |
---|---|
March 31, 2022 | 89.98% |
February 28, 2022 | 87.96% |
January 31, 2022 | 87.96% |
December 31, 2021 | 84.65% |
November 30, 2021 | 82.90% |
October 31, 2021 | 82.90% |
September 30, 2021 | 82.90% |
August 31, 2021 | 82.90% |
July 31, 2021 | 82.90% |
June 30, 2021 | 82.90% |
May 31, 2021 | 82.90% |
April 30, 2021 | 82.90% |
March 31, 2021 | 82.90% |
February 28, 2021 | 82.90% |
January 31, 2021 | 82.90% |
December 31, 2020 | 82.90% |
November 30, 2020 | 82.90% |
October 31, 2020 | 82.90% |
September 30, 2020 | 82.90% |
August 31, 2020 | 82.90% |
July 31, 2020 | 82.90% |
June 30, 2020 | 82.90% |
May 31, 2020 | 82.90% |
April 30, 2020 | 82.90% |
March 31, 2020 | 82.90% |
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
68.59%
Minimum
May 2019
99.47%
Maximum
Mar 2024
87.26%
Average
82.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Tilray Brands Inc | 95.16% |
Clever Leaves Holdings Inc | -- |
Flora Growth Corp | -- |
Acasti Pharma Inc | 98.73% |
Aurinia Pharmaceuticals Inc | 87.58% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -64.91 |
Beta (5Y) | 1.101 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 128.9% |
Historical Sharpe Ratio (5Y) | -0.4085 |
Historical Sortino (5Y) | -1.285 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.83% |