GrowLife Inc (PHOT)
0.0002
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
GrowLife Max Drawdown (5Y): 100.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 100.00% |
March 31, 2024 | 100.00% |
February 29, 2024 | 100.00% |
January 31, 2024 | 100.00% |
December 31, 2023 | 100.00% |
November 30, 2023 | 100.00% |
October 31, 2023 | 100.00% |
September 30, 2023 | 100.00% |
August 31, 2023 | 100.00% |
July 31, 2023 | 100.00% |
June 30, 2023 | 99.99% |
May 31, 2023 | 99.99% |
April 30, 2023 | 99.99% |
March 31, 2023 | 99.99% |
February 28, 2023 | 99.99% |
January 31, 2023 | 99.99% |
December 31, 2022 | 99.99% |
November 30, 2022 | 99.99% |
October 31, 2022 | 99.99% |
September 30, 2022 | 99.99% |
August 31, 2022 | 99.97% |
July 31, 2022 | 99.94% |
June 30, 2022 | 99.88% |
May 31, 2022 | 99.82% |
April 30, 2022 | 99.72% |
Date | Value |
---|---|
March 31, 2022 | 99.72% |
February 28, 2022 | 99.72% |
January 31, 2022 | 99.72% |
December 31, 2021 | 99.67% |
November 30, 2021 | 99.54% |
October 31, 2021 | 99.40% |
September 30, 2021 | 99.33% |
August 31, 2021 | 99.21% |
July 31, 2021 | 99.05% |
June 30, 2021 | 98.66% |
May 31, 2021 | 98.66% |
April 30, 2021 | 98.66% |
March 31, 2021 | 98.66% |
February 28, 2021 | 98.66% |
January 31, 2021 | 98.66% |
December 31, 2020 | 98.66% |
November 30, 2020 | 98.66% |
October 31, 2020 | 98.57% |
September 30, 2020 | 98.57% |
August 31, 2020 | 98.57% |
July 31, 2020 | 98.57% |
June 30, 2020 | 98.57% |
May 31, 2020 | 98.57% |
April 30, 2020 | 98.57% |
March 31, 2020 | 98.57% |
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
98.57%
Minimum
May 2019
100.00%
Maximum
Nov 2023
99.30%
Average
99.47%
Median
Max Drawdown (5Y) Benchmarks
MJ Harvest Inc | 100.00% |
Titan Machinery Inc | 70.34% |
SiteOne Landscape Supply Inc | 59.96% |
Beacon Roofing Supply Inc | 81.98% |
DXP Enterprises Inc | 77.28% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -104.95 |
Beta (5Y) | 0.8425 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 189.0% |
Historical Sharpe Ratio (5Y) | -0.5057 |
Historical Sortino (5Y) | -1.310 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 63.51% |