Tilray Brands Inc (TLRY)
1.98
-0.14
(-6.60%)
USD |
NASDAQ |
May 17, 16:00
2.00
+0.02
(+1.01%)
After-Hours: 20:00
Tilray Brands Max Drawdown (5Y): 95.16% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 95.16% |
March 31, 2024 | 95.16% |
February 29, 2024 | 95.16% |
January 31, 2024 | 95.16% |
December 31, 2023 | 95.16% |
November 30, 2023 | 95.16% |
October 31, 2023 | 95.16% |
September 30, 2023 | 95.16% |
August 31, 2023 | 95.16% |
July 31, 2023 | 95.16% |
June 30, 2023 | 95.16% |
May 31, 2023 | 94.68% |
April 30, 2023 | 93.05% |
March 31, 2023 | 92.48% |
February 28, 2023 | 91.78% |
January 31, 2023 | 91.78% |
December 31, 2022 | 91.78% |
November 30, 2022 | 91.40% |
October 31, 2022 | 91.40% |
September 30, 2022 | 91.40% |
August 31, 2022 | 90.09% |
July 31, 2022 | 90.09% |
June 30, 2022 | 90.09% |
May 31, 2022 | 88.46% |
April 30, 2022 | 88.46% |
Date | Value |
---|---|
March 31, 2022 | 88.46% |
February 28, 2022 | 88.46% |
January 31, 2022 | 88.46% |
December 31, 2021 | 88.46% |
November 30, 2021 | 88.46% |
October 31, 2021 | 88.46% |
September 30, 2021 | 88.46% |
August 31, 2021 | 88.46% |
July 31, 2021 | 88.46% |
June 30, 2021 | 88.46% |
May 31, 2021 | 88.46% |
April 30, 2021 | 88.46% |
March 31, 2021 | 88.46% |
February 28, 2021 | 88.46% |
January 31, 2021 | 88.46% |
December 31, 2020 | 88.46% |
November 30, 2020 | 88.46% |
October 31, 2020 | 88.46% |
September 30, 2020 | 88.46% |
August 31, 2020 | 88.46% |
July 31, 2020 | 88.46% |
June 30, 2020 | 88.46% |
May 31, 2020 | 88.46% |
April 30, 2020 | 88.46% |
March 31, 2020 | 88.46% |
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
75.56%
Minimum
May 2019
95.16%
Maximum
Jun 2023
88.47%
Average
88.46%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Clever Leaves Holdings Inc | -- |
Flora Growth Corp | -- |
Acasti Pharma Inc | 98.73% |
Aurinia Pharmaceuticals Inc | 87.58% |
Edesa Biotech Inc | 99.58% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -49.75 |
Beta (5Y) | 2.220 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 88.50% |
Historical Sharpe Ratio (5Y) | -0.2826 |
Historical Sortino (5Y) | -0.6863 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.28% |