Maven Brands Inc (TRLFF)
0.015
0.00 (0.00%)
USD |
OTCM |
May 14, 16:00
Maven Brands Max Drawdown (5Y): 99.89% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.89% |
March 31, 2024 | 99.89% |
February 29, 2024 | 99.89% |
January 31, 2024 | 99.89% |
December 31, 2023 | 99.89% |
November 30, 2023 | 99.89% |
October 31, 2023 | 99.89% |
September 30, 2023 | 99.89% |
August 31, 2023 | 99.89% |
July 31, 2023 | 99.89% |
June 30, 2023 | 99.89% |
May 31, 2023 | 99.89% |
April 30, 2023 | 99.89% |
March 31, 2023 | 99.89% |
February 28, 2023 | 99.89% |
January 31, 2023 | 99.89% |
December 31, 2022 | 99.89% |
November 30, 2022 | 99.89% |
October 31, 2022 | 99.89% |
September 30, 2022 | 99.89% |
August 31, 2022 | 99.89% |
July 31, 2022 | 99.73% |
June 30, 2022 | 99.65% |
May 31, 2022 | 99.62% |
April 30, 2022 | 99.56% |
Date | Value |
---|---|
March 31, 2022 | 99.29% |
February 28, 2022 | 99.22% |
January 31, 2022 | 99.22% |
December 31, 2021 | 99.22% |
November 30, 2021 | 98.91% |
October 31, 2021 | 98.91% |
September 30, 2021 | 98.91% |
August 31, 2021 | 98.91% |
July 31, 2021 | 98.91% |
June 30, 2021 | 98.91% |
May 31, 2021 | 98.91% |
April 30, 2021 | 98.91% |
March 31, 2021 | 98.91% |
February 28, 2021 | 98.91% |
January 31, 2021 | 98.91% |
December 31, 2020 | 98.91% |
November 30, 2020 | 98.91% |
October 31, 2020 | 98.91% |
September 30, 2020 | 98.91% |
August 31, 2020 | 98.91% |
July 31, 2020 | 98.91% |
June 30, 2020 | 98.91% |
May 31, 2020 | 98.91% |
April 30, 2020 | 98.91% |
March 31, 2020 | 97.98% |
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
83.90%
Minimum
May 2019
99.89%
Maximum
Aug 2022
97.84%
Average
98.91%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Acasti Pharma Inc | 98.73% |
Aurinia Pharmaceuticals Inc | 87.58% |
Edesa Biotech Inc | 99.58% |
Lexaria Bioscience Corp | 98.90% |
Xenon Pharmaceuticals Inc | 64.74% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -81.74 |
Beta (5Y) | 1.421 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 125.8% |
Historical Sharpe Ratio (5Y) | -0.5236 |
Historical Sortino (5Y) | -1.272 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 43.18% |