22nd Century Group Inc (XXII)
1.655
+0.07
(+4.42%)
USD |
NASDAQ |
May 01, 16:00
1.655
0.00 (0.00%)
After-Hours: 18:50
22nd Century Group 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 | 99.86% |
| February 29, 2024 | 99.84% |
| January 31, 2024 | 99.80% |
| December 31, 2023 | 99.78% |
| November 30, 2023 | 99.75% |
| October 31, 2023 | 99.48% |
| September 30, 2023 | 98.92% |
| August 31, 2023 | 98.33% |
| July 31, 2023 | 97.33% |
| June 30, 2023 | 93.78% |
| May 31, 2023 | 89.25% |
| April 30, 2023 | 88.99% |
| March 31, 2023 | 87.19% |
| February 28, 2023 | 86.54% |
| January 31, 2023 | 86.54% |
| December 31, 2022 | 86.54% |
| November 30, 2022 | 86.54% |
| October 31, 2022 | 86.54% |
| September 30, 2022 | 86.54% |
| August 31, 2022 | 86.54% |
| July 31, 2022 | 86.54% |
| June 30, 2022 | 86.54% |
| May 31, 2022 | 86.54% |
| April 30, 2022 | 86.54% |
| Date | Value |
|---|---|
| March 31, 2022 | 86.54% |
| February 28, 2022 | 86.54% |
| January 31, 2022 | 86.54% |
| December 31, 2021 | 86.54% |
| November 30, 2021 | 86.54% |
| October 31, 2021 | 86.54% |
| September 30, 2021 | 86.54% |
| August 31, 2021 | 86.54% |
| July 31, 2021 | 86.54% |
| June 30, 2021 | 86.54% |
| May 31, 2021 | 86.54% |
| April 30, 2021 | 87.09% |
| March 31, 2021 | 87.45% |
| February 28, 2021 | 87.82% |
| January 31, 2021 | 88.20% |
| December 31, 2020 | 88.39% |
| November 30, 2020 | 88.39% |
| October 31, 2020 | 88.39% |
| September 30, 2020 | 88.39% |
| August 31, 2020 | 88.39% |
| July 31, 2020 | 88.39% |
| June 30, 2020 | 88.39% |
| May 31, 2020 | 90.81% |
| April 30, 2020 | 90.81% |
| March 31, 2020 | 90.81% |
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
86.54%
Minimum
May 2021
99.89%
Maximum
Apr 2024
90.10%
Average
88.39%
Median
Jun 2020
Max Drawdown (5Y) Benchmarks
| Greenlane Holdings Inc | 99.99% |
| Local Bounti Corp | -- |
| Alico Inc | 53.78% |
| S&W Seed Co | 90.56% |
| African Agriculture Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -87.41 |
| Beta (5Y) | 1.497 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 102.4% |
| Historical Sharpe Ratio (5Y) | -0.6905 |
| Historical Sortino (5Y) | -1.316 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 49.31% |