Aurora Cannabis Inc (ACB.TO)

6.15 +0.27 (+4.59%) CAD  |  TSX  |  Dec 20, 16:00
6.15 0.00 (0.00%) After-Hours: 16:00
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Aurora Cannabis Max Drawdown (5Y): 99.75% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Canopy Growth Corp 99.46%
Cronos Group Inc 93.23%
Biocure Technology Inc 99.70%
Core One Labs Inc 99.97%
Restart Life Sciences Corp 99.48%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -85.61
Beta (5Y) 2.755
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 99.82%
Historical Sharpe Ratio (5Y) -0.5876
Historical Sortino (5Y) -1.381
Monthly Value at Risk (VaR) 5% (5Y Lookback) 37.25%