Aurora Cannabis Inc (ACB.TO)
9.27
+0.17
(+1.87%)
CAD |
TSX |
May 07, 12:24
Aurora Cannabis Max Drawdown (5Y): 99.73% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.73% |
| March 31, 2024 | 99.73% |
| February 29, 2024 | 99.70% |
| January 31, 2024 | 99.65% |
| December 31, 2023 | 99.64% |
| November 30, 2023 | 99.64% |
| October 31, 2023 | 99.64% |
| September 30, 2023 | 99.64% |
| August 31, 2023 | 99.64% |
| July 31, 2023 | 99.64% |
| June 30, 2023 | 99.63% |
| May 31, 2023 | 99.62% |
| April 30, 2023 | 99.58% |
| March 31, 2023 | 99.51% |
| February 28, 2023 | 99.38% |
| January 31, 2023 | 99.36% |
| December 31, 2022 | 99.36% |
| November 30, 2022 | 99.21% |
| October 31, 2022 | 99.21% |
| September 30, 2022 | 99.13% |
| August 31, 2022 | 99.13% |
| July 31, 2022 | 99.13% |
| June 30, 2022 | 99.13% |
| May 31, 2022 | 98.82% |
| April 30, 2022 | 97.93% |
| Date | Value |
|---|---|
| March 31, 2022 | 97.92% |
| February 28, 2022 | 97.37% |
| January 31, 2022 | 97.34% |
| December 31, 2021 | 97.19% |
| November 30, 2021 | 97.19% |
| October 31, 2021 | 97.19% |
| September 30, 2021 | 97.19% |
| August 31, 2021 | 97.19% |
| July 31, 2021 | 97.19% |
| June 30, 2021 | 97.19% |
| May 31, 2021 | 97.19% |
| April 30, 2021 | 97.19% |
| March 31, 2021 | 97.19% |
| February 28, 2021 | 97.19% |
| January 31, 2021 | 97.19% |
| December 31, 2020 | 97.19% |
| November 30, 2020 | 97.19% |
| October 31, 2020 | 97.19% |
| September 30, 2020 | 96.57% |
| August 31, 2020 | 95.42% |
| July 31, 2020 | 95.42% |
| June 30, 2020 | 95.42% |
| May 31, 2020 | 95.42% |
| April 30, 2020 | 94.03% |
| March 31, 2020 | 94.03% |
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
63.89%
Minimum
May 2019
99.73%
Maximum
Mar 2024
93.79%
Average
97.19%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Canopy Growth Corp | 99.43% |
| Cronos Group Inc | 93.23% |
| OrganiGram Holdings Inc | 96.83% |
| High Tide Inc | -- |
| Numinus Wellness Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -82.62 |
| Beta (5Y) | 2.764 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 99.73% |
| Historical Sharpe Ratio (5Y) | -0.6353 |
| Historical Sortino (5Y) | -1.500 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.98% |