Aurora Cannabis Inc (ACB)
6.53
+0.74
(+12.78%)
USD |
NASDAQ |
Apr 18, 16:00
6.53
0.00 (0.00%)
After-Hours: 06:21
Aurora Cannabis Max Drawdown (5Y): 99.73% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 99.73% |
| February 29, 2024 | 99.71% |
| January 31, 2024 | 99.66% |
| December 31, 2023 | 99.65% |
| November 30, 2023 | 99.65% |
| October 31, 2023 | 99.65% |
| September 30, 2023 | 99.65% |
| August 31, 2023 | 99.65% |
| July 31, 2023 | 99.65% |
| June 30, 2023 | 99.64% |
| May 31, 2023 | 99.64% |
| April 30, 2023 | 99.60% |
| March 31, 2023 | 99.53% |
| February 28, 2023 | 99.40% |
| January 31, 2023 | 99.40% |
| December 31, 2022 | 99.40% |
| November 30, 2022 | 99.27% |
| October 31, 2022 | 99.27% |
| September 30, 2022 | 99.18% |
| August 31, 2022 | 99.13% |
| July 31, 2022 | 99.13% |
| June 30, 2022 | 99.13% |
| May 31, 2022 | 98.83% |
| April 30, 2022 | 97.93% |
| March 31, 2022 | 97.93% |
| Date | Value |
|---|---|
| February 28, 2022 | 97.36% |
| January 31, 2022 | 97.32% |
| December 31, 2021 | 97.30% |
| November 30, 2021 | 97.30% |
| October 31, 2021 | 97.30% |
| September 30, 2021 | 97.30% |
| August 31, 2021 | 97.30% |
| July 31, 2021 | 97.30% |
| June 30, 2021 | 97.30% |
| May 31, 2021 | 97.30% |
| April 30, 2021 | 97.30% |
| March 31, 2021 | 97.30% |
| February 28, 2021 | 97.30% |
| January 31, 2021 | 97.30% |
| December 31, 2020 | 97.30% |
| November 30, 2020 | 97.30% |
| October 31, 2020 | 97.30% |
| September 30, 2020 | 96.72% |
| August 31, 2020 | 95.91% |
| July 31, 2020 | 95.91% |
| June 30, 2020 | 95.91% |
| May 31, 2020 | 95.91% |
| April 30, 2020 | 94.71% |
| March 31, 2020 | 94.71% |
| February 29, 2020 | 88.65% |
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
78.02%
Minimum
Apr 2019
99.73%
Maximum
Mar 2024
94.88%
Average
97.30%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -99.59 |
| Beta (5Y) | 2.359 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 92.11% |
| Historical Sharpe Ratio (5Y) | -0.7468 |
| Historical Sortino (5Y) | -1.614 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 39.32% |