Canopy Growth Corp (CGC)
6.485
-0.22
(-3.21%)
USD |
NASDAQ |
Apr 17, 16:00
6.48
0.00 (0.00%)
After-Hours: 20:00
Canopy Growth Max Drawdown (5Y): 99.47% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 99.47% |
| February 29, 2024 | 99.37% |
| January 31, 2024 | 99.34% |
| December 31, 2023 | 99.34% |
| November 30, 2023 | 99.34% |
| October 31, 2023 | 99.34% |
| September 30, 2023 | 99.34% |
| August 31, 2023 | 99.34% |
| July 31, 2023 | 99.34% |
| June 30, 2023 | 99.32% |
| May 31, 2023 | 98.53% |
| April 30, 2023 | 97.77% |
| March 31, 2023 | 96.92% |
| February 28, 2023 | 96.33% |
| January 31, 2023 | 96.33% |
| December 31, 2022 | 96.33% |
| November 30, 2022 | 96.06% |
| October 31, 2022 | 96.06% |
| September 30, 2022 | 96.06% |
| August 31, 2022 | 96.06% |
| July 31, 2022 | 96.06% |
| June 30, 2022 | 94.99% |
| May 31, 2022 | 91.63% |
| April 30, 2022 | 90.81% |
| March 31, 2022 | 89.98% |
| Date | Value |
|---|---|
| February 28, 2022 | 87.96% |
| January 31, 2022 | 87.96% |
| December 31, 2021 | 84.65% |
| November 30, 2021 | 82.90% |
| October 31, 2021 | 82.90% |
| September 30, 2021 | 82.90% |
| August 31, 2021 | 82.90% |
| July 31, 2021 | 82.90% |
| June 30, 2021 | 82.90% |
| May 31, 2021 | 82.90% |
| April 30, 2021 | 82.90% |
| March 31, 2021 | 82.90% |
| February 28, 2021 | 82.90% |
| January 31, 2021 | 82.90% |
| December 31, 2020 | 82.90% |
| November 30, 2020 | 82.90% |
| October 31, 2020 | 82.90% |
| September 30, 2020 | 82.90% |
| August 31, 2020 | 82.90% |
| July 31, 2020 | 82.90% |
| June 30, 2020 | 82.90% |
| May 31, 2020 | 82.90% |
| April 30, 2020 | 82.90% |
| March 31, 2020 | 82.90% |
| February 29, 2020 | 75.00% |
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
68.59%
Minimum
Apr 2019
99.47%
Maximum
Mar 2024
86.75%
Average
82.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Tilray Brands Inc | 95.16% |
| Clever Leaves Holdings Inc | -- |
| Flora Growth Corp | -- |
| Acasti Pharma Inc | 98.73% |
| Aurinia Pharmaceuticals Inc | 87.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -74.40 |
| Beta (5Y) | 1.386 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 109.1% |
| Historical Sharpe Ratio (5Y) | -0.5161 |
| Historical Sortino (5Y) | -1.379 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.83% |