Cresco Labs Inc (CL.CX)
2.98
-0.42
(-12.35%)
CAD |
CNSX |
May 01, 16:00
Cresco Labs Max Drawdown (5Y): 93.64% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 93.64% |
| March 31, 2024 | 93.64% |
| February 29, 2024 | 93.64% |
| January 31, 2024 | 93.64% |
| December 31, 2023 | 93.64% |
| November 30, 2023 | 93.64% |
| October 31, 2023 | 93.64% |
| September 30, 2023 | 93.64% |
| August 31, 2023 | 93.64% |
| July 31, 2023 | 91.22% |
| June 30, 2023 | 91.22% |
| May 31, 2023 | 91.22% |
| April 30, 2023 | 91.22% |
| March 31, 2023 | 90.23% |
| February 28, 2023 | 89.21% |
| January 31, 2023 | 89.21% |
| December 31, 2022 | 88.88% |
| November 30, 2022 | 84.77% |
| October 31, 2022 | 84.77% |
| September 30, 2022 | 84.77% |
| August 31, 2022 | 84.77% |
| July 31, 2022 | 84.77% |
| June 30, 2022 | 84.77% |
| May 31, 2022 | 83.44% |
| April 30, 2022 | 83.44% |
| Date | Value |
|---|---|
| March 31, 2022 | 83.44% |
| February 28, 2022 | 83.44% |
| January 31, 2022 | 83.44% |
| December 31, 2021 | 83.44% |
| November 30, 2021 | 83.44% |
| October 31, 2021 | 83.44% |
| September 30, 2021 | 83.44% |
| August 31, 2021 | 83.44% |
| July 31, 2021 | 83.44% |
| June 30, 2021 | 83.44% |
| May 31, 2021 | 83.44% |
| April 30, 2021 | 83.44% |
| March 31, 2021 | 83.44% |
| February 28, 2021 | 83.44% |
| January 31, 2021 | 83.44% |
| December 31, 2020 | 83.44% |
| November 30, 2020 | 83.44% |
| October 31, 2020 | 83.44% |
| September 30, 2020 | 83.44% |
| August 31, 2020 | 83.44% |
| July 31, 2020 | 83.44% |
| June 30, 2020 | 83.44% |
| May 31, 2020 | 83.44% |
| April 30, 2020 | 83.44% |
| March 31, 2020 | 83.44% |
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
20.51%
Minimum
May 2019
93.64%
Maximum
Aug 2023
80.69%
Average
83.44%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Ionic Brands Corp | 99.99% |
| 4Front Ventures Corp | 95.88% |
| Green Thumb Industries Inc | 82.24% |
| Lowell Farms Inc | 99.88% |
| Bright Minds Biosciences Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -43.45 |
| Beta (5Y) | 1.953 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 84.99% |
| Historical Sharpe Ratio (5Y) | -0.3511 |
| Historical Sortino (5Y) | -0.7452 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.96% |