Cresco Labs Inc (CRLBF)
1.99
-0.07
(-3.40%)
USD |
OTCM |
Apr 25, 11:18
Cresco Labs Max Drawdown (5Y): 93.96% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 93.96% |
| February 29, 2024 | 93.96% |
| January 31, 2024 | 93.96% |
| December 31, 2023 | 93.96% |
| November 30, 2023 | 93.96% |
| October 31, 2023 | 93.96% |
| September 30, 2023 | 93.96% |
| August 31, 2023 | 93.96% |
| July 31, 2023 | 91.78% |
| June 30, 2023 | 91.78% |
| May 31, 2023 | 91.78% |
| April 30, 2023 | 91.78% |
| March 31, 2023 | 91.01% |
| February 28, 2023 | 89.82% |
| January 31, 2023 | 89.76% |
| December 31, 2022 | 89.64% |
| November 30, 2022 | 85.56% |
| October 31, 2022 | 85.56% |
| September 30, 2022 | 85.56% |
| August 31, 2022 | 85.21% |
| July 31, 2022 | 85.21% |
| June 30, 2022 | 85.21% |
| May 31, 2022 | 84.50% |
| April 30, 2022 | 84.50% |
| March 31, 2022 | 84.50% |
| Date | Value |
|---|---|
| February 28, 2022 | 84.50% |
| January 31, 2022 | 84.50% |
| December 31, 2021 | 84.50% |
| November 30, 2021 | 84.50% |
| October 31, 2021 | 84.50% |
| September 30, 2021 | 84.50% |
| August 31, 2021 | 84.50% |
| July 31, 2021 | 84.50% |
| June 30, 2021 | 84.50% |
| May 31, 2021 | 84.50% |
| April 30, 2021 | 84.50% |
| March 31, 2021 | 84.50% |
| February 28, 2021 | 84.50% |
| January 31, 2021 | 84.50% |
| December 31, 2020 | 84.50% |
| November 30, 2020 | 84.50% |
| October 31, 2020 | 84.50% |
| September 30, 2020 | 84.50% |
| August 31, 2020 | 84.50% |
| July 31, 2020 | 84.50% |
| June 30, 2020 | 84.50% |
| May 31, 2020 | 84.50% |
| April 30, 2020 | 84.50% |
| March 31, 2020 | 84.50% |
| February 29, 2020 | 65.51% |
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
16.75%
Minimum
Apr 2019
93.96%
Maximum
Aug 2023
79.97%
Average
84.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Flora Growth Corp | -- |
| Tilray Brands Inc | 95.16% |
| Clever Leaves Holdings Inc | -- |
| Seelos Therapeutics Inc | 99.93% |
| Skye Bioscience Inc | 99.47% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -57.84 |
| Beta (5Y) | 2.078 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 85.71% |
| Historical Sharpe Ratio (5Y) | -0.3584 |
| Historical Sortino (5Y) | -0.7407 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.75% |