Cronos Group Inc (CRON.TO)
2.76
-0.11
(-3.83%)
CAD |
TSX |
Nov 08, 13:14
Cronos Group Max Drawdown (5Y): 93.23% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 93.23% |
| August 31, 2024 | 93.23% |
| July 31, 2024 | 93.23% |
| June 30, 2024 | 93.23% |
| May 31, 2024 | 93.23% |
| April 30, 2024 | 93.23% |
| March 31, 2024 | 93.23% |
| February 29, 2024 | 93.23% |
| January 31, 2024 | 93.23% |
| December 31, 2023 | 93.23% |
| November 30, 2023 | 93.23% |
| October 31, 2023 | 93.23% |
| September 30, 2023 | 93.23% |
| August 31, 2023 | 93.23% |
| July 31, 2023 | 93.23% |
| June 30, 2023 | 93.23% |
| May 31, 2023 | 92.79% |
| April 30, 2023 | 92.57% |
| March 31, 2023 | 91.97% |
| February 28, 2023 | 91.00% |
| January 31, 2023 | 89.80% |
| December 31, 2022 | 89.52% |
| November 30, 2022 | 89.52% |
| October 31, 2022 | 89.52% |
| September 30, 2022 | 89.52% |
| Date | Value |
|---|---|
| August 31, 2022 | 89.52% |
| July 31, 2022 | 89.52% |
| June 30, 2022 | 89.52% |
| May 31, 2022 | 88.51% |
| April 30, 2022 | 88.29% |
| March 31, 2022 | 87.98% |
| February 28, 2022 | 86.84% |
| January 31, 2022 | 86.84% |
| December 31, 2021 | 84.51% |
| November 30, 2021 | 82.12% |
| October 31, 2021 | 80.45% |
| September 30, 2021 | 80.45% |
| August 31, 2021 | 80.45% |
| July 31, 2021 | 80.45% |
| June 30, 2021 | 80.45% |
| May 31, 2021 | 80.45% |
| April 30, 2021 | 80.45% |
| March 31, 2021 | 80.45% |
| February 28, 2021 | 80.45% |
| January 31, 2021 | 80.45% |
| December 31, 2020 | 80.45% |
| November 30, 2020 | 80.45% |
| October 31, 2020 | 80.45% |
| September 30, 2020 | 80.45% |
| August 31, 2020 | 80.45% |
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
77.71%
Minimum
Nov 2019
93.23%
Maximum
Jun 2023
86.47%
Average
88.29%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| Aurora Cannabis Inc | 99.73% |
| Biocure Technology Inc | 99.70% |
| Core One Labs Inc | 99.97% |
| Nova Mentis Life Science Corp | 99.28% |
| Nanosphere Health Sciences Inc | 99.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -35.96 |
| Beta (5Y) | 1.066 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.65% |
| Historical Sharpe Ratio (5Y) | -0.5239 |
| Historical Sortino (5Y) | -1.142 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.18% |