Cronos Group Inc (CRON)
2.04
-0.03
(-1.45%)
USD |
NASDAQ |
Nov 15, 13:30
Cronos Group Max Drawdown (5Y): 92.95% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 92.95% |
| September 30, 2024 | 92.95% |
| August 31, 2024 | 92.95% |
| July 31, 2024 | 92.95% |
| June 30, 2024 | 92.95% |
| May 31, 2024 | 92.95% |
| April 30, 2024 | 92.95% |
| March 31, 2024 | 92.95% |
| February 29, 2024 | 92.95% |
| January 31, 2024 | 92.95% |
| December 31, 2023 | 92.95% |
| November 30, 2023 | 92.95% |
| October 31, 2023 | 92.95% |
| September 30, 2023 | 92.95% |
| August 31, 2023 | 92.95% |
| July 31, 2023 | 92.95% |
| June 30, 2023 | 92.95% |
| May 31, 2023 | 92.74% |
| April 30, 2023 | 92.70% |
| March 31, 2023 | 92.11% |
| February 28, 2023 | 91.14% |
| January 31, 2023 | 89.79% |
| December 31, 2022 | 89.49% |
| November 30, 2022 | 89.07% |
| October 31, 2022 | 89.07% |
| Date | Value |
|---|---|
| September 30, 2022 | 89.07% |
| August 31, 2022 | 89.07% |
| July 31, 2022 | 89.07% |
| June 30, 2022 | 89.07% |
| May 31, 2022 | 88.06% |
| April 30, 2022 | 87.72% |
| March 31, 2022 | 87.34% |
| February 28, 2022 | 86.08% |
| January 31, 2022 | 86.08% |
| December 31, 2021 | 83.76% |
| November 30, 2021 | 81.18% |
| October 31, 2021 | 80.93% |
| September 30, 2021 | 80.93% |
| August 31, 2021 | 80.93% |
| July 31, 2021 | 80.93% |
| June 30, 2021 | 80.93% |
| May 31, 2021 | 80.93% |
| April 30, 2021 | 80.93% |
| March 31, 2021 | 80.93% |
| February 28, 2021 | 80.93% |
| January 31, 2021 | 80.93% |
| December 31, 2020 | 80.93% |
| November 30, 2020 | 80.93% |
| October 31, 2020 | 80.93% |
| September 30, 2020 | 80.93% |
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
74.09%
Minimum
Nov 2019
92.95%
Maximum
Jun 2023
86.32%
Average
87.89%
Median
Max Drawdown (5Y) Benchmarks
| Tilray Brands Inc | 99.29% |
| Aurinia Pharmaceuticals Inc | 87.58% |
| Edesa Biotech Inc | 99.58% |
| Lexaria Bioscience Corp | 98.90% |
| Xenon Pharmaceuticals Inc | 54.01% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -38.90 |
| Beta (5Y) | 0.9762 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.30% |
| Historical Sharpe Ratio (5Y) | -0.5127 |
| Historical Sortino (5Y) | -1.100 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.31% |