Charlottes Web Holdings Inc (CWEB.TO)
0.28
0.00 (0.00%)
CAD |
TSX |
May 03, 16:00
Charlottes Web Holdings Max Drawdown (5Y): 99.38% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.38% |
| March 31, 2024 | 99.38% |
| February 29, 2024 | 99.38% |
| January 31, 2024 | 99.29% |
| December 31, 2023 | 99.29% |
| November 30, 2023 | 99.29% |
| October 31, 2023 | 99.29% |
| September 30, 2023 | 99.29% |
| August 31, 2023 | 99.29% |
| July 31, 2023 | 99.29% |
| June 30, 2023 | 99.29% |
| May 31, 2023 | 99.13% |
| April 30, 2023 | 98.76% |
| March 31, 2023 | 98.74% |
| February 28, 2023 | 98.45% |
| January 31, 2023 | 98.45% |
| December 31, 2022 | 98.45% |
| November 30, 2022 | 98.45% |
| October 31, 2022 | 98.45% |
| September 30, 2022 | 98.45% |
| August 31, 2022 | 98.38% |
| July 31, 2022 | 98.38% |
| June 30, 2022 | 98.38% |
| May 31, 2022 | 98.38% |
| April 30, 2022 | 96.61% |
| Date | Value |
|---|---|
| March 31, 2022 | 96.58% |
| February 28, 2022 | 96.58% |
| January 31, 2022 | 96.58% |
| December 31, 2021 | 96.02% |
| November 30, 2021 | 94.75% |
| October 31, 2021 | 93.72% |
| September 30, 2021 | 92.32% |
| August 31, 2021 | 90.65% |
| July 31, 2021 | 90.37% |
| June 30, 2021 | 90.37% |
| May 31, 2021 | 90.37% |
| April 30, 2021 | 90.37% |
| March 31, 2021 | 90.37% |
| February 28, 2021 | 90.37% |
| January 31, 2021 | 90.37% |
| December 31, 2020 | 90.37% |
| November 30, 2020 | 90.37% |
| October 31, 2020 | 90.37% |
| September 30, 2020 | 90.37% |
| August 31, 2020 | 86.82% |
| July 31, 2020 | 86.82% |
| June 30, 2020 | 86.82% |
| May 31, 2020 | 86.82% |
| April 30, 2020 | 86.82% |
| March 31, 2020 | 86.82% |
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
44.44%
Minimum
May 2019
99.38%
Maximum
Feb 2024
89.00%
Average
94.24%
Median
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) | -75.53 |
| Beta (5Y) | 2.198 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 92.25% |
| Historical Sharpe Ratio (5Y) | -0.6527 |
| Historical Sortino (5Y) | -1.554 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.16% |