C21 Investments Inc (CXXIF)
0.2385
+0.02
(+8.41%)
USD |
OTCM |
Sep 19, 16:00
C21 Investments Max Drawdown (5Y): 92.28% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
August 31, 2024 | 92.28% |
July 31, 2024 | 92.28% |
June 30, 2024 | 92.28% |
May 31, 2024 | 92.28% |
April 30, 2024 | 92.28% |
March 31, 2024 | 92.28% |
February 29, 2024 | 92.28% |
January 31, 2024 | 92.28% |
December 31, 2023 | 92.28% |
November 30, 2023 | 92.28% |
October 31, 2023 | 92.28% |
September 30, 2023 | 92.28% |
August 31, 2023 | 92.28% |
July 31, 2023 | 92.28% |
June 30, 2023 | 92.28% |
May 31, 2023 | 92.28% |
April 30, 2023 | 92.28% |
March 31, 2023 | 92.28% |
February 28, 2023 | 92.28% |
January 31, 2023 | 92.28% |
December 31, 2022 | 92.28% |
November 30, 2022 | 92.28% |
October 31, 2022 | 92.28% |
September 30, 2022 | 92.28% |
August 31, 2022 | 92.28% |
Date | Value |
---|---|
July 31, 2022 | 92.28% |
June 30, 2022 | 92.28% |
May 31, 2022 | 92.28% |
April 30, 2022 | 92.28% |
March 31, 2022 | 92.28% |
February 28, 2022 | 92.28% |
January 31, 2022 | 92.28% |
December 31, 2021 | 92.28% |
November 30, 2021 | 92.28% |
October 31, 2021 | 92.28% |
September 30, 2021 | 92.28% |
August 31, 2021 | 92.28% |
July 31, 2021 | 92.28% |
June 30, 2021 | 92.28% |
May 31, 2021 | 92.28% |
April 30, 2021 | 92.28% |
March 31, 2021 | 92.28% |
February 28, 2021 | 92.28% |
January 31, 2021 | 92.28% |
December 31, 2020 | 92.28% |
November 30, 2020 | 92.28% |
October 31, 2020 | 92.28% |
September 30, 2020 | 92.28% |
August 31, 2020 | 92.28% |
July 31, 2020 | 92.28% |
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
80.33%
Minimum
Sep 2019
92.28%
Maximum
Mar 2020
91.45%
Average
92.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Acasti Pharma Inc | 98.73% |
Aurinia Pharmaceuticals Inc | 87.58% |
Edesa Biotech Inc | 99.58% |
Lexaria Bioscience Corp | 98.90% |
Xenon Pharmaceuticals Inc | 60.78% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -50.28 |
Beta (5Y) | 2.285 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 83.42% |
Historical Sharpe Ratio (5Y) | -0.2287 |
Historical Sortino (5Y) | -0.5654 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.31% |