4Front Ventures Corp (FFNT.CX)
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Nov 22, 16:00
4Front Ventures Max Drawdown (5Y): 97.53% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 97.53% |
| August 31, 2024 | 97.12% |
| July 31, 2024 | 95.88% |
| June 30, 2024 | 95.88% |
| May 31, 2024 | 95.88% |
| April 30, 2024 | 95.88% |
| March 31, 2024 | 95.88% |
| February 29, 2024 | 95.47% |
| January 31, 2024 | 95.47% |
| December 31, 2023 | 95.47% |
| November 30, 2023 | 95.47% |
| October 31, 2023 | 95.47% |
| September 30, 2023 | 95.47% |
| August 31, 2023 | 95.47% |
| July 31, 2023 | 93.42% |
| June 30, 2023 | 93.42% |
| May 31, 2023 | 91.56% |
| April 30, 2023 | 91.56% |
| March 31, 2023 | 90.54% |
| February 28, 2023 | 88.89% |
| January 31, 2023 | 88.89% |
| December 31, 2022 | 88.89% |
| November 30, 2022 | 87.10% |
| October 31, 2022 | 87.10% |
| September 30, 2022 | 87.10% |
| Date | Value |
|---|---|
| August 31, 2022 | 87.10% |
| July 31, 2022 | 87.78% |
| June 30, 2022 | 87.78% |
| May 31, 2022 | 87.78% |
| April 30, 2022 | 90.83% |
| March 31, 2022 | 95.00% |
| February 28, 2022 | 95.00% |
| January 31, 2022 | 95.00% |
| December 31, 2021 | 95.00% |
| November 30, 2021 | 95.00% |
| October 31, 2021 | 95.00% |
| September 30, 2021 | 95.00% |
| August 31, 2021 | 95.00% |
| July 31, 2021 | 95.00% |
| June 30, 2021 | 95.00% |
| May 31, 2021 | 95.00% |
| April 30, 2021 | 95.19% |
| March 31, 2021 | 96.30% |
| February 28, 2021 | 97.00% |
| January 31, 2021 | 97.50% |
| December 31, 2020 | 98.00% |
| November 30, 2020 | 98.75% |
| October 31, 2020 | 98.75% |
| September 30, 2020 | 98.75% |
| August 31, 2020 | 98.75% |
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
87.10%
Minimum
Aug 2022
99.05%
Maximum
Nov 2019
94.66%
Average
95.47%
Median
Aug 2023
Max Drawdown (5Y) Benchmarks
| Green Thumb Industries Inc | 82.24% |
| Lowell Farms Inc | 99.96% |
| StateHouse Holdings Inc | 99.91% |
| Vireo Growth Inc | 98.55% |
| Bright Minds Biosciences Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -49.97 |
| Beta (5Y) | 1.112 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 102.7% |
| Historical Sharpe Ratio (5Y) | -0.3907 |
| Historical Sortino (5Y) | -0.8631 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.78% |