Fennec Pharmaceuticals Inc (FRX.TO)
9.85
+0.10
(+1.03%)
CAD |
TSX |
May 22, 16:00
Fennec Pharmaceuticals Max Drawdown (5Y): 72.90% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 72.90% |
March 31, 2024 | 76.26% |
February 29, 2024 | 76.26% |
January 31, 2024 | 76.26% |
December 31, 2023 | 76.26% |
November 30, 2023 | 76.26% |
October 31, 2023 | 76.26% |
September 30, 2023 | 76.26% |
August 31, 2023 | 76.26% |
July 31, 2023 | 76.26% |
June 30, 2023 | 76.26% |
May 31, 2023 | 76.26% |
April 30, 2023 | 76.26% |
March 31, 2023 | 76.26% |
February 28, 2023 | 76.26% |
January 31, 2023 | 76.26% |
December 31, 2022 | 76.26% |
November 30, 2022 | 76.26% |
October 31, 2022 | 76.26% |
September 30, 2022 | 76.26% |
August 31, 2022 | 76.26% |
July 31, 2022 | 76.26% |
June 30, 2022 | 76.26% |
May 31, 2022 | 76.26% |
April 30, 2022 | 76.26% |
Date | Value |
---|---|
March 31, 2022 | 76.26% |
February 28, 2022 | 76.26% |
January 31, 2022 | 76.26% |
December 31, 2021 | 76.26% |
November 30, 2021 | 76.26% |
October 31, 2021 | 76.26% |
September 30, 2021 | 76.26% |
August 31, 2021 | 76.26% |
July 31, 2021 | 76.26% |
June 30, 2021 | 76.26% |
May 31, 2021 | 76.26% |
April 30, 2021 | 76.26% |
March 31, 2021 | 91.85% |
February 28, 2021 | 91.85% |
January 31, 2021 | 94.24% |
December 31, 2020 | 95.09% |
November 30, 2020 | 95.39% |
October 31, 2020 | 96.20% |
September 30, 2020 | 97.61% |
August 31, 2020 | 97.62% |
July 31, 2020 | 97.62% |
June 30, 2020 | 97.62% |
May 31, 2020 | 97.62% |
April 30, 2020 | 97.62% |
March 31, 2020 | 97.62% |
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
72.90%
Minimum
Apr 2024
97.62%
Maximum
May 2019
84.04%
Average
76.26%
Median
Apr 2021
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) | 10.80 |
Beta (5Y) | 0.4459 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.67% |
Historical Sharpe Ratio (5Y) | 0.2592 |
Historical Sortino (5Y) | 0.3198 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.69% |