Greenbrook TMS Inc (GBNHF)
0.021
0.00 (0.00%)
USD |
OTCM |
Nov 14, 10:27
Greenbrook TMS Max Drawdown (5Y): 99.95% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.95% |
| September 30, 2024 | 99.95% |
| August 31, 2024 | 99.93% |
| July 31, 2024 | 99.72% |
| June 30, 2024 | 99.72% |
| May 31, 2024 | 99.72% |
| April 30, 2024 | 99.72% |
| March 31, 2024 | 99.72% |
| February 29, 2024 | 99.72% |
| January 31, 2024 | 98.65% |
| December 31, 2023 | 98.65% |
| November 30, 2023 | 98.62% |
| October 31, 2023 | 98.62% |
| September 30, 2023 | 98.54% |
| August 31, 2023 | 98.46% |
| July 31, 2023 | 98.43% |
| June 30, 2023 | 96.97% |
| May 31, 2023 | 96.97% |
| April 30, 2023 | 96.97% |
| March 31, 2023 | 96.97% |
| February 28, 2023 | 92.30% |
| January 31, 2023 | 92.06% |
| December 31, 2022 | 92.06% |
| November 30, 2022 | 92.06% |
| October 31, 2022 | 92.06% |
| Date | Value |
|---|---|
| September 30, 2022 | 92.06% |
| August 31, 2022 | 92.06% |
| July 31, 2022 | 92.06% |
| June 30, 2022 | 92.06% |
| May 31, 2022 | 87.70% |
| April 30, 2022 | 87.15% |
| March 31, 2022 | 82.73% |
| February 28, 2022 | 81.76% |
| January 31, 2022 | 80.61% |
| December 31, 2021 | 74.42% |
| November 30, 2021 | 68.75% |
| October 31, 2021 | 68.75% |
| September 30, 2021 | 68.75% |
| August 31, 2021 | 68.75% |
| July 31, 2021 | 68.75% |
| June 30, 2021 | 68.75% |
| May 31, 2021 | 68.75% |
| April 30, 2021 | 68.75% |
| March 31, 2021 | 68.75% |
| February 28, 2021 | 68.75% |
| January 31, 2021 | 68.75% |
| December 31, 2020 | 68.75% |
| November 30, 2020 | 68.75% |
| October 31, 2020 | 68.75% |
| September 30, 2020 | 68.75% |
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
44.87%
Minimum
Nov 2019
99.95%
Maximum
Oct 2024
82.56%
Average
87.42%
Median
Max Drawdown (5Y) Benchmarks
| PreAxia Health Care Payment Systems Inc | -- |
| Empower Clinics Inc | 100.0% |
| Wellbeing Digital Sciences Inc | -- |
| Neuronetics Inc | 96.59% |
| IMAC Holdings Inc | 99.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -91.80 |
| Beta (5Y) | 1.367 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 108.4% |
| Historical Sharpe Ratio (5Y) | -0.684 |
| Historical Sortino (5Y) | -1.116 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 52.64% |