Glass House Brands, Inc. (GLAS)
5.25
-0.36
(-6.42%)
USD |
NYSE |
Oct 01, 13:33
Glass House Brands Max Drawdown (5Y) : 85.85% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 85.85% |
| August 31, 2026 | 85.85% |
| July 31, 2026 | 85.85% |
| June 30, 2026 | 85.85% |
| May 31, 2026 | 85.85% |
| April 30, 2026 | 85.85% |
| March 31, 2026 | 85.85% |
| February 28, 2026 | 85.85% |
| January 31, 2026 | 85.85% |
| December 31, 2025 | 85.85% |
| November 30, 2025 | 85.85% |
| October 31, 2025 | 85.85% |
| September 30, 2025 | 85.85% |
| August 31, 2025 | 85.85% |
| July 31, 2025 | 85.85% |
| June 30, 2025 | 85.85% |
| May 31, 2025 | 85.85% |
| April 30, 2025 | 85.85% |
| March 31, 2025 | 85.85% |
| February 28, 2025 | 85.85% |
| January 31, 2025 | 85.85% |
| December 31, 2024 | 85.85% |
| November 30, 2024 | 85.85% |
| October 31, 2024 | 85.85% |
| September 30, 2024 | 85.85% |
| Date | Value |
|---|---|
| August 31, 2024 | 85.85% |
| July 31, 2024 | 85.85% |
| June 30, 2024 | 85.85% |
| May 31, 2024 | 85.85% |
| April 30, 2024 | 85.85% |
| March 31, 2024 | 85.85% |
| February 29, 2024 | 85.85% |
| January 31, 2024 | 85.85% |
| December 31, 2023 | 85.85% |
| November 30, 2023 | 85.85% |
| October 31, 2023 | 85.85% |
| September 30, 2023 | 85.85% |
| August 31, 2023 | 85.85% |
| July 31, 2023 | 85.85% |
| June 30, 2023 | 85.85% |
| May 31, 2023 | 85.85% |
| April 30, 2023 | 85.85% |
| March 31, 2023 | 85.85% |
| February 28, 2023 | 85.85% |
| January 31, 2023 | 85.85% |
| December 31, 2022 | 85.85% |
| November 30, 2022 | 85.11% |
| October 31, 2022 | 85.11% |
| September 30, 2022 | 85.11% |
| August 31, 2022 | 85.11% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| LiveWire Ergogenics, Inc. | 100.00% |
| ESG, Inc. | -- |
| Herbalife Ltd. | 91.22% |
| United-Guardian, Inc. | 76.03% |
| CV Sciences, Inc. | 99.59% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.246 |
| Beta (5Y) | 0.7744 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 74.97% |
| Historical Sharpe Ratio (5Y) | -0.02 |
| Historical Sortino (5Y) | -0.043 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.94% |