Greenlane Holdings Inc (GNLN)
1.79
+0.02
(+1.13%)
USD |
NASDAQ |
Nov 21, 16:00
1.80
+0.01
(+0.56%)
After-Hours: 20:00
Greenlane Holdings Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
| 22nd Century Group Inc | 99.99% |
| Alico Inc | 53.78% |
| S&W Seed Co | 97.18% |
| Local Bounti Corp | -- |
| Pioneer Green Farms Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -106.37 |
| Beta (5Y) | 1.851 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 121.7% |
| Historical Sharpe Ratio (5Y) | -0.6774 |
| Historical Sortino (5Y) | -1.573 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 45.89% |