Greenbriar Sustainable Living Inc (GRB.V)
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May 02, 14:41
Greenbriar Sustainable Living Max Drawdown (5Y): 82.96% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 82.96% |
| March 31, 2024 | 82.96% |
| February 29, 2024 | 82.96% |
| January 31, 2024 | 82.96% |
| December 31, 2023 | 82.96% |
| November 30, 2023 | 82.96% |
| October 31, 2023 | 82.96% |
| September 30, 2023 | 82.96% |
| August 31, 2023 | 82.96% |
| July 31, 2023 | 81.70% |
| June 30, 2023 | 79.20% |
| May 31, 2023 | 76.44% |
| April 30, 2023 | 75.44% |
| March 31, 2023 | 75.44% |
| February 28, 2023 | 75.44% |
| January 31, 2023 | 75.44% |
| December 31, 2022 | 75.44% |
| November 30, 2022 | 75.44% |
| October 31, 2022 | 75.44% |
| September 30, 2022 | 75.44% |
| August 31, 2022 | 75.44% |
| July 31, 2022 | 75.44% |
| June 30, 2022 | 75.44% |
| May 31, 2022 | 75.44% |
| April 30, 2022 | 77.78% |
| Date | Value |
|---|---|
| March 31, 2022 | 83.33% |
| February 28, 2022 | 83.33% |
| January 31, 2022 | 83.33% |
| December 31, 2021 | 83.33% |
| November 30, 2021 | 83.33% |
| October 31, 2021 | 83.33% |
| September 30, 2021 | 83.33% |
| August 31, 2021 | 83.33% |
| July 31, 2021 | 83.33% |
| June 30, 2021 | 83.66% |
| May 31, 2021 | 86.93% |
| April 30, 2021 | 86.93% |
| March 31, 2021 | 86.93% |
| February 28, 2021 | 86.93% |
| January 31, 2021 | 86.93% |
| December 31, 2020 | 86.93% |
| November 30, 2020 | 86.93% |
| October 31, 2020 | 86.93% |
| September 30, 2020 | 86.93% |
| August 31, 2020 | 86.93% |
| July 31, 2020 | 86.93% |
| June 30, 2020 | 86.93% |
| May 31, 2020 | 86.93% |
| April 30, 2020 | 86.93% |
| March 31, 2020 | 86.93% |
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
75.44%
Minimum
May 2022
86.93%
Maximum
May 2019
82.90%
Average
83.33%
Median
Jul 2021
Max Drawdown (5Y) Benchmarks
| Berkley Renewables Inc | 73.33% |
| Boralex Inc | 51.66% |
| Innergex Renewable Energy Inc | 74.53% |
| Algonquin Power & Utilities Corp | 64.39% |
| Synex Renewable Energy Corp | 67.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.019 |
| Beta (5Y) | -0.1943 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 94.52% |
| Historical Sharpe Ratio (5Y) | -0.0357 |
| Historical Sortino (5Y) | -0.1177 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.29% |