Greenlane Renewables Inc (GRN.TO)
0.10
+0.01
(+11.11%)
CAD |
TSX |
Nov 20, 09:30
Greenlane Renewables Max Drawdown (5Y): 97.73% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 97.73% |
| August 31, 2024 | 97.20% |
| July 31, 2024 | 97.20% |
| June 30, 2024 | 97.20% |
| May 31, 2024 | 97.20% |
| April 30, 2024 | 97.03% |
| March 31, 2024 | 96.15% |
| February 29, 2024 | 95.80% |
| January 31, 2024 | 95.63% |
| December 31, 2023 | 95.63% |
| November 30, 2023 | 94.93% |
| October 31, 2023 | 93.36% |
| September 30, 2023 | 93.36% |
| August 31, 2023 | 92.83% |
| July 31, 2023 | 91.43% |
| June 30, 2023 | 91.26% |
| May 31, 2023 | 90.56% |
| April 30, 2023 | 90.04% |
| March 31, 2023 | 90.04% |
| February 28, 2023 | 85.49% |
| January 31, 2023 | 84.96% |
| December 31, 2022 | 83.39% |
| November 30, 2022 | 83.39% |
| October 31, 2022 | 81.47% |
| September 30, 2022 | 78.67% |
| Date | Value |
|---|---|
| August 31, 2022 | 78.67% |
| July 31, 2022 | 78.67% |
| June 30, 2022 | 76.22% |
| May 31, 2022 | 75.29% |
| April 30, 2022 | 75.29% |
| March 31, 2022 | 75.29% |
| February 28, 2022 | 75.29% |
| January 31, 2022 | 75.29% |
| December 31, 2021 | 75.29% |
| November 30, 2021 | 75.29% |
| October 31, 2021 | 75.29% |
| September 30, 2021 | 75.29% |
| August 31, 2021 | 75.29% |
| July 31, 2021 | 75.29% |
| June 30, 2021 | 75.29% |
| May 31, 2021 | 75.29% |
| April 30, 2021 | 75.29% |
| March 31, 2021 | 75.29% |
| February 28, 2021 | 75.29% |
| January 31, 2021 | 75.29% |
| December 31, 2020 | 75.29% |
| November 30, 2020 | 75.29% |
| October 31, 2020 | 75.29% |
| September 30, 2020 | 75.29% |
| August 31, 2020 | 75.29% |
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
50.00%
Minimum
Nov 2019
97.73%
Maximum
Sep 2024
80.65%
Average
75.29%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Bactech Environmental Corp | 92.86% |
| Beyond Medical Technologies Inc | 99.62% |
| Sharc International Systems Inc | 97.40% |
| Newlox Gold Ventures Corp | -- |
| ParcelPal Logistics Inc | 98.21% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -43.75 |
| Beta (5Y) | 2.504 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 102.1% |
| Historical Sharpe Ratio (5Y) | -0.2117 |
| Historical Sortino (5Y) | -0.5814 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.78% |