Green Thumb Industries Inc (GTBIF)
9.50
+0.16
(+1.71%)
USD |
OTCM |
Nov 27, 16:00
Green Thumb Industries Max Drawdown (5Y): 84.16% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 84.16% |
| September 30, 2024 | 84.16% |
| August 31, 2024 | 84.16% |
| July 31, 2024 | 84.16% |
| June 30, 2024 | 84.16% |
| May 31, 2024 | 84.16% |
| April 30, 2024 | 84.16% |
| March 31, 2024 | 84.16% |
| February 29, 2024 | 84.16% |
| January 31, 2024 | 84.16% |
| December 31, 2023 | 88.27% |
| November 30, 2023 | 88.97% |
| October 31, 2023 | 88.97% |
| September 30, 2023 | 88.97% |
| August 31, 2023 | 88.97% |
| July 31, 2023 | 90.40% |
| June 30, 2023 | 90.40% |
| May 31, 2023 | 90.40% |
| April 30, 2023 | 90.40% |
| March 31, 2023 | 90.59% |
| February 28, 2023 | 90.86% |
| January 31, 2023 | 90.86% |
| December 31, 2022 | 90.86% |
| November 30, 2022 | 90.86% |
| October 31, 2022 | 90.86% |
| Date | Value |
|---|---|
| September 30, 2022 | 90.86% |
| August 31, 2022 | 90.86% |
| July 31, 2022 | 90.86% |
| June 30, 2022 | 90.86% |
| May 31, 2022 | 90.86% |
| April 30, 2022 | 90.86% |
| March 31, 2022 | 90.86% |
| February 28, 2022 | 90.86% |
| January 31, 2022 | 90.86% |
| December 31, 2021 | 90.86% |
| November 30, 2021 | 94.88% |
| October 31, 2021 | 96.25% |
| September 30, 2021 | 96.25% |
| August 31, 2021 | 96.25% |
| July 31, 2021 | 96.25% |
| June 30, 2021 | 96.25% |
| May 31, 2021 | 97.01% |
| April 30, 2021 | 98.32% |
| March 31, 2021 | 98.32% |
| February 28, 2021 | 99.04% |
| January 31, 2021 | 99.62% |
| December 31, 2020 | 99.62% |
| November 30, 2020 | 99.67% |
| October 31, 2020 | 99.67% |
| September 30, 2020 | 99.67% |
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
84.16%
Minimum
Jan 2024
99.67%
Maximum
Nov 2019
92.74%
Average
90.86%
Median
Dec 2021
Max Drawdown (5Y) Benchmarks
| MariMed Inc | 97.51% |
| cbdMD Inc | -- |
| Flora Growth Corp | -- |
| NovaBay Pharmaceuticals Inc | 99.98% |
| Palatin Technologies Inc | 97.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.75 |
| Beta (5Y) | 1.629 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.30% |
| Historical Sharpe Ratio (5Y) | 0.019 |
| Historical Sortino (5Y) | 0.0367 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.55% |