Green Thumb Industries Inc (GTBIF)
11.80
-0.70
(-5.60%)
USD |
OTCM |
Apr 25, 16:00
Green Thumb Industries Max Drawdown (5Y): 82.90% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 82.90% |
| February 29, 2024 | 82.90% |
| January 31, 2024 | 82.90% |
| December 31, 2023 | 82.90% |
| November 30, 2023 | 82.90% |
| October 31, 2023 | 82.90% |
| September 30, 2023 | 82.90% |
| August 31, 2023 | 82.90% |
| July 31, 2023 | 82.90% |
| June 30, 2023 | 82.39% |
| May 31, 2023 | 82.39% |
| April 30, 2023 | 82.39% |
| March 31, 2023 | 82.39% |
| February 28, 2023 | 82.39% |
| January 31, 2023 | 82.39% |
| December 31, 2022 | 82.39% |
| November 30, 2022 | 82.39% |
| October 31, 2022 | 82.39% |
| September 30, 2022 | 82.39% |
| August 31, 2022 | 82.39% |
| July 31, 2022 | 82.39% |
| June 30, 2022 | 82.39% |
| May 31, 2022 | 82.39% |
| April 30, 2022 | 82.39% |
| March 31, 2022 | 82.39% |
| Date | Value |
|---|---|
| February 28, 2022 | 82.39% |
| January 31, 2022 | 82.39% |
| December 31, 2021 | 82.39% |
| November 30, 2021 | 82.39% |
| October 31, 2021 | 82.39% |
| September 30, 2021 | 82.39% |
| August 31, 2021 | 82.39% |
| July 31, 2021 | 82.39% |
| June 30, 2021 | 82.39% |
| May 31, 2021 | 82.39% |
| April 30, 2021 | 82.39% |
| March 31, 2021 | 82.39% |
| February 28, 2021 | 82.39% |
| January 31, 2021 | 82.39% |
| December 31, 2020 | 82.39% |
| November 30, 2020 | 82.39% |
| October 31, 2020 | 82.39% |
| September 30, 2020 | 82.39% |
| August 31, 2020 | 82.39% |
| July 31, 2020 | 82.39% |
| June 30, 2020 | 82.39% |
| May 31, 2020 | 82.39% |
| April 30, 2020 | 82.39% |
| March 31, 2020 | 82.39% |
| February 29, 2020 | 69.60% |
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
67.40%
Minimum
Apr 2019
82.90%
Maximum
Jul 2023
79.75%
Average
82.39%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Flora Growth Corp | -- |
| Tilray Brands Inc | 95.16% |
| Clever Leaves Holdings Inc | -- |
| Seelos Therapeutics Inc | 99.93% |
| 180 Life Sciences Corp | 99.96% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.15 |
| Beta (5Y) | 1.714 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.92% |
| Historical Sharpe Ratio (5Y) | -0.0409 |
| Historical Sortino (5Y) | -0.0814 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.55% |