Green Thumb Industries Inc (GTII.CX)
12.48
+1.63
(+15.02%)
CAD |
CNSX |
Nov 12, 15:59
Green Thumb Industries Max Drawdown (5Y): 82.24% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 82.24% |
August 31, 2024 | 82.24% |
July 31, 2024 | 82.24% |
June 30, 2024 | 82.24% |
May 31, 2024 | 82.24% |
April 30, 2024 | 82.24% |
March 31, 2024 | 82.24% |
February 29, 2024 | 82.24% |
January 31, 2024 | 82.24% |
December 31, 2023 | 82.24% |
November 30, 2023 | 82.24% |
October 31, 2023 | 84.24% |
September 30, 2023 | 87.93% |
August 31, 2023 | 87.93% |
July 31, 2023 | 87.93% |
June 30, 2023 | 87.93% |
May 31, 2023 | 89.86% |
April 30, 2023 | 89.86% |
March 31, 2023 | 89.86% |
February 28, 2023 | 89.86% |
January 31, 2023 | 89.86% |
December 31, 2022 | 89.86% |
November 30, 2022 | 89.86% |
October 31, 2022 | 89.86% |
September 30, 2022 | 89.86% |
Date | Value |
---|---|
August 31, 2022 | 89.86% |
July 31, 2022 | 89.86% |
June 30, 2022 | 91.30% |
May 31, 2022 | 91.30% |
April 30, 2022 | 91.30% |
March 31, 2022 | 91.30% |
February 28, 2022 | 91.30% |
January 31, 2022 | 91.30% |
December 31, 2021 | 91.30% |
November 30, 2021 | 91.30% |
October 31, 2021 | 91.30% |
September 30, 2021 | 91.30% |
August 31, 2021 | 91.30% |
July 31, 2021 | 91.30% |
June 30, 2021 | 91.30% |
May 31, 2021 | 91.30% |
April 30, 2021 | 91.30% |
March 31, 2021 | 95.00% |
February 28, 2021 | 96.25% |
January 31, 2021 | 96.25% |
December 31, 2020 | 96.94% |
November 30, 2020 | 97.32% |
October 31, 2020 | 98.67% |
September 30, 2020 | 99.17% |
August 31, 2020 | 99.17% |
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
82.24%
Minimum
Nov 2023
99.17%
Maximum
Nov 2019
91.02%
Average
91.30%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
4Front Ventures Corp | 97.53% |
Lowell Farms Inc | 99.96% |
StateHouse Holdings Inc | 99.91% |
Vireo Growth Inc | 98.55% |
Bright Minds Biosciences Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.423 |
Beta (5Y) | 1.429 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.60% |
Historical Sharpe Ratio (5Y) | 0.0489 |
Historical Sortino (5Y) | 0.0968 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.52% |