Green Thumb Industries Inc (GTII.CX)
16.73
-1.32
(-7.31%)
CAD |
CNSX |
May 06, 16:00
Green Thumb Industries Max Drawdown (5Y): 82.24% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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 | 99.04% |
| August 31, 2020 | 99.17% |
| July 31, 2020 | 99.17% |
| June 30, 2020 | 99.17% |
| May 31, 2020 | 99.17% |
| April 30, 2020 | 99.17% |
| March 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
May 2019
92.56%
Average
91.30%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| Ionic Brands Corp | 99.99% |
| 4Front Ventures Corp | 95.88% |
| Lowell Farms Inc | 99.88% |
| StateHouse Holdings Inc | 99.99% |
| Bright Minds Biosciences Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.85 |
| Beta (5Y) | 1.610 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.86% |
| Historical Sharpe Ratio (5Y) | -0.0097 |
| Historical Sortino (5Y) | -0.0194 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.33% |