Heritage Cannabis Holding Corp (HERTF)
0.0016
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Heritage Cannabis Max Drawdown (5Y): 99.77% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.77% |
| March 31, 2024 | 99.08% |
| February 29, 2024 | 98.71% |
| January 31, 2024 | 98.64% |
| December 31, 2023 | 98.64% |
| November 30, 2023 | 98.64% |
| October 31, 2023 | 98.64% |
| September 30, 2023 | 98.64% |
| August 31, 2023 | 98.64% |
| July 31, 2023 | 98.55% |
| June 30, 2023 | 98.43% |
| May 31, 2023 | 98.31% |
| April 30, 2023 | 97.87% |
| March 31, 2023 | 97.61% |
| February 28, 2023 | 97.61% |
| January 31, 2023 | 97.61% |
| December 31, 2022 | 97.61% |
| November 30, 2022 | 96.20% |
| October 31, 2022 | 95.88% |
| September 30, 2022 | 95.74% |
| August 31, 2022 | 95.40% |
| July 31, 2022 | 95.35% |
| June 30, 2022 | 94.89% |
| May 31, 2022 | 94.62% |
| April 30, 2022 | 93.80% |
| Date | Value |
|---|---|
| March 31, 2022 | 93.80% |
| February 28, 2022 | 93.02% |
| January 31, 2022 | 93.02% |
| December 31, 2021 | 92.70% |
| November 30, 2021 | 92.70% |
| October 31, 2021 | 92.70% |
| September 30, 2021 | 91.46% |
| August 31, 2021 | 91.15% |
| July 31, 2021 | 89.79% |
| June 30, 2021 | 89.79% |
| May 31, 2021 | 89.79% |
| April 30, 2021 | 89.79% |
| March 31, 2021 | 89.79% |
| February 28, 2021 | 89.79% |
| January 31, 2021 | 89.79% |
| December 31, 2020 | 89.79% |
| November 30, 2020 | 89.79% |
| October 31, 2020 | 89.79% |
| September 30, 2020 | 89.79% |
| August 31, 2020 | 89.44% |
| July 31, 2020 | 86.74% |
| June 30, 2020 | 86.41% |
| May 31, 2020 | 86.41% |
| April 30, 2020 | 86.41% |
| March 31, 2020 | 86.41% |
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
81.51%
Minimum
Jan 2020
99.77%
Maximum
Apr 2024
92.73%
Average
92.70%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Acasti Pharma Inc | 98.73% |
| Aurinia Pharmaceuticals Inc | 87.58% |
| Edesa Biotech Inc | 99.58% |
| Lexaria Bioscience Corp | 98.90% |
| Xenon Pharmaceuticals Inc | 64.74% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -74.29 |
| Beta (5Y) | 0.5538 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 79.66% |
| Historical Sharpe Ratio (5Y) | -0.855 |
| Historical Sortino (5Y) | -1.423 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.08% |