Lowell Farms Inc (LOWL.CX)
0.02
0.00 (0.00%)
CAD |
CNSX |
Nov 22, 16:00
Lowell Farms Max Drawdown (5Y): 99.96% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 99.96% |
| August 31, 2024 | 99.94% |
| July 31, 2024 | 99.94% |
| June 30, 2024 | 99.88% |
| May 31, 2024 | 99.88% |
| April 30, 2024 | 99.88% |
| March 31, 2024 | 99.88% |
| February 29, 2024 | 99.88% |
| January 31, 2024 | 99.88% |
| December 31, 2023 | 99.88% |
| November 30, 2023 | 99.83% |
| October 31, 2023 | 99.83% |
| September 30, 2023 | 99.83% |
| August 31, 2023 | 99.83% |
| July 31, 2023 | 99.77% |
| June 30, 2023 | 99.77% |
| May 31, 2023 | 99.77% |
| April 30, 2023 | 99.73% |
| March 31, 2023 | 99.73% |
| February 28, 2023 | 99.67% |
| January 31, 2023 | 99.43% |
| December 31, 2022 | 99.27% |
| November 30, 2022 | 98.70% |
| October 31, 2022 | 98.70% |
| September 30, 2022 | 98.67% |
| Date | Value |
|---|---|
| August 31, 2022 | 98.37% |
| July 31, 2022 | 98.33% |
| June 30, 2022 | 98.33% |
| May 31, 2022 | 98.33% |
| April 30, 2022 | 98.33% |
| March 31, 2022 | 98.33% |
| February 28, 2022 | 98.33% |
| January 31, 2022 | 98.33% |
| December 31, 2021 | 98.33% |
| November 30, 2021 | 98.33% |
| October 31, 2021 | 98.33% |
| September 30, 2021 | 98.33% |
| August 31, 2021 | 98.33% |
| July 31, 2021 | 98.33% |
| June 30, 2021 | 98.33% |
| May 31, 2021 | 98.33% |
| April 30, 2021 | 98.33% |
| March 31, 2021 | 98.33% |
| February 28, 2021 | 98.33% |
| January 31, 2021 | 98.33% |
| December 31, 2020 | 98.33% |
| November 30, 2020 | 98.33% |
| October 31, 2020 | 98.33% |
| September 30, 2020 | 98.33% |
| August 31, 2020 | 98.33% |
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
94.00%
Minimum
Nov 2019
99.96%
Maximum
Sep 2024
98.76%
Average
98.33%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| 4Front Ventures Corp | 97.53% |
| Green Thumb Industries Inc | 82.24% |
| StateHouse Holdings Inc | 99.91% |
| Vireo Growth Inc | 98.55% |
| Bright Minds Biosciences Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -98.17 |
| Beta (5Y) | 1.763 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 101.2% |
| Historical Sharpe Ratio (5Y) | -0.8161 |
| Historical Sortino (5Y) | -1.492 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 49.15% |