Marijuana Company of America, Inc. (MCOA)
0.0000
0.00 (0.00%)
USD |
OTCM |
Jan 08, 14:43
Marijuana Company of America Max Drawdown (5Y): 100.0% for Dec. 31, 2025
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Maximum
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Max Drawdown (5Y) Benchmarks
| Cannonau Corp. | 100.0% |
| 4Cable TV International, Inc. | 99.75% |
| North Springs Resources Corp. | 99.96% |
| CBD Life Sciences, Inc. | 100.0% |
| Golden Developing Solutions, Inc. | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -168.25 |
| Beta (5Y) | 7.493 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 8.30K% |
| Historical Sharpe Ratio (5Y) | -0.0102 |
| Historical Sortino (5Y) | -0.9356 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 66.67% |