MJ Harvest Inc (MJHI)
0.0002
0.00 (0.00%)
USD |
OTCM |
May 02, 16:00
MJ Harvest Max Drawdown (5Y): 100.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 100.00% |
| March 31, 2024 | 100.00% |
| February 29, 2024 | 100.00% |
| January 31, 2024 | 100.00% |
| December 31, 2023 | 100.00% |
| November 30, 2023 | 99.97% |
| October 31, 2023 | 99.80% |
| September 30, 2023 | 99.80% |
| August 31, 2023 | 99.72% |
| July 31, 2023 | 99.69% |
| June 30, 2023 | 99.69% |
| May 31, 2023 | 99.68% |
| April 30, 2023 | 99.65% |
| March 31, 2023 | 99.65% |
| February 28, 2023 | 99.65% |
| January 31, 2023 | 99.65% |
| December 31, 2022 | 99.65% |
| November 30, 2022 | 99.53% |
| October 31, 2022 | 99.17% |
| September 30, 2022 | 98.67% |
| August 31, 2022 | 98.26% |
| July 31, 2022 | 98.00% |
| June 30, 2022 | 98.00% |
| May 31, 2022 | 98.00% |
| April 30, 2022 | 98.00% |
| Date | Value |
|---|---|
| March 31, 2022 | 98.00% |
| February 28, 2022 | 98.00% |
| January 31, 2022 | 98.00% |
| December 31, 2021 | 98.00% |
| November 30, 2021 | 98.00% |
| October 31, 2021 | 98.00% |
| September 30, 2021 | 98.00% |
| August 31, 2021 | 98.00% |
| July 31, 2021 | 98.00% |
| June 30, 2021 | 98.00% |
| May 31, 2021 | 98.00% |
| April 30, 2021 | 98.00% |
| March 31, 2021 | 98.00% |
| February 28, 2021 | 98.00% |
| January 31, 2021 | 98.00% |
| December 31, 2020 | 98.00% |
| November 30, 2020 | 98.00% |
| October 31, 2020 | 97.33% |
| September 30, 2020 | 97.33% |
| August 31, 2020 | 97.33% |
| July 31, 2020 | 95.33% |
| June 30, 2020 | 93.20% |
| May 31, 2020 | 92.00% |
| April 30, 2020 | 90.00% |
| March 31, 2020 | 89.33% |
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
78.67%
Minimum
May 2019
100.00%
Maximum
Dec 2023
95.95%
Average
98.00%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| GrowLife Inc | 100.00% |
| Titan Machinery Inc | 70.34% |
| SiteOne Landscape Supply Inc | 59.96% |
| Beacon Roofing Supply Inc | 81.98% |
| DXP Enterprises Inc | 77.28% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -79.48 |
| Beta (5Y) | -0.8457 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 224.6% |
| Historical Sharpe Ratio (5Y) | -0.3958 |
| Historical Sortino (5Y) | -1.217 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 57.81% |