Medical Marijuana Inc (MJNA)
0.002
0.00 (0.00%)
USD |
OTCM |
Apr 24, 12:28
Medical Marijuana Max Drawdown (5Y): 99.35% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 99.35% |
| February 29, 2024 | 98.53% |
| January 31, 2024 | 98.47% |
| December 31, 2023 | 98.47% |
| November 30, 2023 | 98.47% |
| October 31, 2023 | 98.47% |
| September 30, 2023 | 98.47% |
| August 31, 2023 | 98.47% |
| July 31, 2023 | 98.18% |
| June 30, 2023 | 98.18% |
| May 31, 2023 | 97.82% |
| April 30, 2023 | 97.76% |
| March 31, 2023 | 97.70% |
| February 28, 2023 | 97.23% |
| January 31, 2023 | 96.41% |
| December 31, 2022 | 96.41% |
| November 30, 2022 | 94.89% |
| October 31, 2022 | 94.89% |
| September 30, 2022 | 94.89% |
| August 31, 2022 | 94.89% |
| July 31, 2022 | 94.89% |
| June 30, 2022 | 94.89% |
| May 31, 2022 | 94.89% |
| April 30, 2022 | 94.89% |
| March 31, 2022 | 94.89% |
| Date | Value |
|---|---|
| February 28, 2022 | 94.89% |
| January 31, 2022 | 94.89% |
| December 31, 2021 | 94.89% |
| November 30, 2021 | 94.89% |
| October 31, 2021 | 94.89% |
| September 30, 2021 | 94.89% |
| August 31, 2021 | 94.89% |
| July 31, 2021 | 94.89% |
| June 30, 2021 | 94.89% |
| May 31, 2021 | 94.89% |
| April 30, 2021 | 94.89% |
| March 31, 2021 | 94.89% |
| February 28, 2021 | 94.89% |
| January 31, 2021 | 94.89% |
| December 31, 2020 | 94.89% |
| November 30, 2020 | 94.89% |
| October 31, 2020 | 94.89% |
| September 30, 2020 | 94.89% |
| August 31, 2020 | 94.89% |
| July 31, 2020 | 94.89% |
| June 30, 2020 | 94.89% |
| May 31, 2020 | 94.89% |
| April 30, 2020 | 94.56% |
| March 31, 2020 | 94.56% |
| February 29, 2020 | 94.56% |
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
Apr 2019
99.35%
Maximum
Mar 2024
95.56%
Average
94.89%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Skye Bioscience Inc | 99.47% |
| NovaBay Pharmaceuticals Inc | 99.90% |
| Palatin Technologies Inc | 96.46% |
| iBio Inc | 99.97% |
| Theriva Biologics Inc | 99.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -62.49 |
| Beta (5Y) | 1.049 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 153.5% |
| Historical Sharpe Ratio (5Y) | -0.3178 |
| Historical Sortino (5Y) | -1.370 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.76% |