OrganiGram Holdings Inc (OGI.TO)
2.57
+0.01
(+0.39%)
CAD |
TSX |
Apr 26, 16:00
OrganiGram Holdings Max Drawdown (5Y): 96.83% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 96.83% |
| February 29, 2024 | 96.83% |
| January 31, 2024 | 96.83% |
| December 31, 2023 | 96.83% |
| November 30, 2023 | 96.83% |
| October 31, 2023 | 96.83% |
| September 30, 2023 | 95.87% |
| August 31, 2023 | 95.87% |
| July 31, 2023 | 95.87% |
| June 30, 2023 | 95.48% |
| May 31, 2023 | 95.24% |
| April 30, 2023 | 93.75% |
| March 31, 2023 | 92.44% |
| February 28, 2023 | 90.95% |
| January 31, 2023 | 90.95% |
| December 31, 2022 | 90.95% |
| November 30, 2022 | 88.99% |
| October 31, 2022 | 88.99% |
| September 30, 2022 | 88.99% |
| August 31, 2022 | 88.99% |
| July 31, 2022 | 88.99% |
| June 30, 2022 | 88.99% |
| May 31, 2022 | 87.31% |
| April 30, 2022 | 87.31% |
| March 31, 2022 | 87.31% |
| Date | Value |
|---|---|
| February 28, 2022 | 87.31% |
| January 31, 2022 | 87.31% |
| December 31, 2021 | 87.31% |
| November 30, 2021 | 87.31% |
| October 31, 2021 | 87.31% |
| September 30, 2021 | 87.31% |
| August 31, 2021 | 87.31% |
| July 31, 2021 | 87.31% |
| June 30, 2021 | 87.31% |
| May 31, 2021 | 87.31% |
| April 30, 2021 | 87.31% |
| March 31, 2021 | 87.31% |
| February 28, 2021 | 87.31% |
| January 31, 2021 | 87.31% |
| December 31, 2020 | 87.31% |
| November 30, 2020 | 87.31% |
| October 31, 2020 | 87.31% |
| September 30, 2020 | 87.31% |
| August 31, 2020 | 84.89% |
| July 31, 2020 | 89.65% |
| June 30, 2020 | 90.31% |
| May 31, 2020 | 90.31% |
| April 30, 2020 | 90.31% |
| March 31, 2020 | 90.31% |
| February 29, 2020 | 90.31% |
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
84.89%
Minimum
Aug 2020
96.83%
Maximum
Oct 2023
90.25%
Average
90.31%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Aurora Cannabis Inc | 99.73% |
| Cronos Group Inc | 93.23% |
| Canopy Growth Corp | 99.43% |
| Biocure Technology Inc | 99.70% |
| Core One Labs Inc | 99.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -52.10 |
| Beta (5Y) | 1.256 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 76.06% |
| Historical Sharpe Ratio (5Y) | -0.5471 |
| Historical Sortino (5Y) | -1.328 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.72% |