OrganiGram Holdings Inc (OGI)
1.93
-0.02
(-1.03%)
USD |
NASDAQ |
Apr 24, 16:00
1.92
-0.01
(-0.52%)
After-Hours: 20:00
OrganiGram Holdings Max Drawdown (5Y): 97.01% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 97.01% |
| February 29, 2024 | 97.01% |
| January 31, 2024 | 97.01% |
| December 31, 2023 | 97.01% |
| November 30, 2023 | 97.01% |
| October 31, 2023 | 97.01% |
| September 30, 2023 | 96.11% |
| August 31, 2023 | 96.05% |
| July 31, 2023 | 95.99% |
| June 30, 2023 | 95.56% |
| May 31, 2023 | 95.56% |
| April 30, 2023 | 94.01% |
| March 31, 2023 | 92.84% |
| February 28, 2023 | 91.61% |
| January 31, 2023 | 91.61% |
| December 31, 2022 | 91.61% |
| November 30, 2022 | 89.63% |
| October 31, 2022 | 89.63% |
| September 30, 2022 | 89.56% |
| August 31, 2022 | 89.02% |
| July 31, 2022 | 89.02% |
| June 30, 2022 | 89.02% |
| May 31, 2022 | 87.90% |
| April 30, 2022 | 87.90% |
| March 31, 2022 | 87.90% |
| Date | Value |
|---|---|
| February 28, 2022 | 87.90% |
| January 31, 2022 | 87.90% |
| December 31, 2021 | 87.90% |
| November 30, 2021 | 87.90% |
| October 31, 2021 | 87.90% |
| September 30, 2021 | 87.90% |
| August 31, 2021 | 87.90% |
| July 31, 2021 | 87.90% |
| June 30, 2021 | 87.90% |
| May 31, 2021 | 87.90% |
| April 30, 2021 | 87.90% |
| March 31, 2021 | 87.90% |
| February 28, 2021 | 87.90% |
| January 31, 2021 | 87.90% |
| December 31, 2020 | 87.90% |
| November 30, 2020 | 87.90% |
| October 31, 2020 | 87.90% |
| September 30, 2020 | 87.90% |
| August 31, 2020 | 85.99% |
| July 31, 2020 | 91.90% |
| June 30, 2020 | 91.90% |
| May 31, 2020 | 91.90% |
| April 30, 2020 | 91.90% |
| March 31, 2020 | 91.90% |
| February 29, 2020 | 91.90% |
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
85.99%
Minimum
Aug 2020
97.01%
Maximum
Oct 2023
91.02%
Average
91.61%
Median
Dec 2022
Max Drawdown (5Y) Benchmarks
| Tilray Brands Inc | 95.16% |
| Clever Leaves Holdings Inc | -- |
| Flora Growth Corp | -- |
| Acasti Pharma Inc | 98.73% |
| Aurinia Pharmaceuticals Inc | 87.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -55.70 |
| Beta (5Y) | 1.072 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 77.54% |
| Historical Sharpe Ratio (5Y) | -0.5379 |
| Historical Sortino (5Y) | -1.316 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.38% |