OrganiGram Holdings Inc (OGI)
1.51
+0.01
(+0.67%)
USD |
NASDAQ |
Nov 29, 16:00
OrganiGram Holdings Max Drawdown (5Y): 97.01% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| November 30, 2024 | 97.01% |
| October 31, 2024 | 97.01% |
| September 30, 2024 | 97.01% |
| August 31, 2024 | 97.01% |
| July 31, 2024 | 97.01% |
| June 30, 2024 | 97.01% |
| May 31, 2024 | 97.01% |
| April 30, 2024 | 97.01% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
87.90%
Minimum
Oct 2020
97.01%
Maximum
Oct 2023
91.87%
Average
91.90%
Median
Dec 2019
Max Drawdown (5Y) Benchmarks
| Tilray Brands Inc | -- |
| Aurinia Pharmaceuticals Inc | 87.58% |
| Edesa Biotech Inc | 99.58% |
| Lexaria Bioscience Corp | 99.02% |
| Xenon Pharmaceuticals Inc | 57.23% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -48.50 |
| Beta (5Y) | 1.019 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 76.06% |
| Historical Sharpe Ratio (5Y) | -0.4587 |
| Historical Sortino (5Y) | -1.129 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.45% |