SNDL Inc (SNDL)

1.80 +0.07 (+4.05%) USD  |  NASDAQ  |  Dec 20, 16:00
1.79 -0.01 (-0.56%) After-Hours: 07:01
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SNDL Max Drawdown (5Y): 99.04% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Village Farms International Inc 97.11%
AgriFORCE Growing Systems Ltd --
Visionary Holdings Inc --
Borealis Foods Inc --
Above Food Ingredients Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -84.65
Beta (5Y) 3.185
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 139.4%
Historical Sharpe Ratio (5Y) -0.3021
Historical Sortino (5Y) -0.8455
Monthly Value at Risk (VaR) 5% (5Y Lookback) 43.64%