StateHouse Holdings Inc (STHZ.CX)
0.03
0.00 (0.00%)
CAD |
CNSX |
Nov 11, 16:00
StateHouse Holdings Max Drawdown (5Y): 99.91% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 99.91% |
August 31, 2024 | 99.91% |
July 31, 2024 | 99.91% |
June 30, 2024 | 99.91% |
May 31, 2024 | 99.91% |
April 30, 2024 | 99.91% |
March 31, 2024 | 99.91% |
February 29, 2024 | 99.91% |
January 31, 2024 | 99.91% |
December 31, 2023 | 99.91% |
November 30, 2023 | 99.91% |
October 31, 2023 | 99.91% |
September 30, 2023 | 99.91% |
August 31, 2023 | 99.91% |
July 31, 2023 | 99.91% |
June 30, 2023 | 99.53% |
May 31, 2023 | 99.53% |
April 30, 2023 | 99.51% |
March 31, 2023 | 99.51% |
February 28, 2023 | 99.51% |
January 31, 2023 | 99.51% |
December 31, 2022 | 99.51% |
November 30, 2022 | 99.29% |
October 31, 2022 | 99.29% |
September 30, 2022 | 99.05% |
Date | Value |
---|---|
August 31, 2022 | 98.10% |
July 31, 2022 | 98.07% |
June 30, 2022 | 98.07% |
May 31, 2022 | 98.07% |
April 30, 2022 | 98.07% |
March 31, 2022 | 98.07% |
February 28, 2022 | 98.07% |
January 31, 2022 | 98.07% |
December 31, 2021 | 98.07% |
November 30, 2021 | 98.07% |
October 31, 2021 | 98.07% |
September 30, 2021 | 98.07% |
August 31, 2021 | 98.07% |
July 31, 2021 | 98.07% |
June 30, 2021 | 98.07% |
May 31, 2021 | 98.07% |
April 30, 2021 | 98.07% |
March 31, 2021 | 98.07% |
February 28, 2021 | 98.07% |
January 31, 2021 | 98.07% |
December 31, 2020 | 98.07% |
November 30, 2020 | 98.07% |
October 31, 2020 | 98.07% |
September 30, 2020 | 98.07% |
August 31, 2020 | 98.07% |
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
94.42%
Minimum
Nov 2019
99.91%
Maximum
Jul 2023
98.62%
Average
98.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
4Front Ventures Corp | 97.53% |
Green Thumb Industries Inc | 82.24% |
Lowell Farms Inc | 99.96% |
Vireo Growth Inc | 98.55% |
Bright Minds Biosciences Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -71.26 |
Beta (5Y) | 1.397 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 166.1% |
Historical Sharpe Ratio (5Y) | -0.3546 |
Historical Sortino (5Y) | -1.034 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 45.24% |