Tilray Brands Inc (TLRY.TO)
2.86
+0.09
(+3.25%)
CAD |
TSX |
May 03, 16:00
Tilray Brands Max Drawdown (5Y): 95.81% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 95.81% |
| March 31, 2024 | 95.81% |
| February 29, 2024 | 95.81% |
| January 31, 2024 | 95.81% |
| December 31, 2023 | 95.81% |
| November 30, 2023 | 95.81% |
| October 31, 2023 | 95.81% |
| September 30, 2023 | 95.81% |
| August 31, 2023 | 95.81% |
| July 31, 2023 | 95.81% |
| June 30, 2023 | 95.81% |
| May 31, 2023 | 95.26% |
| April 30, 2023 | 93.79% |
| March 31, 2023 | 93.20% |
| February 28, 2023 | 92.61% |
| January 31, 2023 | 92.61% |
| December 31, 2022 | 92.61% |
| November 30, 2022 | 92.23% |
| October 31, 2022 | 92.23% |
| September 30, 2022 | 92.23% |
| August 31, 2022 | 91.56% |
| July 31, 2022 | 91.56% |
| June 30, 2022 | 91.56% |
| May 31, 2022 | 88.86% |
| April 30, 2022 | 86.84% |
| Date | Value |
|---|---|
| March 31, 2022 | 86.84% |
| February 28, 2022 | 86.76% |
| January 31, 2022 | 86.76% |
| December 31, 2021 | 86.76% |
| November 30, 2021 | 86.76% |
| October 31, 2021 | 86.76% |
| September 30, 2021 | 86.76% |
| August 31, 2021 | 86.76% |
| July 31, 2021 | 86.76% |
| June 30, 2021 | 86.76% |
| May 31, 2021 | 86.76% |
| April 30, 2021 | 86.76% |
| March 31, 2021 | 86.76% |
| February 28, 2021 | 86.76% |
| January 31, 2021 | 86.76% |
| December 31, 2020 | 86.76% |
| November 30, 2020 | 86.76% |
| October 31, 2020 | 86.76% |
| September 30, 2020 | 86.76% |
| August 31, 2020 | 86.76% |
| July 31, 2020 | 86.76% |
| June 30, 2020 | 86.76% |
| May 31, 2020 | 86.76% |
| April 30, 2020 | 86.76% |
| March 31, 2020 | 86.76% |
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
78.16%
Minimum
May 2019
95.81%
Maximum
Jun 2023
88.21%
Average
86.76%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Aurora Cannabis Inc | 99.73% |
| Cronos Group Inc | 93.23% |
| Canopy Growth Corp | 99.43% |
| Body and Mind Inc | 98.70% |
| OrganiGram Holdings Inc | 96.83% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -46.17 |
| Beta (5Y) | 2.724 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 87.57% |
| Historical Sharpe Ratio (5Y) | -0.3105 |
| Historical Sortino (5Y) | -0.7552 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.25% |