Tilray Brands Inc (TLRY)
1.395
-0.05
(-3.46%)
USD |
NASDAQ |
Nov 14, 12:19
Tilray Brands Max Drawdown (5Y): 99.29% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.29% |
| September 30, 2024 | 99.29% |
| August 31, 2024 | 99.29% |
| July 31, 2024 | 99.29% |
| June 30, 2024 | 99.29% |
| May 31, 2024 | 99.29% |
| April 30, 2024 | 99.29% |
| March 31, 2024 | 99.29% |
| February 29, 2024 | 99.29% |
| January 31, 2024 | 99.29% |
| December 31, 2023 | 99.29% |
| November 30, 2023 | 99.29% |
| October 31, 2023 | 99.29% |
| September 30, 2023 | 99.29% |
| August 31, 2023 | 99.29% |
| July 31, 2023 | 99.29% |
| June 30, 2023 | 99.29% |
| May 31, 2023 | 99.22% |
| April 30, 2023 | 98.98% |
| March 31, 2023 | 98.90% |
| February 28, 2023 | 98.85% |
| January 31, 2023 | 98.85% |
| December 31, 2022 | 98.85% |
| November 30, 2022 | 98.85% |
| October 31, 2022 | 98.85% |
| Date | Value |
|---|---|
| September 30, 2022 | 98.85% |
| August 31, 2022 | 98.85% |
| July 31, 2022 | 98.85% |
| June 30, 2022 | 98.85% |
| May 31, 2022 | 98.85% |
| April 30, 2022 | 98.85% |
| March 31, 2022 | 98.85% |
| February 28, 2022 | 98.85% |
| January 31, 2022 | 98.85% |
| December 31, 2021 | 98.85% |
| November 30, 2021 | 98.85% |
| October 31, 2021 | 98.85% |
| September 30, 2021 | 98.85% |
| August 31, 2021 | 98.85% |
| July 31, 2021 | 98.85% |
| June 30, 2021 | 98.85% |
| May 31, 2021 | 98.85% |
| April 30, 2021 | 98.85% |
| March 31, 2021 | 98.85% |
| February 28, 2021 | 98.85% |
| January 31, 2021 | 98.85% |
| December 31, 2020 | 98.85% |
| November 30, 2020 | 98.85% |
| October 31, 2020 | 98.85% |
| September 30, 2020 | 98.85% |
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
90.75%
Minimum
Nov 2019
99.29%
Maximum
Jun 2023
98.55%
Average
98.85%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Aurinia Pharmaceuticals Inc | 87.58% |
| Edesa Biotech Inc | 99.58% |
| Lexaria Bioscience Corp | 98.90% |
| Xenon Pharmaceuticals Inc | 54.01% |
| ESSA Pharma Inc | 98.68% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -70.63 |
| Beta (5Y) | 2.138 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 116.9% |
| Historical Sharpe Ratio (5Y) | -0.3681 |
| Historical Sortino (5Y) | -0.9514 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.62% |