Tilray Brands Inc (TLRY)
1.34
+0.03
(+2.29%)
USD |
NASDAQ |
Nov 22, 16:00
1.345
0.00 (0.00%)
After-Hours: 20:00
Tilray Brands Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Aurinia Pharmaceuticals Inc | 87.58% |
| Edesa Biotech Inc | 99.58% |
| Lexaria Bioscience Corp | 99.02% |
| Xenon Pharmaceuticals Inc | 61.96% |
| 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% |