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% |