Trulieve Cannabis Corp (TRUL.CX)
9.34
-0.46
(-4.69%)
CAD |
CNSX |
Nov 14, 11:34
Trulieve Cannabis Max Drawdown (5Y): 92.80% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 92.80% |
| August 31, 2024 | 92.80% |
| July 31, 2024 | 92.80% |
| June 30, 2024 | 92.80% |
| May 31, 2024 | 92.80% |
| April 30, 2024 | 92.80% |
| March 31, 2024 | 92.80% |
| February 29, 2024 | 92.80% |
| January 31, 2024 | 92.80% |
| December 31, 2023 | 92.80% |
| November 30, 2023 | 92.80% |
| October 31, 2023 | 92.80% |
| September 30, 2023 | 92.80% |
| August 31, 2023 | 92.80% |
| July 31, 2023 | 92.07% |
| June 30, 2023 | 92.07% |
| May 31, 2023 | 91.31% |
| April 30, 2023 | 89.82% |
| March 31, 2023 | 88.60% |
| February 28, 2023 | 87.56% |
| January 31, 2023 | 87.44% |
| December 31, 2022 | 86.27% |
| November 30, 2022 | 82.12% |
| October 31, 2022 | 82.12% |
| September 30, 2022 | 82.12% |
| Date | Value |
|---|---|
| August 31, 2022 | 78.02% |
| July 31, 2022 | 78.02% |
| June 30, 2022 | 77.44% |
| May 31, 2022 | 73.37% |
| April 30, 2022 | 71.78% |
| March 31, 2022 | 66.77% |
| February 28, 2022 | 63.80% |
| January 31, 2022 | 63.80% |
| December 31, 2021 | 61.31% |
| November 30, 2021 | 61.31% |
| October 31, 2021 | 61.31% |
| September 30, 2021 | 61.31% |
| August 31, 2021 | 61.31% |
| July 31, 2021 | 61.31% |
| June 30, 2021 | 61.31% |
| May 31, 2021 | 61.31% |
| April 30, 2021 | 61.31% |
| March 31, 2021 | 61.31% |
| February 28, 2021 | 61.31% |
| January 31, 2021 | 61.31% |
| December 31, 2020 | 61.31% |
| November 30, 2020 | 61.31% |
| October 31, 2020 | 61.31% |
| September 30, 2020 | 61.31% |
| August 31, 2020 | 61.31% |
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
58.29%
Minimum
Nov 2019
92.80%
Maximum
Aug 2023
74.84%
Average
71.78%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.675 |
| Beta (5Y) | 1.472 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 76.42% |
| Historical Sharpe Ratio (5Y) | 0.0829 |
| Historical Sortino (5Y) | 0.1849 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.41% |