Canopy Growth Corp (WEED.TO)
5.45
+0.04
(+0.74%)
CAD |
TSX |
Nov 22, 10:48
Canopy Growth Max Drawdown (5Y): 99.43% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.43% |
| September 30, 2024 | 99.43% |
| August 31, 2024 | 99.43% |
| July 31, 2024 | 99.43% |
| June 30, 2024 | 99.43% |
| May 31, 2024 | 99.43% |
| April 30, 2024 | 99.43% |
| March 31, 2024 | 99.43% |
| February 29, 2024 | 99.35% |
| January 31, 2024 | 99.33% |
| December 31, 2023 | 99.33% |
| November 30, 2023 | 99.33% |
| October 31, 2023 | 99.33% |
| September 30, 2023 | 99.33% |
| August 31, 2023 | 99.33% |
| July 31, 2023 | 99.33% |
| June 30, 2023 | 99.31% |
| May 31, 2023 | 98.47% |
| April 30, 2023 | 97.65% |
| March 31, 2023 | 96.79% |
| February 28, 2023 | 96.05% |
| January 31, 2023 | 96.05% |
| December 31, 2022 | 96.05% |
| November 30, 2022 | 96.05% |
| October 31, 2022 | 96.05% |
| Date | Value |
|---|---|
| September 30, 2022 | 96.05% |
| August 31, 2022 | 96.05% |
| July 31, 2022 | 96.05% |
| June 30, 2022 | 95.04% |
| May 31, 2022 | 91.80% |
| April 30, 2022 | 90.89% |
| March 31, 2022 | 90.12% |
| February 28, 2022 | 88.16% |
| January 31, 2022 | 88.16% |
| December 31, 2021 | 85.03% |
| November 30, 2021 | 81.40% |
| October 31, 2021 | 80.83% |
| September 30, 2021 | 80.83% |
| August 31, 2021 | 80.83% |
| July 31, 2021 | 80.83% |
| June 30, 2021 | 80.83% |
| May 31, 2021 | 80.83% |
| April 30, 2021 | 80.83% |
| March 31, 2021 | 80.83% |
| February 28, 2021 | 80.83% |
| January 31, 2021 | 80.83% |
| December 31, 2020 | 80.83% |
| November 30, 2020 | 80.83% |
| October 31, 2020 | 80.83% |
| September 30, 2020 | 80.83% |
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
74.54%
Minimum
Nov 2019
99.43%
Maximum
Mar 2024
89.60%
Average
91.34%
Median
Max Drawdown (5Y) Benchmarks
| Cronos Group Inc | 93.23% |
| Aurora Cannabis Inc | 99.73% |
| TerrAscend Corp | -- |
| Biocure Technology Inc | 99.70% |
| Core One Labs Inc | 99.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -70.61 |
| Beta (5Y) | 1.725 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 129.7% |
| Historical Sharpe Ratio (5Y) | -0.4228 |
| Historical Sortino (5Y) | -1.339 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.63% |