Tilray Brands Inc (TLRY)
1.725
0.00 (0.00%)
USD |
NASDAQ |
Apr 19, 16:00
1.725
0.00 (0.00%)
After-Hours: 18:18
Tilray Brands Max Drawdown (5Y): 95.16% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 95.16% |
| February 29, 2024 | 95.16% |
| January 31, 2024 | 95.16% |
| December 31, 2023 | 95.16% |
| November 30, 2023 | 95.16% |
| October 31, 2023 | 95.16% |
| September 30, 2023 | 95.16% |
| August 31, 2023 | 95.16% |
| July 31, 2023 | 95.16% |
| June 30, 2023 | 95.16% |
| May 31, 2023 | 94.68% |
| April 30, 2023 | 93.05% |
| March 31, 2023 | 92.48% |
| February 28, 2023 | 91.78% |
| January 31, 2023 | 91.78% |
| December 31, 2022 | 91.78% |
| November 30, 2022 | 91.40% |
| October 31, 2022 | 91.40% |
| September 30, 2022 | 91.40% |
| August 31, 2022 | 90.09% |
| July 31, 2022 | 90.09% |
| June 30, 2022 | 90.09% |
| May 31, 2022 | 88.46% |
| April 30, 2022 | 88.46% |
| March 31, 2022 | 88.46% |
| Date | Value |
|---|---|
| February 28, 2022 | 88.46% |
| January 31, 2022 | 88.46% |
| December 31, 2021 | 88.46% |
| November 30, 2021 | 88.46% |
| October 31, 2021 | 88.46% |
| September 30, 2021 | 88.46% |
| August 31, 2021 | 88.46% |
| July 31, 2021 | 88.46% |
| June 30, 2021 | 88.46% |
| May 31, 2021 | 88.46% |
| April 30, 2021 | 88.46% |
| March 31, 2021 | 88.46% |
| February 28, 2021 | 88.46% |
| January 31, 2021 | 88.46% |
| December 31, 2020 | 88.46% |
| November 30, 2020 | 88.46% |
| October 31, 2020 | 88.46% |
| September 30, 2020 | 88.46% |
| August 31, 2020 | 88.46% |
| July 31, 2020 | 88.46% |
| June 30, 2020 | 88.46% |
| May 31, 2020 | 88.46% |
| April 30, 2020 | 88.46% |
| March 31, 2020 | 88.46% |
| February 29, 2020 | 81.03% |
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
75.56%
Minimum
Apr 2019
95.16%
Maximum
Jun 2023
88.14%
Average
88.46%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Clever Leaves Holdings Inc | -- |
| Flora Growth Corp | -- |
| Acasti Pharma Inc | 98.73% |
| Aurinia Pharmaceuticals Inc | 87.58% |
| Edesa Biotech Inc | 99.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -56.89 |
| Beta (5Y) | 2.214 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 87.38% |
| Historical Sharpe Ratio (5Y) | -0.3202 |
| Historical Sortino (5Y) | -0.7644 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.28% |