ARC Resources Ltd (ARX.TO)
25.75
+0.31
(+1.22%)
CAD |
TSX |
May 17, 16:00
ARC Resources Max Drawdown (5Y): 86.79% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 86.79% |
March 31, 2024 | 86.79% |
February 29, 2024 | 86.79% |
January 31, 2024 | 86.79% |
December 31, 2023 | 86.79% |
November 30, 2023 | 86.79% |
October 31, 2023 | 86.79% |
September 30, 2023 | 86.79% |
August 31, 2023 | 86.79% |
July 31, 2023 | 86.79% |
June 30, 2023 | 86.79% |
May 31, 2023 | 86.79% |
April 30, 2023 | 86.79% |
March 31, 2023 | 86.79% |
February 28, 2023 | 86.79% |
January 31, 2023 | 86.79% |
December 31, 2022 | 86.79% |
November 30, 2022 | 86.79% |
October 31, 2022 | 86.79% |
September 30, 2022 | 86.79% |
August 31, 2022 | 86.79% |
July 31, 2022 | 86.79% |
June 30, 2022 | 86.79% |
May 31, 2022 | 86.79% |
April 30, 2022 | 86.79% |
Date | Value |
---|---|
March 31, 2022 | 86.79% |
February 28, 2022 | 86.79% |
January 31, 2022 | 86.79% |
December 31, 2021 | 86.79% |
November 30, 2021 | 86.79% |
October 31, 2021 | 86.79% |
September 30, 2021 | 86.79% |
August 31, 2021 | 86.79% |
July 31, 2021 | 86.79% |
June 30, 2021 | 86.79% |
May 31, 2021 | 86.79% |
April 30, 2021 | 86.79% |
March 31, 2021 | 86.79% |
February 28, 2021 | 86.79% |
January 31, 2021 | 86.79% |
December 31, 2020 | 86.79% |
November 30, 2020 | 86.79% |
October 31, 2020 | 86.79% |
September 30, 2020 | 86.79% |
August 31, 2020 | 86.79% |
July 31, 2020 | 86.79% |
June 30, 2020 | 86.79% |
May 31, 2020 | 86.79% |
April 30, 2020 | 86.79% |
March 31, 2020 | 86.79% |
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
71.76%
Minimum
May 2019
86.79%
Maximum
Mar 2020
84.95%
Average
86.79%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Pembina Pipeline Corp | 68.76% |
Enbridge Inc | 39.46% |
Tourmaline Oil Corp | 82.29% |
Veren Inc | 96.45% |
Obsidian Energy Ltd | 98.78% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 18.38 |
Beta (5Y) | 1.286 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.44% |
Historical Sharpe Ratio (5Y) | 0.5315 |
Historical Sortino (5Y) | 0.827 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.73% |