CGX Energy Inc (CGXEF)
0.2335
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
CGX Energy Max Drawdown (5Y): 92.76% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 92.76% |
March 31, 2024 | 92.76% |
February 29, 2024 | 92.76% |
January 31, 2024 | 91.91% |
December 31, 2023 | 91.82% |
November 30, 2023 | 90.72% |
October 31, 2023 | 80.78% |
September 30, 2023 | 85.93% |
August 31, 2023 | 85.93% |
July 31, 2023 | 85.93% |
June 30, 2023 | 86.28% |
May 31, 2023 | 86.99% |
April 30, 2023 | 86.99% |
March 31, 2023 | 88.96% |
February 28, 2023 | 88.96% |
January 31, 2023 | 88.96% |
December 31, 2022 | 88.96% |
November 30, 2022 | 88.96% |
October 31, 2022 | 88.96% |
September 30, 2022 | 95.99% |
August 31, 2022 | 95.99% |
July 31, 2022 | 95.99% |
June 30, 2022 | 95.99% |
May 31, 2022 | 95.99% |
April 30, 2022 | 95.99% |
Date | Value |
---|---|
March 31, 2022 | 95.99% |
February 28, 2022 | 95.99% |
January 31, 2022 | 95.99% |
December 31, 2021 | 95.99% |
November 30, 2021 | 95.99% |
October 31, 2021 | 95.99% |
September 30, 2021 | 95.99% |
August 31, 2021 | 95.99% |
July 31, 2021 | 95.99% |
June 30, 2021 | 95.99% |
May 31, 2021 | 95.99% |
April 30, 2021 | 95.99% |
March 31, 2021 | 95.99% |
February 28, 2021 | 95.99% |
January 31, 2021 | 95.99% |
December 31, 2020 | 95.99% |
November 30, 2020 | 95.99% |
October 31, 2020 | 95.99% |
September 30, 2020 | 95.99% |
August 31, 2020 | 95.99% |
July 31, 2020 | 95.99% |
June 30, 2020 | 95.99% |
May 31, 2020 | 95.99% |
April 30, 2020 | 95.99% |
March 31, 2020 | 95.99% |
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
80.78%
Minimum
Oct 2023
95.99%
Maximum
May 2019
93.68%
Average
95.99%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Strata Power Corp | 99.65% |
Adams Resources & Energy Inc | 65.68% |
Barnwell Industries Inc | 88.78% |
CKX Lands Inc | 54.31% |
Empire Petroleum Corp | 82.77% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.606 |
Beta (5Y) | 0.8746 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 129.3% |
Historical Sharpe Ratio (5Y) | 0.0165 |
Historical Sortino (5Y) | 0.0422 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 39.42% |