Canadian Natural Resources Ltd (CNQ.TO)
102.10
-0.29
(-0.28%)
CAD |
TSX |
May 03, 16:00
Canadian Natural Resources Max Drawdown (5Y): 76.19% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 76.19% |
March 31, 2024 | 76.19% |
February 29, 2024 | 76.19% |
January 31, 2024 | 76.19% |
December 31, 2023 | 76.19% |
November 30, 2023 | 76.19% |
October 31, 2023 | 76.19% |
September 30, 2023 | 76.19% |
August 31, 2023 | 76.19% |
July 31, 2023 | 76.19% |
June 30, 2023 | 76.19% |
May 31, 2023 | 76.19% |
April 30, 2023 | 76.19% |
March 31, 2023 | 76.19% |
February 28, 2023 | 76.19% |
January 31, 2023 | 76.19% |
December 31, 2022 | 76.19% |
November 30, 2022 | 76.19% |
October 31, 2022 | 76.19% |
September 30, 2022 | 76.19% |
August 31, 2022 | 76.19% |
July 31, 2022 | 76.19% |
June 30, 2022 | 76.19% |
May 31, 2022 | 76.19% |
April 30, 2022 | 76.19% |
Date | Value |
---|---|
March 31, 2022 | 76.19% |
February 28, 2022 | 76.19% |
January 31, 2022 | 76.19% |
December 31, 2021 | 76.19% |
November 30, 2021 | 76.19% |
October 31, 2021 | 76.19% |
September 30, 2021 | 76.19% |
August 31, 2021 | 76.19% |
July 31, 2021 | 76.19% |
June 30, 2021 | 76.19% |
May 31, 2021 | 76.19% |
April 30, 2021 | 76.19% |
March 31, 2021 | 76.19% |
February 28, 2021 | 76.19% |
January 31, 2021 | 76.19% |
December 31, 2020 | 76.19% |
November 30, 2020 | 76.19% |
October 31, 2020 | 76.19% |
September 30, 2020 | 76.19% |
August 31, 2020 | 76.19% |
July 31, 2020 | 76.19% |
June 30, 2020 | 76.19% |
May 31, 2020 | 76.19% |
April 30, 2020 | 76.19% |
March 31, 2020 | 76.19% |
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
51.50%
Minimum
May 2019
76.19%
Maximum
Mar 2020
72.07%
Average
76.19%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Suncor Energy Inc | 70.76% |
Cenovus Energy Inc | 88.84% |
Imperial Oil Ltd | 75.79% |
Enbridge Inc | 39.46% |
Baytex Energy Corp | 98.61% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 12.12 |
Beta (5Y) | 1.991 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.27% |
Historical Sharpe Ratio (5Y) | 0.5384 |
Historical Sortino (5Y) | 0.6569 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.48% |