Cenovus Energy Inc (CVE)
20.34
-0.22
(-1.07%)
USD |
NYSE |
May 01, 16:00
20.43
+0.09
(+0.44%)
After-Hours: 20:00
Cenovus Energy Max Drawdown (5Y): 89.97% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 89.97% |
March 31, 2024 | 89.97% |
February 29, 2024 | 89.97% |
January 31, 2024 | 89.97% |
December 31, 2023 | 89.97% |
November 30, 2023 | 89.97% |
October 31, 2023 | 89.97% |
September 30, 2023 | 89.97% |
August 31, 2023 | 89.97% |
July 31, 2023 | 89.97% |
June 30, 2023 | 89.97% |
May 31, 2023 | 89.97% |
April 30, 2023 | 89.97% |
March 31, 2023 | 89.97% |
February 28, 2023 | 89.97% |
January 31, 2023 | 89.97% |
December 31, 2022 | 89.97% |
November 30, 2022 | 89.97% |
October 31, 2022 | 89.97% |
September 30, 2022 | 89.97% |
August 31, 2022 | 89.97% |
July 31, 2022 | 89.97% |
June 30, 2022 | 89.97% |
May 31, 2022 | 89.97% |
April 30, 2022 | 89.97% |
Date | Value |
---|---|
March 31, 2022 | 89.97% |
February 28, 2022 | 89.97% |
January 31, 2022 | 89.97% |
December 31, 2021 | 89.97% |
November 30, 2021 | 89.97% |
October 31, 2021 | 89.97% |
September 30, 2021 | 89.97% |
August 31, 2021 | 89.97% |
July 31, 2021 | 89.97% |
June 30, 2021 | 89.97% |
May 31, 2021 | 89.97% |
April 30, 2021 | 89.97% |
March 31, 2021 | 89.97% |
February 28, 2021 | 89.97% |
January 31, 2021 | 89.97% |
December 31, 2020 | 89.97% |
November 30, 2020 | 89.97% |
October 31, 2020 | 89.97% |
September 30, 2020 | 89.97% |
August 31, 2020 | 89.97% |
July 31, 2020 | 89.97% |
June 30, 2020 | 89.97% |
May 31, 2020 | 89.97% |
April 30, 2020 | 89.97% |
March 31, 2020 | 89.97% |
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
78.79%
Minimum
May 2019
89.97%
Maximum
Mar 2020
88.11%
Average
89.97%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
FEC Resources Inc | 98.38% |
Sunshine Oilsands Ltd | 100.00% |
Greenfire Resources Ltd | -- |
Zenith Energy Ltd | -- |
EOG Resources Inc | 77.13% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.879 |
Beta (5Y) | 2.107 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.16% |
Historical Sharpe Ratio (5Y) | 0.2358 |
Historical Sortino (5Y) | 0.3121 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.42% |