Enerplus Corp (ERF)
19.48
+0.15
(+0.78%)
USD |
NYSE |
May 02, 16:00
19.48
0.00 (0.00%)
Pre-Market: 20:00
Enerplus Max Drawdown (5Y): 90.26% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 90.26% |
March 31, 2024 | 90.26% |
February 29, 2024 | 90.26% |
January 31, 2024 | 90.26% |
December 31, 2023 | 90.26% |
November 30, 2023 | 90.26% |
October 31, 2023 | 90.26% |
September 30, 2023 | 90.26% |
August 31, 2023 | 90.26% |
July 31, 2023 | 90.26% |
June 30, 2023 | 90.26% |
May 31, 2023 | 90.26% |
April 30, 2023 | 90.26% |
March 31, 2023 | 90.26% |
February 28, 2023 | 90.26% |
January 31, 2023 | 90.26% |
December 31, 2022 | 90.26% |
November 30, 2022 | 90.26% |
October 31, 2022 | 90.26% |
September 30, 2022 | 90.26% |
August 31, 2022 | 90.26% |
July 31, 2022 | 90.26% |
June 30, 2022 | 90.26% |
May 31, 2022 | 90.26% |
April 30, 2022 | 90.26% |
Date | Value |
---|---|
March 31, 2022 | 90.26% |
February 28, 2022 | 90.26% |
January 31, 2022 | 90.26% |
December 31, 2021 | 90.26% |
November 30, 2021 | 90.26% |
October 31, 2021 | 90.26% |
September 30, 2021 | 90.26% |
August 31, 2021 | 90.26% |
July 31, 2021 | 90.26% |
June 30, 2021 | 90.26% |
May 31, 2021 | 90.26% |
April 30, 2021 | 90.26% |
March 31, 2021 | 90.26% |
February 28, 2021 | 90.26% |
January 31, 2021 | 90.26% |
December 31, 2020 | 90.26% |
November 30, 2020 | 90.26% |
October 31, 2020 | 90.70% |
September 30, 2020 | 90.70% |
August 31, 2020 | 90.70% |
July 31, 2020 | 90.70% |
June 30, 2020 | 90.70% |
May 31, 2020 | 90.70% |
April 30, 2020 | 90.70% |
March 31, 2020 | 90.70% |
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
90.26%
Minimum
Nov 2020
90.70%
Maximum
May 2019
90.39%
Average
90.26%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
Chord Energy Corp | -- |
Devon Energy Corp | 91.39% |
FEC Resources Inc | 98.38% |
Sunshine Oilsands Ltd | 100.00% |
Greenfire Resources Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.322 |
Beta (5Y) | 1.967 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 68.25% |
Historical Sharpe Ratio (5Y) | 0.2432 |
Historical Sortino (5Y) | 0.3417 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.31% |