Imperial Oil Ltd (IMO)
68.05
-0.02
(-0.03%)
USD |
NYAM |
May 03, 16:00
68.07
+0.02
(+0.03%)
After-Hours: 20:00
Imperial Oil Max Drawdown (5Y): 79.58% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 79.58% |
March 31, 2024 | 79.58% |
February 29, 2024 | 79.58% |
January 31, 2024 | 79.58% |
December 31, 2023 | 79.58% |
November 30, 2023 | 79.58% |
October 31, 2023 | 79.58% |
September 30, 2023 | 79.58% |
August 31, 2023 | 79.58% |
July 31, 2023 | 79.58% |
June 30, 2023 | 79.58% |
May 31, 2023 | 79.58% |
April 30, 2023 | 79.58% |
March 31, 2023 | 79.58% |
February 28, 2023 | 79.58% |
January 31, 2023 | 79.58% |
December 31, 2022 | 79.58% |
November 30, 2022 | 79.58% |
October 31, 2022 | 79.58% |
September 30, 2022 | 79.58% |
August 31, 2022 | 79.58% |
July 31, 2022 | 79.58% |
June 30, 2022 | 79.58% |
May 31, 2022 | 79.58% |
April 30, 2022 | 79.58% |
Date | Value |
---|---|
March 31, 2022 | 79.58% |
February 28, 2022 | 79.58% |
January 31, 2022 | 79.58% |
December 31, 2021 | 79.58% |
November 30, 2021 | 79.58% |
October 31, 2021 | 79.58% |
September 30, 2021 | 79.58% |
August 31, 2021 | 79.58% |
July 31, 2021 | 79.58% |
June 30, 2021 | 79.58% |
May 31, 2021 | 79.58% |
April 30, 2021 | 79.58% |
March 31, 2021 | 79.58% |
February 28, 2021 | 79.58% |
January 31, 2021 | 79.58% |
December 31, 2020 | 79.58% |
November 30, 2020 | 79.58% |
October 31, 2020 | 79.58% |
September 30, 2020 | 79.58% |
August 31, 2020 | 79.58% |
July 31, 2020 | 79.58% |
June 30, 2020 | 79.58% |
May 31, 2020 | 79.58% |
April 30, 2020 | 79.58% |
March 31, 2020 | 79.58% |
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
51.61%
Minimum
May 2019
79.58%
Maximum
Mar 2020
74.92%
Average
79.58%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
FEC Resources Inc | 98.38% |
Sunshine Oilsands Ltd | 100.00% |
Greenfire Resources Ltd | -- |
Zenith Energy Ltd | -- |
Diamondback Energy Inc | 88.72% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.578 |
Beta (5Y) | 1.477 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.40% |
Historical Sharpe Ratio (5Y) | 0.4056 |
Historical Sortino (5Y) | 0.5208 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.96% |