Suncor Energy Inc (SU.TO)
53.67
+0.23
(+0.43%)
CAD |
TSX |
May 08, 16:00
53.67
0.00 (0.00%)
After-Hours: 16:15
Suncor Energy Max Drawdown (5Y): 70.76% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 70.76% |
March 31, 2024 | 70.76% |
February 29, 2024 | 70.76% |
January 31, 2024 | 70.76% |
December 31, 2023 | 70.76% |
November 30, 2023 | 70.76% |
October 31, 2023 | 70.76% |
September 30, 2023 | 70.76% |
August 31, 2023 | 70.76% |
July 31, 2023 | 70.76% |
June 30, 2023 | 70.76% |
May 31, 2023 | 70.76% |
April 30, 2023 | 70.76% |
March 31, 2023 | 70.76% |
February 28, 2023 | 70.76% |
January 31, 2023 | 70.76% |
December 31, 2022 | 70.76% |
November 30, 2022 | 70.76% |
October 31, 2022 | 70.76% |
September 30, 2022 | 70.76% |
August 31, 2022 | 70.76% |
July 31, 2022 | 70.76% |
June 30, 2022 | 70.76% |
May 31, 2022 | 70.76% |
April 30, 2022 | 70.76% |
Date | Value |
---|---|
March 31, 2022 | 70.76% |
February 28, 2022 | 70.76% |
January 31, 2022 | 70.76% |
December 31, 2021 | 70.76% |
November 30, 2021 | 70.76% |
October 31, 2021 | 70.76% |
September 30, 2021 | 70.76% |
August 31, 2021 | 70.76% |
July 31, 2021 | 70.76% |
June 30, 2021 | 70.76% |
May 31, 2021 | 70.76% |
April 30, 2021 | 70.76% |
March 31, 2021 | 70.76% |
February 28, 2021 | 70.76% |
January 31, 2021 | 70.76% |
December 31, 2020 | 70.76% |
November 30, 2020 | 70.76% |
October 31, 2020 | 70.76% |
September 30, 2020 | 70.76% |
August 31, 2020 | 70.76% |
July 31, 2020 | 70.76% |
June 30, 2020 | 70.76% |
May 31, 2020 | 70.76% |
April 30, 2020 | 70.76% |
March 31, 2020 | 70.76% |
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
36.37%
Minimum
May 2019
70.76%
Maximum
Mar 2020
65.03%
Average
70.76%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Cenovus Energy Inc | 88.84% |
Canadian Natural Resources Ltd | 76.19% |
ReGen III Corp | 86.98% |
TC Energy Corp | 36.30% |
Imperial Oil Ltd | 75.79% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.739 |
Beta (5Y) | 1.536 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.85% |
Historical Sharpe Ratio (5Y) | 0.1359 |
Historical Sortino (5Y) | 0.1794 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.74% |