Suncor Energy Inc (SU)
37.60
-0.59
(-1.54%)
USD |
NYSE |
May 01, 15:41
Suncor Energy Max Drawdown (5Y): 73.52% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 73.52% |
March 31, 2024 | 73.52% |
February 29, 2024 | 73.52% |
January 31, 2024 | 73.52% |
December 31, 2023 | 73.52% |
November 30, 2023 | 73.52% |
October 31, 2023 | 73.52% |
September 30, 2023 | 73.52% |
August 31, 2023 | 73.52% |
July 31, 2023 | 73.52% |
June 30, 2023 | 73.52% |
May 31, 2023 | 73.52% |
April 30, 2023 | 73.52% |
March 31, 2023 | 73.52% |
February 28, 2023 | 73.52% |
January 31, 2023 | 73.52% |
December 31, 2022 | 73.52% |
November 30, 2022 | 73.52% |
October 31, 2022 | 73.52% |
September 30, 2022 | 73.52% |
August 31, 2022 | 73.52% |
July 31, 2022 | 73.52% |
June 30, 2022 | 73.52% |
May 31, 2022 | 73.52% |
April 30, 2022 | 73.52% |
Date | Value |
---|---|
March 31, 2022 | 73.52% |
February 28, 2022 | 73.52% |
January 31, 2022 | 73.52% |
December 31, 2021 | 73.52% |
November 30, 2021 | 73.52% |
October 31, 2021 | 73.52% |
September 30, 2021 | 73.52% |
August 31, 2021 | 73.52% |
July 31, 2021 | 73.52% |
June 30, 2021 | 73.52% |
May 31, 2021 | 73.52% |
April 30, 2021 | 73.52% |
March 31, 2021 | 73.52% |
February 28, 2021 | 73.52% |
January 31, 2021 | 73.52% |
December 31, 2020 | 73.52% |
November 30, 2020 | 73.52% |
October 31, 2020 | 73.52% |
September 30, 2020 | 73.52% |
August 31, 2020 | 73.52% |
July 31, 2020 | 73.52% |
June 30, 2020 | 73.52% |
May 31, 2020 | 73.52% |
April 30, 2020 | 73.52% |
March 31, 2020 | 73.52% |
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
53.34%
Minimum
May 2019
73.52%
Maximum
Mar 2020
70.16%
Average
73.52%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ConocoPhillips | 70.66% |
Cheniere Energy Inc | 61.27% |
Marathon Petroleum Corp | 79.66% |
Valero Energy Corp | 71.86% |
Phillips 66 | 64.21% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.057 |
Beta (5Y) | 1.116 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.52% |
Historical Sharpe Ratio (5Y) | 0.1155 |
Historical Sortino (5Y) | 0.151 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.26% |