TAG Oil Ltd (TAOIF)
0.4424
0.00 (0.00%)
USD |
OTCM |
May 07, 09:35
TAG Oil Max Drawdown (5Y): 87.44% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 87.44% |
March 31, 2024 | 89.31% |
February 29, 2024 | 89.75% |
January 31, 2024 | 90.60% |
December 31, 2023 | 90.91% |
November 30, 2023 | 91.32% |
October 31, 2023 | 92.44% |
September 30, 2023 | 92.44% |
August 31, 2023 | 92.44% |
July 31, 2023 | 92.44% |
June 30, 2023 | 93.24% |
May 31, 2023 | 94.72% |
April 30, 2023 | 94.72% |
March 31, 2023 | 94.72% |
February 28, 2023 | 94.72% |
January 31, 2023 | 94.72% |
December 31, 2022 | 94.95% |
November 30, 2022 | 95.27% |
October 31, 2022 | 95.27% |
September 30, 2022 | 95.27% |
August 31, 2022 | 95.27% |
July 31, 2022 | 95.27% |
June 30, 2022 | 95.27% |
May 31, 2022 | 95.27% |
April 30, 2022 | 95.27% |
Date | Value |
---|---|
March 31, 2022 | 95.27% |
February 28, 2022 | 95.27% |
January 31, 2022 | 95.27% |
December 31, 2021 | 95.66% |
November 30, 2021 | 95.85% |
October 31, 2021 | 95.85% |
September 30, 2021 | 95.85% |
August 31, 2021 | 95.85% |
July 31, 2021 | 95.85% |
June 30, 2021 | 95.85% |
May 31, 2021 | 95.85% |
April 30, 2021 | 95.85% |
March 31, 2021 | 95.85% |
February 28, 2021 | 95.85% |
January 31, 2021 | 95.85% |
December 31, 2020 | 95.85% |
November 30, 2020 | 96.73% |
October 31, 2020 | 96.97% |
September 30, 2020 | 96.97% |
August 31, 2020 | 96.97% |
July 31, 2020 | 96.97% |
June 30, 2020 | 96.97% |
May 31, 2020 | 96.97% |
April 30, 2020 | 96.97% |
March 31, 2020 | 96.97% |
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
87.44%
Minimum
Apr 2024
96.97%
Maximum
May 2019
95.11%
Average
95.85%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Strata Power Corp | 99.65% |
Adams Resources & Energy Inc | 65.68% |
Barnwell Industries Inc | 88.78% |
CKX Lands Inc | 54.31% |
Empire Petroleum Corp | 82.77% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 36.74 |
Beta (5Y) | 0.8028 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.56% |
Historical Sharpe Ratio (5Y) | 0.6968 |
Historical Sortino (5Y) | 1.732 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.79% |