Advantage Energy Ltd (AAV.TO)
9.44
-0.16
(-1.67%)
CAD |
TSX |
Nov 22, 14:50
Advantage Energy Max Drawdown (5Y): 89.88% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 89.88% |
August 31, 2024 | 89.88% |
July 31, 2024 | 89.88% |
June 30, 2024 | 89.88% |
May 31, 2024 | 89.88% |
April 30, 2024 | 89.88% |
March 31, 2024 | 89.88% |
February 29, 2024 | 89.88% |
January 31, 2024 | 89.88% |
December 31, 2023 | 89.88% |
November 30, 2023 | 89.88% |
October 31, 2023 | 89.88% |
September 30, 2023 | 89.88% |
August 31, 2023 | 89.88% |
July 31, 2023 | 89.88% |
June 30, 2023 | 89.88% |
May 31, 2023 | 89.88% |
April 30, 2023 | 89.88% |
March 31, 2023 | 89.88% |
February 28, 2023 | 89.88% |
January 31, 2023 | 89.88% |
December 31, 2022 | 89.88% |
November 30, 2022 | 89.88% |
October 31, 2022 | 89.88% |
September 30, 2022 | 89.88% |
Date | Value |
---|---|
August 31, 2022 | 89.88% |
July 31, 2022 | 89.88% |
June 30, 2022 | 89.88% |
May 31, 2022 | 89.88% |
April 30, 2022 | 89.88% |
March 31, 2022 | 89.88% |
February 28, 2022 | 89.88% |
January 31, 2022 | 89.88% |
December 31, 2021 | 89.88% |
November 30, 2021 | 89.88% |
October 31, 2021 | 89.88% |
September 30, 2021 | 89.88% |
August 31, 2021 | 89.88% |
July 31, 2021 | 89.88% |
June 30, 2021 | 89.88% |
May 31, 2021 | 89.88% |
April 30, 2021 | 89.88% |
March 31, 2021 | 89.88% |
February 28, 2021 | 89.88% |
January 31, 2021 | 89.88% |
December 31, 2020 | 89.88% |
November 30, 2020 | 89.88% |
October 31, 2020 | 89.88% |
September 30, 2020 | 89.88% |
August 31, 2020 | 89.88% |
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
86.35%
Minimum
Nov 2019
89.88%
Maximum
Mar 2020
89.64%
Average
89.88%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Parex Resources Inc | 61.00% |
Shoal Point Energy Ltd | 97.62% |
Bird River Resources Inc | 98.94% |
James Bay Resources Ltd | 91.94% |
Squatex Energy and Resources Inc | 98.57% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 19.81 |
Beta (5Y) | 1.396 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.13% |
Historical Sharpe Ratio (5Y) | 0.5437 |
Historical Sortino (5Y) | 1.024 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.95% |