Advantage Energy Ltd (AAV.TO)
10.84
+0.11
(+1.03%)
CAD |
TSX |
Apr 26, 16:00
Advantage Energy Max Drawdown (5Y): 89.88% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
July 31, 2020 | 89.88% |
June 30, 2020 | 89.88% |
May 31, 2020 | 89.88% |
April 30, 2020 | 89.88% |
March 31, 2020 | 89.88% |
February 29, 2020 | 86.35% |
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
82.22%
Minimum
Apr 2019
89.88%
Maximum
Mar 2020
89.06%
Average
89.88%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ARC Resources Ltd | 86.79% |
Crescent Point Energy Corp | 96.45% |
Obsidian Energy Ltd | 98.78% |
NuVista Energy Ltd | 97.50% |
Tourmaline Oil Corp | 82.29% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 19.89 |
Beta (5Y) | 1.576 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.82% |
Historical Sharpe Ratio (5Y) | 0.5345 |
Historical Sortino (5Y) | 1.036 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.67% |