ACT Energy Technologies Ltd. (ACX.TO)
6.72
-0.07
(-1.03%)
CAD |
TSX |
May 01, 16:00
ACT Energy Technologies Max Drawdown (5Y) : 85.26% for April 30, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Maximum
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Median
Max Drawdown (5Y) Benchmarks
| Enterprise Group, Inc. | 67.50% |
| Ensign Energy Services, Inc. | 83.44% |
| Akita Drilling Ltd. | 91.52% |
| Precision Drilling Corp. | 80.31% |
| Western Energy Services Corp. | 98.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.352 |
| Beta (5Y) | 1.245 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.95% |
| Historical Sharpe Ratio (5Y) | 0.3966 |
| Historical Sortino (5Y) | 1.006 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.89% |