Africa Oil Corp (AOI.TO)
1.85
+0.10
(+5.71%)
CAD |
TSX |
Nov 04, 13:01
Africa Oil Max Drawdown (5Y): 72.14% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 72.14% |
August 31, 2024 | 72.14% |
July 31, 2024 | 72.14% |
June 30, 2024 | 72.14% |
May 31, 2024 | 77.00% |
April 30, 2024 | 81.64% |
March 31, 2024 | 82.83% |
February 29, 2024 | 83.84% |
January 31, 2024 | 86.00% |
December 31, 2023 | 87.67% |
November 30, 2023 | 87.67% |
October 31, 2023 | 88.58% |
September 30, 2023 | 88.69% |
August 31, 2023 | 88.69% |
July 31, 2023 | 88.71% |
June 30, 2023 | 88.71% |
May 31, 2023 | 89.60% |
April 30, 2023 | 89.60% |
March 31, 2023 | 89.60% |
February 28, 2023 | 89.60% |
January 31, 2023 | 89.60% |
December 31, 2022 | 89.60% |
November 30, 2022 | 89.60% |
October 31, 2022 | 89.60% |
September 30, 2022 | 89.60% |
Date | Value |
---|---|
August 31, 2022 | 89.60% |
July 31, 2022 | 89.60% |
June 30, 2022 | 89.60% |
May 31, 2022 | 89.60% |
April 30, 2022 | 89.60% |
March 31, 2022 | 89.60% |
February 28, 2022 | 89.60% |
January 31, 2022 | 89.60% |
December 31, 2021 | 89.60% |
November 30, 2021 | 89.60% |
October 31, 2021 | 89.60% |
September 30, 2021 | 89.60% |
August 31, 2021 | 89.60% |
July 31, 2021 | 89.60% |
June 30, 2021 | 89.60% |
May 31, 2021 | 89.60% |
April 30, 2021 | 89.60% |
March 31, 2021 | 89.60% |
February 28, 2021 | 89.60% |
January 31, 2021 | 89.60% |
December 31, 2020 | 89.60% |
November 30, 2020 | 89.60% |
October 31, 2020 | 89.60% |
September 30, 2020 | 89.60% |
August 31, 2020 | 89.60% |
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
72.14%
Minimum
Jun 2024
89.60%
Maximum
Nov 2019
87.65%
Average
89.60%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
NuVista Energy Ltd | 97.50% |
Baytex Energy Corp | 98.61% |
Parex Resources Inc | 61.00% |
Pine Cliff Energy Ltd | 96.23% |
Tenaz Energy Corp | 83.82% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.571 |
Beta (5Y) | 1.207 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.70% |
Historical Sharpe Ratio (5Y) | 0.1853 |
Historical Sortino (5Y) | 0.3135 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.03% |