Africa Oil Corp (AOI.TO)
2.51
+0.10
(+4.15%)
CAD |
TSX |
Apr 26, 16:00
Africa Oil Max Drawdown (5Y): 82.83% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
July 31, 2020 | 89.60% |
June 30, 2020 | 89.60% |
May 31, 2020 | 89.60% |
April 30, 2020 | 89.60% |
March 31, 2020 | 89.60% |
February 29, 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
82.83%
Minimum
Mar 2024
89.60%
Maximum
Apr 2019
89.19%
Average
89.60%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Eco (Atlantic) Oil & Gas Ltd | 94.91% |
NuVista Energy Ltd | 97.50% |
Baytex Energy Corp | 98.61% |
Parex Resources Inc | 61.00% |
Pine Cliff Energy Ltd | 96.23% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.818 |
Beta (5Y) | 1.317 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.08% |
Historical Sharpe Ratio (5Y) | 0.3671 |
Historical Sortino (5Y) | 0.6114 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.03% |