ARC Resources Ltd. (ARX.TO)
24.20
+0.36
(+1.51%)
CAD |
TSX |
Jan 19, 16:00
ARC Resources Max Drawdown (5Y): 70.09% for Dec. 31, 2025
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Baytex Energy Corp. | 91.32% |
| NuVista Energy Ltd. | 90.60% |
| Paramount Resources Ltd. | 79.94% |
| Tourmaline Oil Corp. | 50.71% |
| Canadian Natural Resources Ltd. | 33.12% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 29.59 |
| Beta (5Y) | 0.3970 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.95% |
| Historical Sharpe Ratio (5Y) | 1.021 |
| Historical Sortino (5Y) | 1.843 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.92% |