ARC Resources Ltd (ARX.TO)
26.97
+0.74
(+2.82%)
CAD |
TSX |
Nov 21, 16:00
ARC Resources Max Drawdown (5Y): 86.79% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 86.79% |
| August 31, 2024 | 86.79% |
| July 31, 2024 | 86.79% |
| June 30, 2024 | 86.79% |
| May 31, 2024 | 86.79% |
| April 30, 2024 | 86.79% |
| March 31, 2024 | 86.79% |
| February 29, 2024 | 86.79% |
| January 31, 2024 | 86.79% |
| December 31, 2023 | 86.79% |
| November 30, 2023 | 86.79% |
| October 31, 2023 | 86.79% |
| September 30, 2023 | 86.79% |
| August 31, 2023 | 86.79% |
| July 31, 2023 | 86.79% |
| June 30, 2023 | 86.79% |
| May 31, 2023 | 86.79% |
| April 30, 2023 | 86.79% |
| March 31, 2023 | 86.79% |
| February 28, 2023 | 86.79% |
| January 31, 2023 | 86.79% |
| December 31, 2022 | 86.79% |
| November 30, 2022 | 86.79% |
| October 31, 2022 | 86.79% |
| September 30, 2022 | 86.79% |
| Date | Value |
|---|---|
| August 31, 2022 | 86.79% |
| July 31, 2022 | 86.79% |
| June 30, 2022 | 86.79% |
| May 31, 2022 | 86.79% |
| April 30, 2022 | 86.79% |
| March 31, 2022 | 86.79% |
| February 28, 2022 | 86.79% |
| January 31, 2022 | 86.79% |
| December 31, 2021 | 86.79% |
| November 30, 2021 | 86.79% |
| October 31, 2021 | 86.79% |
| September 30, 2021 | 86.79% |
| August 31, 2021 | 86.79% |
| July 31, 2021 | 86.79% |
| June 30, 2021 | 86.79% |
| May 31, 2021 | 86.79% |
| April 30, 2021 | 86.79% |
| March 31, 2021 | 86.79% |
| February 28, 2021 | 86.79% |
| January 31, 2021 | 86.79% |
| December 31, 2020 | 86.79% |
| November 30, 2020 | 86.79% |
| October 31, 2020 | 86.79% |
| September 30, 2020 | 86.79% |
| August 31, 2020 | 86.79% |
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
76.61%
Minimum
Nov 2019
86.79%
Maximum
Mar 2020
86.10%
Average
86.79%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Suncor Energy Inc | 70.76% |
| Tourmaline Oil Corp | 82.29% |
| Canadian Natural Resources Ltd | 76.19% |
| Shoal Point Energy Ltd | 97.62% |
| Bird River Resources Inc | 98.94% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 21.61 |
| Beta (5Y) | 1.180 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.31% |
| Historical Sharpe Ratio (5Y) | 0.6371 |
| Historical Sortino (5Y) | 0.9742 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.97% |