ARC Resources Ltd (ARX.TO)

24.31 +0.10 (+0.41%) CAD  |  TSX  |  Dec 20, 16:00
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ARC Resources Max Drawdown (5Y): 86.79% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Suncor Energy Inc 70.76%
Tourmaline Oil Corp 83.22%
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) 22.18
Beta (5Y) 1.140
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 49.46%
Historical Sharpe Ratio (5Y) 0.674
Historical Sortino (5Y) 1.010
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.97%