Athabasca Oil Corp (ATH.TO)
4.76
-0.04
(-0.83%)
CAD |
TSX |
May 03, 16:00
Athabasca Oil Max Drawdown (5Y): 94.88% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 94.88% |
March 31, 2024 | 94.88% |
February 29, 2024 | 94.88% |
January 31, 2024 | 94.88% |
December 31, 2023 | 94.88% |
November 30, 2023 | 94.88% |
October 31, 2023 | 94.88% |
September 30, 2023 | 94.88% |
August 31, 2023 | 94.88% |
July 31, 2023 | 94.88% |
June 30, 2023 | 94.88% |
May 31, 2023 | 94.88% |
April 30, 2023 | 94.88% |
March 31, 2023 | 94.88% |
February 28, 2023 | 94.88% |
January 31, 2023 | 94.88% |
December 31, 2022 | 94.88% |
November 30, 2022 | 94.88% |
October 31, 2022 | 94.88% |
September 30, 2022 | 94.88% |
August 31, 2022 | 94.88% |
July 31, 2022 | 94.88% |
June 30, 2022 | 94.88% |
May 31, 2022 | 94.88% |
April 30, 2022 | 94.88% |
Date | Value |
---|---|
March 31, 2022 | 94.88% |
February 28, 2022 | 94.88% |
January 31, 2022 | 94.88% |
December 31, 2021 | 94.88% |
November 30, 2021 | 94.88% |
October 31, 2021 | 94.88% |
September 30, 2021 | 94.88% |
August 31, 2021 | 94.88% |
July 31, 2021 | 94.88% |
June 30, 2021 | 94.88% |
May 31, 2021 | 94.88% |
April 30, 2021 | 94.88% |
March 31, 2021 | 94.88% |
February 28, 2021 | 94.88% |
January 31, 2021 | 94.88% |
December 31, 2020 | 94.88% |
November 30, 2020 | 94.88% |
October 31, 2020 | 94.88% |
September 30, 2020 | 94.88% |
August 31, 2020 | 94.88% |
July 31, 2020 | 94.88% |
June 30, 2020 | 94.88% |
May 31, 2020 | 94.88% |
April 30, 2020 | 94.88% |
March 31, 2020 | 94.65% |
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
94.65%
Minimum
May 2019
94.88%
Maximum
Apr 2020
94.84%
Average
94.88%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Enbridge Inc | 39.46% |
Cenovus Energy Inc | 88.84% |
Shoal Point Energy Ltd | 97.62% |
Bird River Resources Inc | 98.94% |
Canadian Overseas Petroleum Ltd | 99.67% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 19.18 |
Beta (5Y) | 2.242 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 85.07% |
Historical Sharpe Ratio (5Y) | 0.4091 |
Historical Sortino (5Y) | 0.7707 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.59% |