Athabasca Oil Corp (ATH.TO)
5.23
+0.18
(+3.56%)
CAD |
TSX |
Nov 04, 16:00
Athabasca Oil Max Drawdown (5Y): 94.88% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 94.88% |
August 31, 2024 | 94.88% |
July 31, 2024 | 94.88% |
June 30, 2024 | 94.88% |
May 31, 2024 | 94.88% |
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% |
Date | Value |
---|---|
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% |
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% |
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
Nov 2019
94.88%
Maximum
Apr 2020
94.86%
Average
94.88%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Canadian Natural Resources Ltd | 76.19% |
NuVista Energy Ltd | 97.50% |
MEG Energy Corp | 94.11% |
TerraVest Industries Inc | 41.58% |
CES Energy Solutions Corp | 92.85% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 28.88 |
Beta (5Y) | 2.086 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 82.26% |
Historical Sharpe Ratio (5Y) | 0.5752 |
Historical Sortino (5Y) | 1.026 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.52% |