Athabasca Oil Corp (ATH.TO)
5.47
+0.22
(+4.19%)
CAD |
TSX |
Nov 21, 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% |
| Africa Oil Corp | 72.14% |
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% |