CES Energy Solutions Corp (CEU.TO)
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+0.10
(+1.24%)
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Nov 04, 16:00
CES Energy Solutions Max Drawdown (5Y): 92.85% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 92.85% |
| August 31, 2024 | 92.85% |
| July 31, 2024 | 92.85% |
| June 30, 2024 | 92.85% |
| May 31, 2024 | 92.85% |
| April 30, 2024 | 92.85% |
| March 31, 2024 | 92.85% |
| February 29, 2024 | 92.85% |
| January 31, 2024 | 92.85% |
| December 31, 2023 | 92.85% |
| November 30, 2023 | 92.85% |
| October 31, 2023 | 92.85% |
| September 30, 2023 | 92.85% |
| August 31, 2023 | 92.85% |
| July 31, 2023 | 92.85% |
| June 30, 2023 | 92.85% |
| May 31, 2023 | 92.85% |
| April 30, 2023 | 92.85% |
| March 31, 2023 | 92.85% |
| February 28, 2023 | 92.85% |
| January 31, 2023 | 92.85% |
| December 31, 2022 | 92.85% |
| November 30, 2022 | 92.85% |
| October 31, 2022 | 92.85% |
| September 30, 2022 | 92.85% |
| Date | Value |
|---|---|
| August 31, 2022 | 92.85% |
| July 31, 2022 | 92.85% |
| June 30, 2022 | 92.85% |
| May 31, 2022 | 92.85% |
| April 30, 2022 | 92.85% |
| March 31, 2022 | 92.85% |
| February 28, 2022 | 92.85% |
| January 31, 2022 | 92.85% |
| December 31, 2021 | 92.85% |
| November 30, 2021 | 92.85% |
| October 31, 2021 | 92.85% |
| September 30, 2021 | 92.85% |
| August 31, 2021 | 92.85% |
| July 31, 2021 | 92.85% |
| June 30, 2021 | 92.85% |
| May 31, 2021 | 92.85% |
| April 30, 2021 | 92.85% |
| March 31, 2021 | 92.85% |
| February 28, 2021 | 92.85% |
| January 31, 2021 | 92.85% |
| December 31, 2020 | 92.85% |
| November 30, 2020 | 92.85% |
| October 31, 2020 | 92.85% |
| September 30, 2020 | 92.85% |
| August 31, 2020 | 92.85% |
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
79.74%
Minimum
Nov 2019
92.85%
Maximum
Mar 2020
91.96%
Average
92.85%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Trican Well Service Ltd | 92.08% |
| Athabasca Oil Corp | 94.88% |
| Pason Systems Inc | 75.06% |
| Precision Drilling Corp | 95.21% |
| Enerflex Ltd | 76.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.863 |
| Beta (5Y) | 2.275 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.59% |
| Historical Sharpe Ratio (5Y) | 0.4947 |
| Historical Sortino (5Y) | 0.7405 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.84% |