CES Energy Solutions Corp (CEU.TO)
9.705
-0.02
(-0.26%)
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TSX |
Nov 22, 11:18
CES Energy Solutions Max Drawdown (5Y): 92.85% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 92.85% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2022 | 92.85% |
| 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% |
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
91.98%
Average
92.85%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Athabasca Oil Corp | 94.88% |
| TerraVest Industries Inc | 41.58% |
| Shoal Point Energy Ltd | 97.62% |
| Bird River Resources Inc | 98.94% |
| James Bay Resources Ltd | 91.94% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 15.13 |
| Beta (5Y) | 2.250 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.16% |
| Historical Sharpe Ratio (5Y) | 0.5937 |
| Historical Sortino (5Y) | 0.8851 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.84% |