Calfrac Well Services Ltd. (CFW.TO)
7.07
+0.38
(+5.68%)
CAD |
TSX |
Oct 09, 16:00
Calfrac Well Services Max Drawdown (5Y) : 99.09% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 99.09% |
| August 31, 2026 | 99.24% |
| July 31, 2026 | 99.30% |
| June 30, 2026 | 99.30% |
| May 31, 2026 | 99.30% |
| April 30, 2026 | 99.30% |
| March 31, 2026 | 99.30% |
| February 28, 2026 | 99.30% |
| January 31, 2026 | 99.30% |
| December 31, 2025 | 99.30% |
| November 30, 2025 | 99.30% |
| October 31, 2025 | 99.30% |
| September 30, 2025 | 99.30% |
| August 31, 2025 | 99.30% |
| July 31, 2025 | 99.30% |
| June 30, 2025 | 99.30% |
| May 31, 2025 | 99.30% |
| April 30, 2025 | 99.30% |
| March 31, 2025 | 99.30% |
| February 28, 2025 | 99.30% |
| January 31, 2025 | 99.30% |
| December 31, 2024 | 99.30% |
| November 30, 2024 | 99.30% |
| October 31, 2024 | 99.30% |
| September 30, 2024 | 99.30% |
| Date | Value |
|---|---|
| August 31, 2024 | 99.30% |
| July 31, 2024 | 99.30% |
| June 30, 2024 | 99.30% |
| May 31, 2024 | 99.30% |
| April 30, 2024 | 99.30% |
| March 31, 2024 | 99.30% |
| February 29, 2024 | 99.30% |
| January 31, 2024 | 99.30% |
| December 31, 2023 | 99.30% |
| November 30, 2023 | 99.30% |
| October 31, 2023 | 99.30% |
| September 30, 2023 | 99.30% |
| August 31, 2023 | 99.30% |
| July 31, 2023 | 99.30% |
| June 30, 2023 | 99.30% |
| May 31, 2023 | 99.30% |
| April 30, 2023 | 99.30% |
| March 31, 2023 | 99.30% |
| February 28, 2023 | 99.30% |
| January 31, 2023 | 99.30% |
| December 31, 2022 | 99.30% |
| November 30, 2022 | 99.30% |
| October 31, 2022 | 99.30% |
| September 30, 2022 | 99.30% |
| August 31, 2022 | 99.30% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Stampede Drilling, Inc. | 77.55% |
| Ensign Energy Services, Inc. | 74.74% |
| Trican Well Service Ltd. | 54.10% |
| ACT Energy Technologies Ltd. | 82.11% |
| North American Construction Group Ltd. | 50.16% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.043 |
| Beta (5Y) | 0.5578 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.91% |
| Historical Sharpe Ratio (5Y) | 0.1717 |
| Historical Sortino (5Y) | 0.4214 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.47% |