Calfrac Well Services Ltd (CFW.TO)
4.19
+0.05
(+1.21%)
CAD |
TSX |
May 06, 13:32
Calfrac Well Services Max Drawdown (5Y): 99.30% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
July 31, 2022 | 99.30% |
June 30, 2022 | 99.30% |
May 31, 2022 | 99.30% |
April 30, 2022 | 99.30% |
Date | Value |
---|---|
March 31, 2022 | 99.30% |
February 28, 2022 | 99.30% |
January 31, 2022 | 99.30% |
December 31, 2021 | 99.30% |
November 30, 2021 | 99.30% |
October 31, 2021 | 99.30% |
September 30, 2021 | 99.30% |
August 31, 2021 | 99.30% |
July 31, 2021 | 99.23% |
June 30, 2021 | 99.23% |
May 31, 2021 | 99.23% |
April 30, 2021 | 99.19% |
March 31, 2021 | 99.16% |
February 28, 2021 | 99.16% |
January 31, 2021 | 99.16% |
December 31, 2020 | 99.04% |
November 30, 2020 | 98.66% |
October 31, 2020 | 98.66% |
September 30, 2020 | 98.66% |
August 31, 2020 | 98.66% |
July 31, 2020 | 98.66% |
June 30, 2020 | 98.16% |
May 31, 2020 | 98.16% |
April 30, 2020 | 98.16% |
March 31, 2020 | 98.16% |
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
94.72%
Minimum
May 2019
99.30%
Maximum
Aug 2021
98.39%
Average
99.30%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
Shoal Point Energy Ltd | 97.62% |
Bird River Resources Inc | 98.94% |
Canadian Overseas Petroleum Ltd | 99.67% |
James Bay Resources Ltd | 91.94% |
Squatex Energy and Resources Inc | 98.57% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -66.29 |
Beta (5Y) | 1.835 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 79.66% |
Historical Sharpe Ratio (5Y) | -0.6716 |
Historical Sortino (5Y) | -0.9926 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.14% |