Calfrac Well Services Ltd (CFWFF)
3.10
+0.08
(+2.65%)
USD |
OTCM |
May 31, 16:00
Calfrac Well Services Max Drawdown (5Y): 99.33% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 99.33% |
| April 30, 2024 | 99.33% |
| March 31, 2024 | 99.33% |
| February 29, 2024 | 99.33% |
| January 31, 2024 | 99.33% |
| December 31, 2023 | 99.33% |
| November 30, 2023 | 99.33% |
| October 31, 2023 | 99.33% |
| September 30, 2023 | 99.33% |
| August 31, 2023 | 99.33% |
| July 31, 2023 | 99.33% |
| June 30, 2023 | 99.33% |
| May 31, 2023 | 99.33% |
| April 30, 2023 | 99.33% |
| March 31, 2023 | 99.33% |
| February 28, 2023 | 99.33% |
| January 31, 2023 | 99.33% |
| December 31, 2022 | 99.33% |
| November 30, 2022 | 99.33% |
| October 31, 2022 | 99.33% |
| September 30, 2022 | 99.33% |
| August 31, 2022 | 99.33% |
| July 31, 2022 | 99.33% |
| June 30, 2022 | 99.33% |
| May 31, 2022 | 99.33% |
| Date | Value |
|---|---|
| April 30, 2022 | 99.33% |
| March 31, 2022 | 99.33% |
| February 28, 2022 | 99.33% |
| January 31, 2022 | 99.33% |
| December 31, 2021 | 99.33% |
| November 30, 2021 | 99.33% |
| October 31, 2021 | 99.33% |
| September 30, 2021 | 99.33% |
| August 31, 2021 | 99.33% |
| July 31, 2021 | 99.20% |
| June 30, 2021 | 99.20% |
| May 31, 2021 | 99.20% |
| April 30, 2021 | 99.20% |
| March 31, 2021 | 99.16% |
| February 28, 2021 | 99.16% |
| January 31, 2021 | 99.16% |
| December 31, 2020 | 99.04% |
| November 30, 2020 | 98.61% |
| October 31, 2020 | 98.61% |
| September 30, 2020 | 98.61% |
| August 31, 2020 | 98.61% |
| July 31, 2020 | 98.61% |
| June 30, 2020 | 98.46% |
| May 31, 2020 | 98.46% |
| April 30, 2020 | 98.46% |
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
95.88%
Minimum
Jun 2019
99.33%
Maximum
Aug 2021
98.67%
Average
99.33%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| Strata Power Corp | 99.65% |
| Adams Resources & Energy Inc | 65.68% |
| Barnwell Industries Inc | 88.78% |
| CKX Lands Inc | 54.31% |
| Empire Petroleum Corp | 82.77% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -64.75 |
| Beta (5Y) | 1.098 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 82.23% |
| Historical Sharpe Ratio (5Y) | -0.6045 |
| Historical Sortino (5Y) | -0.9118 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.29% |