CF Energy Corp (CFY.V)
0.16
+0.01
(+6.67%)
CAD |
TSXV |
Nov 21, 16:00
CF Energy Max Drawdown (5Y): 82.37% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 82.37% |
August 31, 2024 | 82.37% |
July 31, 2024 | 82.37% |
June 30, 2024 | 82.37% |
May 31, 2024 | 82.37% |
April 30, 2024 | 82.37% |
March 31, 2024 | 82.37% |
February 29, 2024 | 82.37% |
January 31, 2024 | 82.37% |
December 31, 2023 | 82.37% |
November 30, 2023 | 82.37% |
October 31, 2023 | 82.37% |
September 30, 2023 | 82.37% |
August 31, 2023 | 82.37% |
July 31, 2023 | 82.37% |
June 30, 2023 | 82.37% |
May 31, 2023 | 82.37% |
April 30, 2023 | 82.37% |
March 31, 2023 | 82.37% |
February 28, 2023 | 82.37% |
January 31, 2023 | 82.37% |
December 31, 2022 | 82.37% |
November 30, 2022 | 80.94% |
October 31, 2022 | 75.22% |
September 30, 2022 | 73.79% |
Date | Value |
---|---|
August 31, 2022 | 73.79% |
July 31, 2022 | 73.79% |
June 30, 2022 | 73.79% |
May 31, 2022 | 67.59% |
April 30, 2022 | 65.69% |
March 31, 2022 | 65.69% |
February 28, 2022 | 65.69% |
January 31, 2022 | 65.69% |
December 31, 2021 | 65.69% |
November 30, 2021 | 65.69% |
October 31, 2021 | 65.69% |
September 30, 2021 | 65.69% |
August 31, 2021 | 65.69% |
July 31, 2021 | 65.69% |
June 30, 2021 | 65.69% |
May 31, 2021 | 65.69% |
April 30, 2021 | 65.69% |
March 31, 2021 | 65.69% |
February 28, 2021 | 65.69% |
January 31, 2021 | 65.69% |
December 31, 2020 | 65.69% |
November 30, 2020 | 65.69% |
October 31, 2020 | 65.69% |
September 30, 2020 | 59.02% |
August 31, 2020 | 59.02% |
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
50.84%
Minimum
Nov 2019
82.37%
Maximum
Dec 2022
71.14%
Average
65.69%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Superior Plus Corp | 53.84% |
ONEnergy Inc | 98.67% |
EverGen Infrastructure Corp | -- |
Berkley Renewables Inc | 0.00% |
TransAlta Corp | 50.59% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -30.33 |
Beta (5Y) | 0.6023 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.59% |
Historical Sharpe Ratio (5Y) | -0.4943 |
Historical Sortino (5Y) | -0.9772 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.69% |