CF Energy Corp (CFY.V)
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Nov 11, 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% |