Canacol Energy Ltd (CNE.TO)
3.89
-0.18
(-4.42%)
CAD |
TSX |
Nov 22, 14:31
Canacol Energy Max Drawdown (5Y): 81.41% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 81.41% |
| August 31, 2024 | 79.09% |
| July 31, 2024 | 77.39% |
| June 30, 2024 | 77.39% |
| May 31, 2024 | 76.43% |
| April 30, 2024 | 76.43% |
| March 31, 2024 | 76.43% |
| February 29, 2024 | 72.37% |
| January 31, 2024 | 66.77% |
| December 31, 2023 | 66.77% |
| November 30, 2023 | 65.45% |
| October 31, 2023 | 64.23% |
| September 30, 2023 | 57.87% |
| August 31, 2023 | 57.87% |
| July 31, 2023 | 57.87% |
| June 30, 2023 | 57.87% |
| May 31, 2023 | 57.87% |
| April 30, 2023 | 57.87% |
| March 31, 2023 | 57.87% |
| February 28, 2023 | 57.87% |
| January 31, 2023 | 57.87% |
| December 31, 2022 | 57.87% |
| November 30, 2022 | 57.48% |
| October 31, 2022 | 57.48% |
| September 30, 2022 | 57.48% |
| Date | Value |
|---|---|
| August 31, 2022 | 57.48% |
| July 31, 2022 | 57.48% |
| June 30, 2022 | 57.48% |
| May 31, 2022 | 57.48% |
| April 30, 2022 | 57.48% |
| March 31, 2022 | 57.48% |
| February 28, 2022 | 57.48% |
| January 31, 2022 | 57.48% |
| December 31, 2021 | 57.48% |
| November 30, 2021 | 57.48% |
| October 31, 2021 | 57.55% |
| September 30, 2021 | 57.90% |
| August 31, 2021 | 60.86% |
| July 31, 2021 | 60.86% |
| June 30, 2021 | 61.43% |
| May 31, 2021 | 61.71% |
| April 30, 2021 | 62.19% |
| March 31, 2021 | 62.76% |
| February 28, 2021 | 65.81% |
| January 31, 2021 | 73.09% |
| December 31, 2020 | 73.89% |
| November 30, 2020 | 84.09% |
| October 31, 2020 | 86.67% |
| September 30, 2020 | 86.67% |
| August 31, 2020 | 86.67% |
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
57.48%
Minimum
Nov 2021
88.83%
Maximum
Nov 2019
68.53%
Average
62.19%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| Shoal Point Energy Ltd | 97.62% |
| Bird River Resources Inc | 98.94% |
| James Bay Resources Ltd | 91.94% |
| Squatex Energy and Resources Inc | 98.57% |
| G2 Energy Corp | 99.71% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -36.00 |
| Beta (5Y) | 0.7814 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.63% |
| Historical Sharpe Ratio (5Y) | -0.84 |
| Historical Sortino (5Y) | -1.123 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.10% |