Canacol Energy Ltd (CNNEF)
3.33
0.00 (0.00%)
USD |
OTCM |
May 31, 16:00
Canacol Energy Max Drawdown (5Y): 77.08% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 77.08% |
| April 30, 2024 | 77.08% |
| March 31, 2024 | 77.08% |
| February 29, 2024 | 73.10% |
| January 31, 2024 | 67.12% |
| December 31, 2023 | 67.12% |
| November 30, 2023 | 66.78% |
| October 31, 2023 | 66.07% |
| September 30, 2023 | 65.39% |
| August 31, 2023 | 65.39% |
| July 31, 2023 | 65.39% |
| June 30, 2023 | 65.39% |
| May 31, 2023 | 65.39% |
| April 30, 2023 | 65.39% |
| March 31, 2023 | 65.39% |
| February 28, 2023 | 65.39% |
| January 31, 2023 | 65.39% |
| December 31, 2022 | 65.39% |
| November 30, 2022 | 65.39% |
| October 31, 2022 | 65.39% |
| September 30, 2022 | 65.39% |
| August 31, 2022 | 65.39% |
| July 31, 2022 | 65.39% |
| June 30, 2022 | 65.39% |
| May 31, 2022 | 65.39% |
| Date | Value |
|---|---|
| April 30, 2022 | 65.39% |
| March 31, 2022 | 65.39% |
| February 28, 2022 | 65.39% |
| January 31, 2022 | 65.39% |
| December 31, 2021 | 65.39% |
| November 30, 2021 | 66.19% |
| October 31, 2021 | 67.81% |
| September 30, 2021 | 68.77% |
| August 31, 2021 | 70.94% |
| July 31, 2021 | 70.98% |
| June 30, 2021 | 71.18% |
| May 31, 2021 | 71.18% |
| April 30, 2021 | 71.53% |
| March 31, 2021 | 71.80% |
| February 28, 2021 | 74.86% |
| January 31, 2021 | 79.76% |
| December 31, 2020 | 80.95% |
| November 30, 2020 | 89.04% |
| October 31, 2020 | 91.39% |
| September 30, 2020 | 91.39% |
| August 31, 2020 | 91.39% |
| July 31, 2020 | 91.39% |
| June 30, 2020 | 91.39% |
| May 31, 2020 | 91.44% |
| April 30, 2020 | 91.44% |
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
65.39%
Minimum
Dec 2021
93.06%
Maximum
Jun 2019
75.43%
Average
70.96%
Median
Max Drawdown (5Y) Benchmarks
| FEC Resources Inc | 98.38% |
| Sunshine Oilsands Ltd | 100.00% |
| Greenfire Resources Ltd | -- |
| Zenith Energy Ltd | -- |
| Evolution Petroleum Corp | 80.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -35.33 |
| Beta (5Y) | 0.8902 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.19% |
| Historical Sharpe Ratio (5Y) | -0.6393 |
| Historical Sortino (5Y) | -0.8474 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.29% |