Canadian Natural Resources Ltd (CNQ.TO)

42.50 +0.02 (+0.05%) CAD  |  TSX  |  Dec 20, 16:00
42.50 0.00 (0.00%) After-Hours: 16:26
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Canadian Natural Resources Max Drawdown (5Y): 76.19% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Athabasca Oil Corp 95.29%
Baytex Energy Corp 98.71%
Whitecap Resources Inc 93.52%
ARC Resources Ltd 86.79%
Tourmaline Oil Corp 83.22%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 7.733
Beta (5Y) 1.800
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 47.87%
Historical Sharpe Ratio (5Y) 0.5294
Historical Sortino (5Y) 0.6572
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.41%