Canadian Natural Resources Ltd (CNQ.TO)
48.30
+1.09
(+2.31%)
CAD |
TSX |
Nov 21, 16:00
Canadian Natural Resources Max Drawdown (5Y): 76.19% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 76.19% |
| August 31, 2024 | 76.19% |
| July 31, 2024 | 76.19% |
| June 30, 2024 | 76.19% |
| May 31, 2024 | 76.19% |
| April 30, 2024 | 76.19% |
| March 31, 2024 | 76.19% |
| February 29, 2024 | 76.19% |
| January 31, 2024 | 76.19% |
| December 31, 2023 | 76.19% |
| November 30, 2023 | 76.19% |
| October 31, 2023 | 76.19% |
| September 30, 2023 | 76.19% |
| August 31, 2023 | 76.19% |
| July 31, 2023 | 76.19% |
| June 30, 2023 | 76.19% |
| May 31, 2023 | 76.19% |
| April 30, 2023 | 76.19% |
| March 31, 2023 | 76.19% |
| February 28, 2023 | 76.19% |
| January 31, 2023 | 76.19% |
| December 31, 2022 | 76.19% |
| November 30, 2022 | 76.19% |
| October 31, 2022 | 76.19% |
| September 30, 2022 | 76.19% |
| Date | Value |
|---|---|
| August 31, 2022 | 76.19% |
| July 31, 2022 | 76.19% |
| June 30, 2022 | 76.19% |
| May 31, 2022 | 76.19% |
| April 30, 2022 | 76.19% |
| March 31, 2022 | 76.19% |
| February 28, 2022 | 76.19% |
| January 31, 2022 | 76.19% |
| December 31, 2021 | 76.19% |
| November 30, 2021 | 76.19% |
| October 31, 2021 | 76.19% |
| September 30, 2021 | 76.19% |
| August 31, 2021 | 76.19% |
| July 31, 2021 | 76.19% |
| June 30, 2021 | 76.19% |
| May 31, 2021 | 76.19% |
| April 30, 2021 | 76.19% |
| March 31, 2021 | 76.19% |
| February 28, 2021 | 76.19% |
| January 31, 2021 | 76.19% |
| December 31, 2020 | 76.19% |
| November 30, 2020 | 76.19% |
| October 31, 2020 | 76.19% |
| September 30, 2020 | 76.19% |
| August 31, 2020 | 76.19% |
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
51.50%
Minimum
Nov 2019
76.19%
Maximum
Mar 2020
74.52%
Average
76.19%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Whitecap Resources Inc | 92.98% |
| Athabasca Oil Corp | 94.88% |
| Suncor Energy Inc | 70.76% |
| Baytex Energy Corp | 98.61% |
| ARC Resources Ltd | 86.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.668 |
| Beta (5Y) | 1.883 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.89% |
| Historical Sharpe Ratio (5Y) | 0.5286 |
| Historical Sortino (5Y) | 0.6509 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.41% |