Canadian Natural Resources Ltd. (CNQ)
53.72
+0.08
(+0.15%)
USD |
NYSE |
Nov 03, 13:31
Canadian Natural Resources Max Drawdown (5Y) : 35.84% for Oct. 31, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2026 | 35.84% |
| September 30, 2026 | 35.84% |
| August 31, 2026 | 35.84% |
| July 31, 2026 | 35.84% |
| June 30, 2026 | 35.84% |
| May 31, 2026 | 35.84% |
| April 30, 2026 | 35.84% |
| March 31, 2026 | 35.84% |
| February 28, 2026 | 35.84% |
| January 31, 2026 | 35.84% |
| December 31, 2025 | 35.84% |
| November 30, 2025 | 35.84% |
| October 31, 2025 | 50.57% |
| September 30, 2025 | 52.25% |
| August 31, 2025 | 52.56% |
| July 31, 2025 | 52.56% |
| June 30, 2025 | 52.56% |
| May 31, 2025 | 52.56% |
| April 30, 2025 | 54.97% |
| March 31, 2025 | 64.85% |
| February 28, 2025 | 77.86% |
| January 31, 2025 | 77.86% |
| December 31, 2024 | 77.86% |
| November 30, 2024 | 77.86% |
| October 31, 2024 | 77.86% |
| Date | Value |
|---|---|
| September 30, 2024 | 77.86% |
| August 31, 2024 | 77.86% |
| July 31, 2024 | 77.86% |
| June 30, 2024 | 77.86% |
| May 31, 2024 | 77.86% |
| April 30, 2024 | 77.86% |
| March 31, 2024 | 77.86% |
| February 29, 2024 | 77.86% |
| January 31, 2024 | 77.86% |
| December 31, 2023 | 77.86% |
| November 30, 2023 | 77.86% |
| October 31, 2023 | 77.86% |
| September 30, 2023 | 77.86% |
| August 31, 2023 | 77.86% |
| July 31, 2023 | 77.86% |
| June 30, 2023 | 77.86% |
| May 31, 2023 | 77.86% |
| April 30, 2023 | 77.86% |
| March 31, 2023 | 77.86% |
| February 28, 2023 | 77.86% |
| January 31, 2023 | 77.86% |
| December 31, 2022 | 77.86% |
| November 30, 2022 | 77.86% |
| October 31, 2022 | 77.86% |
| September 30, 2022 | 77.86% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Gran Tierra Energy, Inc. | 87.90% |
| Strata Power Corp. | 98.30% |
| FEC Resources, Inc. | 98.38% |
| Sunshine Oilsands Ltd. | 100.00% |
| Greenfire Resources Ltd. | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 20.06 |
| Beta (5Y) | 0.4515 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.30% |
| Historical Sharpe Ratio (5Y) | 0.7359 |
| Historical Sortino (5Y) | 1.467 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.88% |