Crescent Point Energy Corp (CPG.TO)
12.31
+0.18
(+1.48%)
CAD |
TSX |
Apr 25, 16:00
Crescent Point Energy Max Drawdown (5Y): 96.45% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 96.45% |
February 29, 2024 | 96.45% |
January 31, 2024 | 96.45% |
December 31, 2023 | 96.45% |
November 30, 2023 | 96.45% |
October 31, 2023 | 96.45% |
September 30, 2023 | 96.45% |
August 31, 2023 | 96.45% |
July 31, 2023 | 96.45% |
June 30, 2023 | 96.45% |
May 31, 2023 | 96.45% |
April 30, 2023 | 96.45% |
March 31, 2023 | 96.45% |
February 28, 2023 | 96.45% |
January 31, 2023 | 96.45% |
December 31, 2022 | 96.45% |
November 30, 2022 | 96.45% |
October 31, 2022 | 96.45% |
September 30, 2022 | 96.45% |
August 31, 2022 | 96.45% |
July 31, 2022 | 96.45% |
June 30, 2022 | 96.45% |
May 31, 2022 | 96.45% |
April 30, 2022 | 96.45% |
March 31, 2022 | 96.45% |
Date | Value |
---|---|
February 28, 2022 | 96.45% |
January 31, 2022 | 96.45% |
December 31, 2021 | 96.45% |
November 30, 2021 | 96.45% |
October 31, 2021 | 96.45% |
September 30, 2021 | 96.45% |
August 31, 2021 | 96.45% |
July 31, 2021 | 96.45% |
June 30, 2021 | 96.45% |
May 31, 2021 | 96.45% |
April 30, 2021 | 96.45% |
March 31, 2021 | 96.45% |
February 28, 2021 | 96.45% |
January 31, 2021 | 96.45% |
December 31, 2020 | 96.45% |
November 30, 2020 | 96.45% |
October 31, 2020 | 96.45% |
September 30, 2020 | 96.45% |
August 31, 2020 | 96.45% |
July 31, 2020 | 96.45% |
June 30, 2020 | 96.45% |
May 31, 2020 | 96.45% |
April 30, 2020 | 96.45% |
March 31, 2020 | 96.45% |
February 29, 2020 | 91.26% |
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
91.26%
Minimum
Apr 2019
96.45%
Maximum
Mar 2020
95.50%
Average
96.45%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Cenovus Energy Inc | 88.84% |
Tourmaline Oil Corp | 82.29% |
ARC Resources Ltd | 86.79% |
Obsidian Energy Ltd | 98.78% |
NuVista Energy Ltd | 97.50% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.315 |
Beta (5Y) | 2.853 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 72.45% |
Historical Sharpe Ratio (5Y) | 0.2968 |
Historical Sortino (5Y) | 0.4367 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.74% |