Centaurus Energy Inc (CTA.V)
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TSXV |
Dec 03, 16:00
Centaurus Energy Max Drawdown (5Y): 99.35% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| November 30, 2024 | 99.35% |
| October 31, 2024 | 99.35% |
| September 30, 2024 | 99.35% |
| August 31, 2024 | 99.35% |
| July 31, 2024 | 99.35% |
| June 30, 2024 | 99.35% |
| May 31, 2024 | 99.35% |
| April 30, 2024 | 99.35% |
| March 31, 2024 | 99.35% |
| February 29, 2024 | 99.35% |
| January 31, 2024 | 99.35% |
| December 31, 2023 | 99.35% |
| November 30, 2023 | 99.31% |
| October 31, 2023 | 99.31% |
| September 30, 2023 | 99.31% |
| August 31, 2023 | 99.31% |
| July 31, 2023 | 99.31% |
| June 30, 2023 | 99.31% |
| May 31, 2023 | 99.31% |
| April 30, 2023 | 99.31% |
| March 31, 2023 | 99.31% |
| February 28, 2023 | 99.31% |
| January 31, 2023 | 99.31% |
| December 31, 2022 | 99.20% |
| November 30, 2022 | 98.18% |
| Date | Value |
|---|---|
| October 31, 2022 | 98.18% |
| September 30, 2022 | 98.18% |
| August 31, 2022 | 98.18% |
| July 31, 2022 | 98.18% |
| June 30, 2022 | 98.18% |
| May 31, 2022 | 98.18% |
| April 30, 2022 | 98.18% |
| March 31, 2022 | 98.18% |
| February 28, 2022 | 98.18% |
| January 31, 2022 | 98.18% |
| December 31, 2021 | 96.36% |
| November 30, 2021 | 96.36% |
| October 31, 2021 | 96.36% |
| September 30, 2021 | 96.36% |
| August 31, 2021 | 96.36% |
| July 31, 2021 | 95.32% |
| June 30, 2021 | 95.32% |
| May 31, 2021 | 95.32% |
| April 30, 2021 | 95.32% |
| March 31, 2021 | 95.32% |
| February 28, 2021 | 95.32% |
| January 31, 2021 | 95.32% |
| December 31, 2020 | 95.32% |
| November 30, 2020 | 95.32% |
| October 31, 2020 | 95.32% |
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
95.32%
Minimum
Dec 2019
99.35%
Maximum
Dec 2023
97.54%
Average
98.18%
Median
Jan 2022
Max Drawdown (5Y) Benchmarks
| Crown Point Energy Inc | 95.07% |
| Shoal Point Energy Ltd | 97.62% |
| Bird River Resources Inc | 98.94% |
| James Bay Resources Ltd | 91.94% |
| Squatex Energy and Resources Inc | 98.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -61.82 |
| Beta (5Y) | 1.401 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 135.0% |
| Historical Sharpe Ratio (5Y) | -0.3565 |
| Historical Sortino (5Y) | -0.7401 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 50.00% |