Cenovus Energy Inc (CVE.TO)
22.74
+0.12
(+0.53%)
CAD |
TSX |
Nov 21, 11:58
Cenovus Energy Max Drawdown (5Y): 88.84% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 88.84% |
| September 30, 2024 | 88.84% |
| August 31, 2024 | 88.84% |
| July 31, 2024 | 88.84% |
| June 30, 2024 | 88.84% |
| May 31, 2024 | 88.84% |
| April 30, 2024 | 88.84% |
| March 31, 2024 | 88.84% |
| February 29, 2024 | 88.84% |
| January 31, 2024 | 88.84% |
| December 31, 2023 | 88.84% |
| November 30, 2023 | 88.84% |
| October 31, 2023 | 88.84% |
| September 30, 2023 | 88.84% |
| August 31, 2023 | 88.84% |
| July 31, 2023 | 88.84% |
| June 30, 2023 | 88.84% |
| May 31, 2023 | 88.84% |
| April 30, 2023 | 88.84% |
| March 31, 2023 | 88.84% |
| February 28, 2023 | 88.84% |
| January 31, 2023 | 88.84% |
| December 31, 2022 | 88.84% |
| November 30, 2022 | 88.84% |
| October 31, 2022 | 88.84% |
| Date | Value |
|---|---|
| September 30, 2022 | 88.84% |
| August 31, 2022 | 88.84% |
| July 31, 2022 | 88.84% |
| June 30, 2022 | 88.84% |
| May 31, 2022 | 88.84% |
| April 30, 2022 | 88.84% |
| March 31, 2022 | 88.84% |
| February 28, 2022 | 88.84% |
| January 31, 2022 | 88.84% |
| December 31, 2021 | 88.84% |
| November 30, 2021 | 88.84% |
| October 31, 2021 | 88.84% |
| September 30, 2021 | 88.84% |
| August 31, 2021 | 88.84% |
| July 31, 2021 | 88.84% |
| June 30, 2021 | 88.84% |
| May 31, 2021 | 88.84% |
| April 30, 2021 | 88.84% |
| March 31, 2021 | 88.84% |
| February 28, 2021 | 88.84% |
| January 31, 2021 | 88.84% |
| December 31, 2020 | 88.84% |
| November 30, 2020 | 88.84% |
| October 31, 2020 | 88.84% |
| September 30, 2020 | 88.84% |
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
71.90%
Minimum
Nov 2019
88.84%
Maximum
Mar 2020
87.71%
Average
88.84%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Suncor Energy Inc | 70.76% |
| Imperial Oil Ltd | 75.79% |
| MEG Energy Corp | 94.11% |
| Canadian Natural Resources Ltd | 76.19% |
| Shoal Point Energy Ltd | 97.62% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.804 |
| Beta (5Y) | 2.564 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.42% |
| Historical Sharpe Ratio (5Y) | 0.231 |
| Historical Sortino (5Y) | 0.311 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.35% |