Cenovus Energy, Inc. (CVE.TO)
44.75
-0.02
(-0.04%)
CAD |
TSX |
Oct 09, 16:00
Cenovus Energy Max Drawdown (5Y) : 47.26% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 47.26% |
| August 31, 2026 | 47.26% |
| July 31, 2026 | 51.98% |
| June 30, 2026 | 51.98% |
| May 31, 2026 | 51.98% |
| April 30, 2026 | 53.26% |
| March 31, 2026 | 53.46% |
| February 28, 2026 | 53.46% |
| January 31, 2026 | 60.24% |
| December 31, 2025 | 63.11% |
| November 30, 2025 | 67.55% |
| October 31, 2025 | 77.07% |
| September 30, 2025 | 78.03% |
| August 31, 2025 | 78.03% |
| July 31, 2025 | 78.03% |
| June 30, 2025 | 78.03% |
| May 31, 2025 | 78.03% |
| April 30, 2025 | 78.03% |
| March 31, 2025 | 84.03% |
| February 28, 2025 | 89.18% |
| January 31, 2025 | 89.18% |
| December 31, 2024 | 89.18% |
| November 30, 2024 | 89.18% |
| October 31, 2024 | 89.18% |
| September 30, 2024 | 89.18% |
| Date | Value |
|---|---|
| August 31, 2024 | 89.18% |
| July 31, 2024 | 89.18% |
| June 30, 2024 | 89.18% |
| May 31, 2024 | 89.18% |
| April 30, 2024 | 89.18% |
| March 31, 2024 | 89.18% |
| February 29, 2024 | 89.18% |
| January 31, 2024 | 89.18% |
| December 31, 2023 | 89.18% |
| November 30, 2023 | 89.18% |
| October 31, 2023 | 89.18% |
| September 30, 2023 | 89.18% |
| August 31, 2023 | 89.18% |
| July 31, 2023 | 89.18% |
| June 30, 2023 | 89.18% |
| May 31, 2023 | 89.18% |
| April 30, 2023 | 89.18% |
| March 31, 2023 | 89.18% |
| February 28, 2023 | 89.18% |
| January 31, 2023 | 89.18% |
| December 31, 2022 | 89.18% |
| November 30, 2022 | 89.18% |
| October 31, 2022 | 89.18% |
| September 30, 2022 | 89.18% |
| August 31, 2022 | 89.18% |
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
| Athabasca Oil Corp. | 54.15% |
| Canadian Natural Resources Ltd. | 33.12% |
| Whitecap Resources, Inc. | 38.00% |
| Strathcona Resources Ltd. | -- |
| Paramount Resources Ltd. | 43.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 21.61 |
| Beta (5Y) | 0.5533 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.46% |
| Historical Sharpe Ratio (5Y) | 0.7412 |
| Historical Sortino (5Y) | 1.524 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.72% |