Cenovus Energy Inc (CVE)
16.20
+0.04
(+0.25%)
USD |
NYSE |
Nov 21, 16:00
16.20
0.00 (0.00%)
After-Hours: 20:00
Cenovus Energy Max Drawdown (5Y): 90.72% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 90.72% |
September 30, 2024 | 90.72% |
August 31, 2024 | 90.72% |
July 31, 2024 | 90.72% |
June 30, 2024 | 90.72% |
May 31, 2024 | 90.72% |
April 30, 2024 | 90.72% |
March 31, 2024 | 90.72% |
February 29, 2024 | 90.72% |
January 31, 2024 | 90.72% |
December 31, 2023 | 90.72% |
November 30, 2023 | 90.72% |
October 31, 2023 | 90.72% |
September 30, 2023 | 90.72% |
August 31, 2023 | 90.72% |
July 31, 2023 | 90.72% |
June 30, 2023 | 90.72% |
May 31, 2023 | 90.72% |
April 30, 2023 | 90.72% |
March 31, 2023 | 90.72% |
February 28, 2023 | 90.72% |
January 31, 2023 | 90.72% |
December 31, 2022 | 90.72% |
November 30, 2022 | 90.72% |
October 31, 2022 | 90.72% |
Date | Value |
---|---|
September 30, 2022 | 90.72% |
August 31, 2022 | 90.72% |
July 31, 2022 | 90.72% |
June 30, 2022 | 90.72% |
May 31, 2022 | 90.72% |
April 30, 2022 | 90.72% |
March 31, 2022 | 90.72% |
February 28, 2022 | 90.72% |
January 31, 2022 | 90.72% |
December 31, 2021 | 90.72% |
November 30, 2021 | 90.72% |
October 31, 2021 | 90.72% |
September 30, 2021 | 90.72% |
August 31, 2021 | 90.72% |
July 31, 2021 | 90.72% |
June 30, 2021 | 90.72% |
May 31, 2021 | 90.72% |
April 30, 2021 | 90.72% |
March 31, 2021 | 90.72% |
February 28, 2021 | 90.72% |
January 31, 2021 | 90.72% |
December 31, 2020 | 90.72% |
November 30, 2020 | 90.72% |
October 31, 2020 | 90.72% |
September 30, 2020 | 90.72% |
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
78.79%
Minimum
Nov 2019
90.72%
Maximum
Mar 2020
89.93%
Average
90.72%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Gran Tierra Energy Inc | 95.30% |
FEC Resources Inc | 98.38% |
Canadian Overseas Petroleum Ltd | 99.99% |
Sunshine Oilsands Ltd | 100.00% |
Greenfire Resources Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.14 |
Beta (5Y) | 2.058 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.91% |
Historical Sharpe Ratio (5Y) | 0.2036 |
Historical Sortino (5Y) | 0.2771 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.42% |