Cenovus Energy Inc (CVE)

14.71 +0.05 (+0.34%) USD  |  NYSE  |  Dec 24, 13:00
14.78 +0.07 (+0.48%) After-Hours: 13:59
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Cenovus Energy Max Drawdown (5Y): 90.72% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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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) -15.12
Beta (5Y) 2.022
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 65.93%
Historical Sharpe Ratio (5Y) 0.1803
Historical Sortino (5Y) 0.2467
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.42%