Enerplus Corp (ERF.TO)
27.82
+0.09
(+0.32%)
CAD |
TSX |
Apr 24, 16:00
Enerplus Max Drawdown (5Y): 89.42% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 89.42% |
February 29, 2024 | 89.42% |
January 31, 2024 | 89.42% |
December 31, 2023 | 89.42% |
November 30, 2023 | 89.42% |
October 31, 2023 | 89.42% |
September 30, 2023 | 89.42% |
August 31, 2023 | 89.42% |
July 31, 2023 | 89.42% |
June 30, 2023 | 89.42% |
May 31, 2023 | 89.42% |
April 30, 2023 | 89.42% |
March 31, 2023 | 89.42% |
February 28, 2023 | 89.42% |
January 31, 2023 | 89.42% |
December 31, 2022 | 89.42% |
November 30, 2022 | 89.42% |
October 31, 2022 | 89.42% |
September 30, 2022 | 89.42% |
August 31, 2022 | 89.42% |
July 31, 2022 | 89.42% |
June 30, 2022 | 89.42% |
May 31, 2022 | 89.42% |
April 30, 2022 | 89.42% |
March 31, 2022 | 89.42% |
Date | Value |
---|---|
February 28, 2022 | 89.42% |
January 31, 2022 | 89.42% |
December 31, 2021 | 89.42% |
November 30, 2021 | 89.42% |
October 31, 2021 | 89.42% |
September 30, 2021 | 89.42% |
August 31, 2021 | 89.42% |
July 31, 2021 | 89.42% |
June 30, 2021 | 89.42% |
May 31, 2021 | 89.42% |
April 30, 2021 | 89.42% |
March 31, 2021 | 89.42% |
February 28, 2021 | 89.42% |
January 31, 2021 | 89.42% |
December 31, 2020 | 89.42% |
November 30, 2020 | 89.42% |
October 31, 2020 | 89.42% |
September 30, 2020 | 89.42% |
August 31, 2020 | 89.42% |
July 31, 2020 | 89.42% |
June 30, 2020 | 89.42% |
May 31, 2020 | 89.42% |
April 30, 2020 | 89.42% |
March 31, 2020 | 89.42% |
February 29, 2020 | 87.03% |
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
87.03%
Minimum
Apr 2019
89.42%
Maximum
Mar 2020
88.98%
Average
89.42%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Suncor Energy Inc | 70.76% |
Birchcliff Energy Ltd | 93.49% |
MEG Energy Corp | 94.11% |
TC Energy Corp | 36.30% |
Vermilion Energy Inc | 94.48% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.062 |
Beta (5Y) | 2.653 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.02% |
Historical Sharpe Ratio (5Y) | 0.2891 |
Historical Sortino (5Y) | 0.408 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.16% |