Ensign Energy Services Inc (ESI.TO)
2.50
0.00 (0.00%)
CAD |
TSX |
May 03, 16:00
Ensign Energy Services Max Drawdown (5Y): 96.76% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 96.76% |
March 31, 2024 | 96.76% |
February 29, 2024 | 96.76% |
January 31, 2024 | 96.76% |
December 31, 2023 | 96.76% |
November 30, 2023 | 96.76% |
October 31, 2023 | 96.76% |
September 30, 2023 | 96.76% |
August 31, 2023 | 96.76% |
July 31, 2023 | 96.76% |
June 30, 2023 | 96.76% |
May 31, 2023 | 96.76% |
April 30, 2023 | 96.76% |
March 31, 2023 | 96.76% |
February 28, 2023 | 96.76% |
January 31, 2023 | 96.76% |
December 31, 2022 | 96.76% |
November 30, 2022 | 96.76% |
October 31, 2022 | 96.76% |
September 30, 2022 | 96.76% |
August 31, 2022 | 96.76% |
July 31, 2022 | 96.76% |
June 30, 2022 | 96.76% |
May 31, 2022 | 96.76% |
April 30, 2022 | 96.76% |
Date | Value |
---|---|
March 31, 2022 | 96.76% |
February 28, 2022 | 96.76% |
January 31, 2022 | 96.76% |
December 31, 2021 | 96.76% |
November 30, 2021 | 96.76% |
October 31, 2021 | 96.76% |
September 30, 2021 | 96.76% |
August 31, 2021 | 96.76% |
July 31, 2021 | 96.76% |
June 30, 2021 | 96.76% |
May 31, 2021 | 96.76% |
April 30, 2021 | 96.76% |
March 31, 2021 | 96.76% |
February 28, 2021 | 96.76% |
January 31, 2021 | 96.76% |
December 31, 2020 | 96.76% |
November 30, 2020 | 96.76% |
October 31, 2020 | 96.76% |
September 30, 2020 | 96.76% |
August 31, 2020 | 96.76% |
July 31, 2020 | 96.76% |
June 30, 2020 | 96.76% |
May 31, 2020 | 96.76% |
April 30, 2020 | 96.76% |
March 31, 2020 | 96.76% |
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
73.30%
Minimum
May 2019
96.76%
Maximum
Mar 2020
92.97%
Average
96.76%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Obsidian Energy Ltd | 98.78% |
Precision Drilling Corp | 95.21% |
Condor Energies Inc | 95.10% |
PHX Energy Services Corp | 90.01% |
Squatex Energy and Resources Inc | 98.57% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -33.10 |
Beta (5Y) | 3.064 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 104.7% |
Historical Sharpe Ratio (5Y) | -0.1122 |
Historical Sortino (5Y) | -0.2306 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.55% |