Ensign Energy Services, Inc. (ESI.TO)
3.67
+0.04
(+1.10%)
CAD |
TSX |
Oct 09, 16:00
Ensign Energy Services Max Drawdown (5Y) : 74.74% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 74.74% |
| August 31, 2026 | 74.74% |
| July 31, 2026 | 75.57% |
| June 30, 2026 | 75.57% |
| May 31, 2026 | 78.53% |
| April 30, 2026 | 83.44% |
| March 31, 2026 | 83.44% |
| February 28, 2026 | 83.44% |
| January 31, 2026 | 83.44% |
| December 31, 2025 | 84.75% |
| November 30, 2025 | 85.74% |
| October 31, 2025 | 92.46% |
| September 30, 2025 | 92.46% |
| August 31, 2025 | 92.46% |
| July 31, 2025 | 92.46% |
| June 30, 2025 | 92.46% |
| May 31, 2025 | 92.46% |
| April 30, 2025 | 92.82% |
| March 31, 2025 | 93.67% |
| February 28, 2025 | 96.76% |
| January 31, 2025 | 96.76% |
| December 31, 2024 | 96.76% |
| November 30, 2024 | 96.76% |
| October 31, 2024 | 96.76% |
| September 30, 2024 | 96.76% |
| Date | Value |
|---|---|
| August 31, 2024 | 96.76% |
| July 31, 2024 | 96.76% |
| June 30, 2024 | 96.76% |
| May 31, 2024 | 96.76% |
| 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% |
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
| Trican Well Service Ltd. | 54.10% |
| ACT Energy Technologies Ltd. | 82.11% |
| Precision Drilling Corp. | 74.72% |
| Western Energy Services Corp. | 98.87% |
| Akita Drilling Ltd. | 78.73% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.16 |
| Beta (5Y) | 1.882 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.87% |
| Historical Sharpe Ratio (5Y) | 0.1494 |
| Historical Sortino (5Y) | 0.3033 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.04% |