Ensign Energy Services Inc (ESVIF)
2.23
-0.02
(-0.76%)
USD |
OTCM |
Nov 22, 16:00
Ensign Energy Services Max Drawdown (5Y): 97.16% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 97.16% |
| September 30, 2024 | 97.16% |
| August 31, 2024 | 97.16% |
| July 31, 2024 | 97.16% |
| June 30, 2024 | 97.16% |
| May 31, 2024 | 97.16% |
| April 30, 2024 | 97.16% |
| March 31, 2024 | 97.16% |
| February 29, 2024 | 97.16% |
| January 31, 2024 | 97.16% |
| December 31, 2023 | 97.16% |
| November 30, 2023 | 97.16% |
| October 31, 2023 | 97.16% |
| September 30, 2023 | 97.16% |
| August 31, 2023 | 97.16% |
| July 31, 2023 | 97.16% |
| June 30, 2023 | 97.16% |
| May 31, 2023 | 97.16% |
| April 30, 2023 | 97.16% |
| March 31, 2023 | 97.16% |
| February 28, 2023 | 97.16% |
| January 31, 2023 | 97.16% |
| December 31, 2022 | 97.16% |
| November 30, 2022 | 97.16% |
| October 31, 2022 | 97.16% |
| Date | Value |
|---|---|
| September 30, 2022 | 97.16% |
| August 31, 2022 | 97.16% |
| July 31, 2022 | 97.16% |
| June 30, 2022 | 97.16% |
| May 31, 2022 | 97.16% |
| April 30, 2022 | 97.16% |
| March 31, 2022 | 97.16% |
| February 28, 2022 | 97.16% |
| January 31, 2022 | 97.16% |
| December 31, 2021 | 97.16% |
| November 30, 2021 | 97.16% |
| October 31, 2021 | 97.16% |
| September 30, 2021 | 97.16% |
| August 31, 2021 | 97.16% |
| July 31, 2021 | 97.16% |
| June 30, 2021 | 97.16% |
| May 31, 2021 | 97.16% |
| April 30, 2021 | 97.16% |
| March 31, 2021 | 97.16% |
| February 28, 2021 | 97.16% |
| January 31, 2021 | 97.16% |
| December 31, 2020 | 97.16% |
| November 30, 2020 | 97.16% |
| October 31, 2020 | 97.16% |
| September 30, 2020 | 97.16% |
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
81.20%
Minimum
Nov 2019
97.16%
Maximum
Mar 2020
96.09%
Average
97.16%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Strata Power Corp | 99.65% |
| Gran Tierra Energy Inc | 95.30% |
| FEC Resources Inc | 98.38% |
| EnerNorth Industries Inc | 99.98% |
| Greenfire Resources Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.44 |
| Beta (5Y) | 1.958 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 105.3% |
| Historical Sharpe Ratio (5Y) | 0.0079 |
| Historical Sortino (5Y) | 0.0158 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.96% |