Frontera Energy Corp (FEC.TO)
7.71
-0.05
(-0.64%)
CAD |
TSX |
Nov 05, 16:00
Frontera Energy Max Drawdown (5Y): 91.57% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 91.57% |
August 31, 2024 | 91.57% |
July 31, 2024 | 91.57% |
June 30, 2024 | 91.57% |
May 31, 2024 | 91.57% |
April 30, 2024 | 91.57% |
March 31, 2024 | 91.57% |
February 29, 2024 | 91.57% |
January 31, 2024 | 91.57% |
December 31, 2023 | 91.57% |
November 30, 2023 | 91.57% |
October 31, 2023 | 91.57% |
September 30, 2023 | 91.57% |
August 31, 2023 | 91.57% |
July 31, 2023 | 91.57% |
June 30, 2023 | 91.57% |
May 31, 2023 | 91.57% |
April 30, 2023 | 91.57% |
March 31, 2023 | 91.57% |
February 28, 2023 | 91.57% |
January 31, 2023 | 91.57% |
December 31, 2022 | 91.57% |
November 30, 2022 | 91.57% |
October 31, 2022 | 91.57% |
September 30, 2022 | 91.57% |
Date | Value |
---|---|
August 31, 2022 | 91.57% |
July 31, 2022 | 91.57% |
June 30, 2022 | 91.57% |
May 31, 2022 | 91.57% |
April 30, 2022 | 91.57% |
March 31, 2022 | 91.57% |
February 28, 2022 | 91.57% |
January 31, 2022 | 91.57% |
December 31, 2021 | 91.57% |
November 30, 2021 | 91.57% |
October 31, 2021 | 91.57% |
September 30, 2021 | 91.57% |
August 31, 2021 | 91.57% |
July 31, 2021 | 91.57% |
June 30, 2021 | 91.57% |
May 31, 2021 | 91.57% |
April 30, 2021 | 91.57% |
March 31, 2021 | 91.57% |
February 28, 2021 | 91.57% |
January 31, 2021 | 91.57% |
December 31, 2020 | 91.57% |
November 30, 2020 | 91.57% |
October 31, 2020 | 91.49% |
September 30, 2020 | 91.16% |
August 31, 2020 | 89.23% |
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
64.14%
Minimum
Nov 2019
91.57%
Maximum
Nov 2020
89.67%
Average
91.57%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
CGX Energy Inc | 96.88% |
Shoal Point Energy Ltd | 97.62% |
Bird River Resources Inc | 98.94% |
James Bay Resources Ltd | 91.94% |
Squatex Energy and Resources Inc | 98.57% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -27.01 |
Beta (5Y) | 1.988 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.48% |
Historical Sharpe Ratio (5Y) | -0.156 |
Historical Sortino (5Y) | -0.2494 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.01% |