Headwater Exploration Inc (HWX.TO)

6.25 +0.05 (+0.81%) CAD  |  TSX  |  Dec 20, 16:00
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Headwater Exploration Max Drawdown (5Y): 37.14% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Trican Well Service Ltd 92.08%
Freehold Royalties Ltd 81.86%
TerraVest Industries Inc 41.58%
Vermilion Energy Inc 94.48%
Tamarack Valley Energy Ltd 91.68%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 41.65
Beta (5Y) 1.543
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 47.24%
Historical Sharpe Ratio (5Y) 1.201
Historical Sortino (5Y) 2.654
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.39%