Imperial Oil Ltd (IMO.TO)
95.68
+0.84
(+0.89%)
CAD |
TSX |
May 08, 16:00
Imperial Oil Max Drawdown (5Y): 75.79% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 75.79% |
March 31, 2024 | 75.79% |
February 29, 2024 | 75.79% |
January 31, 2024 | 75.79% |
December 31, 2023 | 75.79% |
November 30, 2023 | 75.79% |
October 31, 2023 | 75.79% |
September 30, 2023 | 75.79% |
August 31, 2023 | 75.79% |
July 31, 2023 | 75.79% |
June 30, 2023 | 75.79% |
May 31, 2023 | 75.79% |
April 30, 2023 | 75.79% |
March 31, 2023 | 75.79% |
February 28, 2023 | 75.79% |
January 31, 2023 | 75.79% |
December 31, 2022 | 75.79% |
November 30, 2022 | 75.79% |
October 31, 2022 | 75.79% |
September 30, 2022 | 75.79% |
August 31, 2022 | 75.79% |
July 31, 2022 | 75.79% |
June 30, 2022 | 75.79% |
May 31, 2022 | 75.79% |
April 30, 2022 | 75.79% |
Date | Value |
---|---|
March 31, 2022 | 75.79% |
February 28, 2022 | 75.79% |
January 31, 2022 | 75.79% |
December 31, 2021 | 75.79% |
November 30, 2021 | 75.79% |
October 31, 2021 | 75.79% |
September 30, 2021 | 75.79% |
August 31, 2021 | 75.79% |
July 31, 2021 | 75.79% |
June 30, 2021 | 75.79% |
May 31, 2021 | 75.79% |
April 30, 2021 | 75.79% |
March 31, 2021 | 75.79% |
February 28, 2021 | 75.79% |
January 31, 2021 | 75.79% |
December 31, 2020 | 75.79% |
November 30, 2020 | 75.79% |
October 31, 2020 | 75.79% |
September 30, 2020 | 75.79% |
August 31, 2020 | 75.79% |
July 31, 2020 | 75.79% |
June 30, 2020 | 75.79% |
May 31, 2020 | 75.79% |
April 30, 2020 | 75.79% |
March 31, 2020 | 75.79% |
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
38.57%
Minimum
May 2019
75.79%
Maximum
Mar 2020
69.61%
Average
75.79%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Cenovus Energy Inc | 88.84% |
Canadian Natural Resources Ltd | 76.19% |
Suncor Energy Inc | 70.76% |
MEG Energy Corp | 94.11% |
Gibson Energy Inc | 54.88% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 8.052 |
Beta (5Y) | 1.832 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.10% |
Historical Sharpe Ratio (5Y) | 0.4515 |
Historical Sortino (5Y) | 0.5683 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.84% |