Imperial Oil Ltd (IMO)
77.09
+1.19
(+1.57%)
USD |
NYAM |
Nov 21, 16:00
77.21
+0.12
(+0.16%)
After-Hours: 20:00
Imperial Oil Max Drawdown (5Y): 81.38% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 81.38% |
| September 30, 2024 | 81.38% |
| August 31, 2024 | 81.38% |
| July 31, 2024 | 81.38% |
| June 30, 2024 | 81.38% |
| May 31, 2024 | 81.38% |
| April 30, 2024 | 81.38% |
| March 31, 2024 | 81.38% |
| February 29, 2024 | 81.38% |
| January 31, 2024 | 81.38% |
| December 31, 2023 | 81.38% |
| November 30, 2023 | 81.38% |
| October 31, 2023 | 81.38% |
| September 30, 2023 | 81.38% |
| August 31, 2023 | 81.38% |
| July 31, 2023 | 81.38% |
| June 30, 2023 | 81.38% |
| May 31, 2023 | 81.38% |
| April 30, 2023 | 81.38% |
| March 31, 2023 | 81.38% |
| February 28, 2023 | 81.38% |
| January 31, 2023 | 81.38% |
| December 31, 2022 | 81.38% |
| November 30, 2022 | 81.38% |
| October 31, 2022 | 81.38% |
| Date | Value |
|---|---|
| September 30, 2022 | 81.38% |
| August 31, 2022 | 81.38% |
| July 31, 2022 | 81.38% |
| June 30, 2022 | 81.38% |
| May 31, 2022 | 81.38% |
| April 30, 2022 | 81.38% |
| March 31, 2022 | 81.38% |
| February 28, 2022 | 81.38% |
| January 31, 2022 | 81.38% |
| December 31, 2021 | 81.38% |
| November 30, 2021 | 81.38% |
| October 31, 2021 | 81.38% |
| September 30, 2021 | 81.38% |
| August 31, 2021 | 81.38% |
| July 31, 2021 | 81.38% |
| June 30, 2021 | 81.38% |
| May 31, 2021 | 81.38% |
| April 30, 2021 | 81.38% |
| March 31, 2021 | 81.38% |
| February 28, 2021 | 81.38% |
| January 31, 2021 | 81.38% |
| December 31, 2020 | 81.38% |
| November 30, 2020 | 81.38% |
| October 31, 2020 | 81.38% |
| September 30, 2020 | 81.38% |
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
52.41%
Minimum
Nov 2019
81.38%
Maximum
Mar 2020
79.45%
Average
81.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Gran Tierra Energy Inc | 95.30% |
| FEC Resources Inc | 98.38% |
| Canadian Overseas Petroleum Ltd | 99.99% |
| Sunshine Oilsands Ltd | 100.00% |
| Greenfire Resources Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.933 |
| Beta (5Y) | 1.455 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.21% |
| Historical Sharpe Ratio (5Y) | 0.5225 |
| Historical Sortino (5Y) | 0.6625 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.96% |