Jericho Energy Ventures Inc (JROOF)
0.129
+0.01
(+6.09%)
USD |
OTCM |
Jun 14, 16:00
Jericho Energy Ventures Max Drawdown (5Y): 94.97% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 94.97% |
April 30, 2024 | 94.97% |
March 31, 2024 | 94.97% |
February 29, 2024 | 94.97% |
January 31, 2024 | 94.97% |
December 31, 2023 | 94.97% |
November 30, 2023 | 94.97% |
October 31, 2023 | 94.97% |
September 30, 2023 | 94.97% |
August 31, 2023 | 94.97% |
July 31, 2023 | 94.97% |
June 30, 2023 | 94.97% |
May 31, 2023 | 94.97% |
April 30, 2023 | 94.97% |
March 31, 2023 | 94.97% |
February 28, 2023 | 94.97% |
January 31, 2023 | 94.97% |
December 31, 2022 | 94.97% |
November 30, 2022 | 94.97% |
October 31, 2022 | 94.97% |
September 30, 2022 | 94.97% |
August 31, 2022 | 94.97% |
July 31, 2022 | 94.97% |
June 30, 2022 | 94.97% |
May 31, 2022 | 94.97% |
Date | Value |
---|---|
April 30, 2022 | 94.97% |
March 31, 2022 | 94.97% |
February 28, 2022 | 94.97% |
January 31, 2022 | 94.97% |
December 31, 2021 | 94.97% |
November 30, 2021 | 94.97% |
October 31, 2021 | 94.97% |
September 30, 2021 | 94.97% |
August 31, 2021 | 94.97% |
July 31, 2021 | 94.97% |
June 30, 2021 | 94.97% |
May 31, 2021 | 94.97% |
April 30, 2021 | 94.97% |
March 31, 2021 | 94.97% |
February 28, 2021 | 94.97% |
January 31, 2021 | 94.97% |
December 31, 2020 | 94.97% |
November 30, 2020 | 94.97% |
October 31, 2020 | 94.97% |
September 30, 2020 | 94.97% |
August 31, 2020 | 94.97% |
July 31, 2020 | 94.97% |
June 30, 2020 | 94.97% |
May 31, 2020 | 94.97% |
April 30, 2020 | 94.97% |
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
78.75%
Minimum
Jun 2019
94.97%
Maximum
Mar 2020
93.16%
Average
94.97%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
FEC Resources Inc | 98.38% |
Canadian Overseas Petroleum Ltd | 99.99% |
Sunshine Oilsands Ltd | 100.00% |
Greenfire Resources Ltd | -- |
Zenith Energy Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -22.48 |
Beta (5Y) | 0.6512 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 106.9% |
Historical Sharpe Ratio (5Y) | -0.1269 |
Historical Sortino (5Y) | -0.4339 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.68% |