Kelt Exploration Ltd. (KEL.TO)
11.14
+0.15
(+1.36%)
CAD |
TSX |
Oct 09, 16:00
Kelt Exploration Max Drawdown (5Y) : 58.25% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 58.25% |
| August 31, 2026 | 64.29% |
| July 31, 2026 | 71.03% |
| June 30, 2026 | 71.23% |
| May 31, 2026 | 71.23% |
| April 30, 2026 | 72.64% |
| March 31, 2026 | 75.86% |
| February 28, 2026 | 75.86% |
| January 31, 2026 | 81.19% |
| December 31, 2025 | 82.09% |
| November 30, 2025 | 82.09% |
| October 31, 2025 | 85.01% |
| September 30, 2025 | 86.22% |
| August 31, 2025 | 86.22% |
| July 31, 2025 | 86.22% |
| June 30, 2025 | 86.22% |
| May 31, 2025 | 86.82% |
| April 30, 2025 | 87.83% |
| March 31, 2025 | 90.24% |
| February 28, 2025 | 91.95% |
| January 31, 2025 | 91.95% |
| December 31, 2024 | 91.95% |
| November 30, 2024 | 91.95% |
| October 31, 2024 | 91.95% |
| September 30, 2024 | 91.95% |
| Date | Value |
|---|---|
| August 31, 2024 | 91.95% |
| July 31, 2024 | 91.95% |
| June 30, 2024 | 91.95% |
| May 31, 2024 | 91.95% |
| April 30, 2024 | 91.95% |
| March 31, 2024 | 91.95% |
| February 29, 2024 | 91.95% |
| January 31, 2024 | 91.95% |
| December 31, 2023 | 91.95% |
| November 30, 2023 | 91.95% |
| October 31, 2023 | 91.95% |
| September 30, 2023 | 91.95% |
| August 31, 2023 | 91.95% |
| July 31, 2023 | 91.95% |
| June 30, 2023 | 91.95% |
| May 31, 2023 | 91.95% |
| April 30, 2023 | 91.95% |
| March 31, 2023 | 91.95% |
| February 28, 2023 | 91.95% |
| January 31, 2023 | 91.95% |
| December 31, 2022 | 91.95% |
| November 30, 2022 | 91.95% |
| October 31, 2022 | 91.95% |
| September 30, 2022 | 91.95% |
| August 31, 2022 | 91.95% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Baytex Energy Corp. | 76.11% |
| Whitecap Resources, Inc. | 38.00% |
| Parex Resources, Inc. | 58.93% |
| Saturn Oil & Gas, Inc. | 68.52% |
| Tamarack Valley Energy Ltd. | 53.75% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.051 |
| Beta (5Y) | 0.4475 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.37% |
| Historical Sharpe Ratio (5Y) | 0.3859 |
| Historical Sortino (5Y) | 0.6684 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.43% |