MEG Energy Corp (MEG.TO)
32.28
+0.71
(+2.25%)
CAD |
TSX |
Apr 25, 16:00
MEG Energy Max Drawdown (5Y): 94.11% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 94.11% |
| February 29, 2024 | 94.11% |
| January 31, 2024 | 94.11% |
| December 31, 2023 | 94.11% |
| November 30, 2023 | 94.11% |
| October 31, 2023 | 94.11% |
| September 30, 2023 | 94.11% |
| August 31, 2023 | 94.11% |
| July 31, 2023 | 94.11% |
| June 30, 2023 | 94.11% |
| May 31, 2023 | 94.11% |
| April 30, 2023 | 94.11% |
| March 31, 2023 | 94.11% |
| February 28, 2023 | 94.11% |
| January 31, 2023 | 94.11% |
| December 31, 2022 | 94.11% |
| November 30, 2022 | 94.11% |
| October 31, 2022 | 94.11% |
| September 30, 2022 | 94.11% |
| August 31, 2022 | 94.11% |
| July 31, 2022 | 94.11% |
| June 30, 2022 | 94.11% |
| May 31, 2022 | 94.11% |
| April 30, 2022 | 94.11% |
| March 31, 2022 | 94.11% |
| Date | Value |
|---|---|
| February 28, 2022 | 94.11% |
| January 31, 2022 | 94.11% |
| December 31, 2021 | 94.11% |
| November 30, 2021 | 94.11% |
| October 31, 2021 | 94.11% |
| September 30, 2021 | 94.11% |
| August 31, 2021 | 94.11% |
| July 31, 2021 | 94.11% |
| June 30, 2021 | 94.11% |
| May 31, 2021 | 94.11% |
| April 30, 2021 | 94.11% |
| March 31, 2021 | 94.11% |
| February 28, 2021 | 94.11% |
| January 31, 2021 | 94.11% |
| December 31, 2020 | 94.11% |
| November 30, 2020 | 94.11% |
| October 31, 2020 | 94.11% |
| September 30, 2020 | 94.11% |
| August 31, 2020 | 94.11% |
| July 31, 2020 | 94.11% |
| June 30, 2020 | 94.11% |
| May 31, 2020 | 94.11% |
| April 30, 2020 | 94.11% |
| March 31, 2020 | 94.11% |
| February 29, 2020 | 93.09% |
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
93.09%
Minimum
Apr 2019
94.11%
Maximum
Mar 2020
93.92%
Average
94.11%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Suncor Energy Inc | 70.76% |
| Birchcliff Energy Ltd | 93.49% |
| Cenovus Energy Inc | 88.84% |
| Canadian Natural Resources Ltd | 76.19% |
| Enerplus Corp | 89.42% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 15.44 |
| Beta (5Y) | 3.129 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.04% |
| Historical Sharpe Ratio (5Y) | 0.5851 |
| Historical Sortino (5Y) | 0.8134 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.07% |