North American Construction Group Ltd. (NOA.TO)
18.59
+0.37
(+2.03%)
CAD |
TSX |
Aug 31, 16:00
North American Construction Group Max Drawdown (5Y) : 50.16% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 50.16% |
| July 31, 2026 | 50.16% |
| June 30, 2026 | 50.16% |
| May 31, 2026 | 50.16% |
| April 30, 2026 | 50.16% |
| March 31, 2026 | 50.16% |
| February 28, 2026 | 49.26% |
| January 31, 2026 | 49.26% |
| December 31, 2025 | 49.26% |
| November 30, 2025 | 49.26% |
| October 31, 2025 | 49.26% |
| September 30, 2025 | 53.34% |
| August 31, 2025 | 53.73% |
| July 31, 2025 | 53.73% |
| June 30, 2025 | 58.09% |
| May 31, 2025 | 58.09% |
| April 30, 2025 | 64.08% |
| March 31, 2025 | 67.23% |
| February 28, 2025 | 67.23% |
| January 31, 2025 | 67.23% |
| December 31, 2024 | 67.23% |
| November 30, 2024 | 67.23% |
| October 31, 2024 | 67.23% |
| September 30, 2024 | 67.23% |
| August 31, 2024 | 67.23% |
| Date | Value |
|---|---|
| July 31, 2024 | 67.23% |
| June 30, 2024 | 67.23% |
| May 31, 2024 | 67.23% |
| April 30, 2024 | 67.23% |
| March 31, 2024 | 67.23% |
| February 29, 2024 | 67.23% |
| January 31, 2024 | 67.23% |
| December 31, 2023 | 67.23% |
| November 30, 2023 | 67.23% |
| October 31, 2023 | 67.23% |
| September 30, 2023 | 67.23% |
| August 31, 2023 | 67.23% |
| July 31, 2023 | 67.23% |
| June 30, 2023 | 67.23% |
| May 31, 2023 | 67.23% |
| April 30, 2023 | 67.23% |
| March 31, 2023 | 67.23% |
| February 28, 2023 | 67.23% |
| January 31, 2023 | 67.23% |
| December 31, 2022 | 67.23% |
| November 30, 2022 | 67.23% |
| October 31, 2022 | 67.23% |
| September 30, 2022 | 67.23% |
| August 31, 2022 | 67.23% |
| July 31, 2022 | 67.23% |
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
| Ensign Energy Services, Inc. | 74.74% |
| Calfrac Well Services Ltd. | 99.24% |
| Trican Well Service Ltd. | 54.83% |
| ACT Energy Technologies Ltd. | 82.11% |
| Precision Drilling Corp. | 74.72% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.78 |
| Beta (5Y) | 1.108 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.59% |
| Historical Sharpe Ratio (5Y) | -0.0374 |
| Historical Sortino (5Y) | -0.0754 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.96% |