North American Construction Group Ltd (NOA.TO)
27.31
-0.07
(-0.26%)
CAD |
TSX |
May 22, 16:00
27.31
0.00 (0.00%)
After-Hours: 16:15
North American Construction Group Max Drawdown (5Y): 67.23% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| June 30, 2022 | 67.23% |
| May 31, 2022 | 67.23% |
| April 30, 2022 | 67.23% |
| Date | Value |
|---|---|
| March 31, 2022 | 67.23% |
| February 28, 2022 | 67.23% |
| January 31, 2022 | 67.23% |
| December 31, 2021 | 67.23% |
| November 30, 2021 | 67.23% |
| October 31, 2021 | 67.23% |
| September 30, 2021 | 67.23% |
| August 31, 2021 | 67.23% |
| July 31, 2021 | 67.23% |
| June 30, 2021 | 67.23% |
| May 31, 2021 | 67.23% |
| April 30, 2021 | 67.23% |
| March 31, 2021 | 67.23% |
| February 28, 2021 | 69.33% |
| January 31, 2021 | 70.93% |
| December 31, 2020 | 76.80% |
| November 30, 2020 | 81.57% |
| October 31, 2020 | 81.70% |
| September 30, 2020 | 81.70% |
| August 31, 2020 | 81.70% |
| July 31, 2020 | 81.70% |
| June 30, 2020 | 81.70% |
| May 31, 2020 | 82.53% |
| April 30, 2020 | 82.53% |
| March 31, 2020 | 82.53% |
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
67.23%
Minimum
Mar 2021
82.53%
Maximum
May 2019
72.25%
Average
67.23%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
| Shoal Point Energy Ltd | 97.62% |
| Bird River Resources Inc | 98.94% |
| Canadian Overseas Petroleum Ltd | 99.67% |
| James Bay Resources Ltd | 91.94% |
| Squatex Energy and Resources Inc | 98.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.486 |
| Beta (5Y) | 1.671 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.93% |
| Historical Sharpe Ratio (5Y) | 0.2165 |
| Historical Sortino (5Y) | 0.3588 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.21% |