North American Construction Group Ltd (NOA)
20.60
+0.13
(+0.64%)
USD |
NYSE |
May 06, 13:11
North American Construction Group Max Drawdown (5Y): 68.42% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 68.42% |
March 31, 2024 | 68.42% |
February 29, 2024 | 68.42% |
January 31, 2024 | 68.42% |
December 31, 2023 | 68.42% |
November 30, 2023 | 68.42% |
October 31, 2023 | 68.42% |
September 30, 2023 | 68.42% |
August 31, 2023 | 68.42% |
July 31, 2023 | 68.42% |
June 30, 2023 | 68.42% |
May 31, 2023 | 68.42% |
April 30, 2023 | 68.42% |
March 31, 2023 | 68.42% |
February 28, 2023 | 68.42% |
January 31, 2023 | 68.42% |
December 31, 2022 | 68.42% |
November 30, 2022 | 68.42% |
October 31, 2022 | 68.42% |
September 30, 2022 | 68.42% |
August 31, 2022 | 68.42% |
July 31, 2022 | 68.42% |
June 30, 2022 | 68.42% |
May 31, 2022 | 68.42% |
April 30, 2022 | 68.42% |
Date | Value |
---|---|
March 31, 2022 | 68.42% |
February 28, 2022 | 68.42% |
January 31, 2022 | 68.42% |
December 31, 2021 | 68.42% |
November 30, 2021 | 68.42% |
October 31, 2021 | 68.42% |
September 30, 2021 | 68.42% |
August 31, 2021 | 68.42% |
July 31, 2021 | 68.42% |
June 30, 2021 | 70.39% |
May 31, 2021 | 70.67% |
April 30, 2021 | 70.67% |
March 31, 2021 | 70.67% |
February 28, 2021 | 73.80% |
January 31, 2021 | 76.02% |
December 31, 2020 | 83.17% |
November 30, 2020 | 87.12% |
October 31, 2020 | 87.61% |
September 30, 2020 | 87.61% |
August 31, 2020 | 87.61% |
July 31, 2020 | 87.61% |
June 30, 2020 | 87.61% |
May 31, 2020 | 87.61% |
April 30, 2020 | 87.61% |
March 31, 2020 | 87.61% |
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
68.42%
Minimum
Jul 2021
87.61%
Maximum
May 2019
75.09%
Average
68.42%
Median
Jul 2021
Max Drawdown (5Y) Benchmarks
Strata Power Corp | 99.65% |
Profire Energy Inc | 87.38% |
Barnwell Industries Inc | 88.78% |
CKX Lands Inc | 54.31% |
Empire Petroleum Corp | 82.77% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.452 |
Beta (5Y) | 1.522 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.84% |
Historical Sharpe Ratio (5Y) | 0.1909 |
Historical Sortino (5Y) | 0.3105 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.40% |