North American Construction Group Ltd (NOA)
19.71
+0.10
(+0.51%)
USD |
NYSE |
Nov 21, 16:00
19.71
0.00 (0.00%)
After-Hours: 20:00
North American Construction Group Max Drawdown (5Y): 68.42% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 68.42% |
| September 30, 2024 | 68.42% |
| August 31, 2024 | 68.42% |
| July 31, 2024 | 68.42% |
| June 30, 2024 | 68.42% |
| May 31, 2024 | 68.42% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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 | 70.39% |
| July 31, 2021 | 70.67% |
| June 30, 2021 | 70.67% |
| May 31, 2021 | 70.67% |
| April 30, 2021 | 80.18% |
| March 31, 2021 | 82.88% |
| February 28, 2021 | 86.18% |
| January 31, 2021 | 89.30% |
| December 31, 2020 | 89.30% |
| November 30, 2020 | 89.30% |
| October 31, 2020 | 89.30% |
| September 30, 2020 | 89.30% |
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
Sep 2021
89.30%
Maximum
Nov 2019
74.51%
Average
68.42%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| Strata Power Corp | 99.65% |
| Barnwell Industries Inc | 89.74% |
| CKX Lands Inc | 54.31% |
| Gran Tierra Energy Inc | 95.30% |
| Empire Petroleum Corp | 83.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.872 |
| Beta (5Y) | 1.486 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.46% |
| Historical Sharpe Ratio (5Y) | 0.2085 |
| Historical Sortino (5Y) | 0.3446 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.08% |