NuVista Energy Ltd (NVA.TO)
13.86
-0.31
(-2.19%)
CAD |
TSX |
Nov 22, 16:00
NuVista Energy Max Drawdown (5Y): 97.50% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 97.50% |
| August 31, 2024 | 97.50% |
| July 31, 2024 | 97.50% |
| June 30, 2024 | 97.50% |
| May 31, 2024 | 97.50% |
| April 30, 2024 | 97.50% |
| March 31, 2024 | 97.50% |
| February 29, 2024 | 97.50% |
| January 31, 2024 | 97.50% |
| December 31, 2023 | 97.50% |
| November 30, 2023 | 97.50% |
| October 31, 2023 | 97.50% |
| September 30, 2023 | 97.50% |
| August 31, 2023 | 97.50% |
| July 31, 2023 | 97.50% |
| June 30, 2023 | 97.50% |
| May 31, 2023 | 97.50% |
| April 30, 2023 | 97.50% |
| March 31, 2023 | 97.50% |
| February 28, 2023 | 97.50% |
| January 31, 2023 | 97.50% |
| December 31, 2022 | 97.50% |
| November 30, 2022 | 97.50% |
| October 31, 2022 | 97.50% |
| September 30, 2022 | 97.50% |
| Date | Value |
|---|---|
| August 31, 2022 | 97.50% |
| July 31, 2022 | 97.50% |
| June 30, 2022 | 97.50% |
| May 31, 2022 | 97.50% |
| April 30, 2022 | 97.50% |
| March 31, 2022 | 97.50% |
| February 28, 2022 | 97.50% |
| January 31, 2022 | 97.50% |
| December 31, 2021 | 97.50% |
| November 30, 2021 | 97.50% |
| October 31, 2021 | 97.50% |
| September 30, 2021 | 97.50% |
| August 31, 2021 | 97.50% |
| July 31, 2021 | 97.50% |
| June 30, 2021 | 97.50% |
| May 31, 2021 | 97.50% |
| April 30, 2021 | 97.50% |
| March 31, 2021 | 97.50% |
| February 28, 2021 | 97.50% |
| January 31, 2021 | 97.50% |
| December 31, 2020 | 97.50% |
| November 30, 2020 | 97.50% |
| October 31, 2020 | 97.50% |
| September 30, 2020 | 97.50% |
| August 31, 2020 | 97.50% |
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
86.17%
Minimum
Nov 2019
97.50%
Maximum
Mar 2020
96.73%
Average
97.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Athabasca Oil Corp | 94.88% |
| MEG Energy Corp | 94.11% |
| Cameco Corp | 54.79% |
| Shoal Point Energy Ltd | 97.62% |
| Bird River Resources Inc | 98.94% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.24 |
| Beta (5Y) | 2.540 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 75.30% |
| Historical Sharpe Ratio (5Y) | 0.4341 |
| Historical Sortino (5Y) | 0.6076 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.05% |