NuVista Energy Ltd (NVA.TO)
12.76
+0.27
(+2.16%)
CAD |
TSX |
Apr 23, 14:59
NuVista Energy Max Drawdown (5Y): 97.50% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| July 31, 2020 | 97.50% |
| June 30, 2020 | 97.50% |
| May 31, 2020 | 97.50% |
| April 30, 2020 | 97.50% |
| March 31, 2020 | 97.50% |
| February 29, 2020 | 86.17% |
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
76.46%
Minimum
Apr 2019
97.50%
Maximum
Mar 2020
94.84%
Average
97.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Paramount Resources Ltd | 97.03% |
| ARC Resources Ltd | 86.79% |
| Crescent Point Energy Corp | 96.45% |
| Obsidian Energy Ltd | 98.78% |
| Baytex Energy Corp | 98.61% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.23 |
| Beta (5Y) | 2.847 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 81.20% |
| Historical Sharpe Ratio (5Y) | 0.253 |
| Historical Sortino (5Y) | 0.3756 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.28% |