Obsidian Energy Ltd (OBE.TO)
8.15
+0.03
(+0.37%)
CAD |
TSX |
Nov 21, 16:00
Obsidian Energy Max Drawdown (5Y): 98.78% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 98.78% |
| August 31, 2024 | 98.78% |
| July 31, 2024 | 98.78% |
| June 30, 2024 | 98.78% |
| May 31, 2024 | 98.78% |
| April 30, 2024 | 98.78% |
| March 31, 2024 | 98.78% |
| February 29, 2024 | 98.78% |
| January 31, 2024 | 98.78% |
| December 31, 2023 | 98.78% |
| November 30, 2023 | 98.78% |
| October 31, 2023 | 98.78% |
| September 30, 2023 | 98.78% |
| August 31, 2023 | 98.78% |
| July 31, 2023 | 98.78% |
| June 30, 2023 | 98.78% |
| May 31, 2023 | 98.78% |
| April 30, 2023 | 98.78% |
| March 31, 2023 | 98.78% |
| February 28, 2023 | 98.78% |
| January 31, 2023 | 98.78% |
| December 31, 2022 | 98.78% |
| November 30, 2022 | 98.78% |
| October 31, 2022 | 98.78% |
| September 30, 2022 | 98.78% |
| Date | Value |
|---|---|
| August 31, 2022 | 98.78% |
| July 31, 2022 | 98.78% |
| June 30, 2022 | 98.78% |
| May 31, 2022 | 98.78% |
| April 30, 2022 | 98.78% |
| March 31, 2022 | 98.78% |
| February 28, 2022 | 98.78% |
| January 31, 2022 | 98.78% |
| December 31, 2021 | 98.78% |
| November 30, 2021 | 98.78% |
| October 31, 2021 | 98.78% |
| September 30, 2021 | 98.78% |
| August 31, 2021 | 98.78% |
| July 31, 2021 | 98.78% |
| June 30, 2021 | 98.78% |
| May 31, 2021 | 98.78% |
| April 30, 2021 | 98.78% |
| March 31, 2021 | 98.78% |
| February 28, 2021 | 98.78% |
| January 31, 2021 | 98.78% |
| December 31, 2020 | 98.78% |
| November 30, 2020 | 98.78% |
| October 31, 2020 | 98.78% |
| September 30, 2020 | 98.78% |
| August 31, 2020 | 98.78% |
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
97.57%
Minimum
Nov 2019
98.78%
Maximum
Mar 2020
98.70%
Average
98.78%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Ensign Energy Services Inc | 96.76% |
| Precision Drilling Corp | 95.21% |
| Condor Energies Inc | 88.10% |
| PHX Energy Services Corp | 90.01% |
| Squatex Energy and Resources Inc | 98.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 24.04 |
| Beta (5Y) | 2.318 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 101.5% |
| Historical Sharpe Ratio (5Y) | 0.4385 |
| Historical Sortino (5Y) | 0.9836 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.14% |