Obsidian Energy Ltd (OBE.TO)
11.34
-0.47
(-3.98%)
CAD |
TSX |
May 01, 16:00
Obsidian Energy Max Drawdown (5Y): 98.78% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
July 31, 2020 | 98.78% |
June 30, 2020 | 98.78% |
May 31, 2020 | 98.78% |
April 30, 2020 | 98.78% |
March 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
97.02%
Minimum
May 2019
98.78%
Maximum
Mar 2020
98.57%
Average
98.78%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Ensign Energy Services Inc | 96.76% |
Precision Drilling Corp | 95.21% |
Condor Energies Inc | 95.10% |
PHX Energy Services Corp | 90.01% |
Squatex Energy and Resources Inc | 98.57% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 14.30 |
Beta (5Y) | 2.538 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 103.6% |
Historical Sharpe Ratio (5Y) | 0.3087 |
Historical Sortino (5Y) | 0.6848 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.18% |