ONEnergy Inc (OEG.H.V)
0.005
0.00 (0.00%)
CAD |
TSXV |
Nov 21, 16:00
ONEnergy Max Drawdown (5Y): 98.67% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 98.67% |
| August 31, 2024 | 98.67% |
| July 31, 2024 | 98.67% |
| June 30, 2024 | 98.67% |
| May 31, 2024 | 98.67% |
| April 30, 2024 | 98.67% |
| March 31, 2024 | 98.67% |
| February 29, 2024 | 98.67% |
| January 31, 2024 | 98.67% |
| December 31, 2023 | 98.67% |
| November 30, 2023 | 98.67% |
| October 31, 2023 | 98.67% |
| September 30, 2023 | 98.67% |
| August 31, 2023 | 98.67% |
| July 31, 2023 | 98.67% |
| June 30, 2023 | 98.67% |
| May 31, 2023 | 98.67% |
| April 30, 2023 | 98.67% |
| March 31, 2023 | 98.67% |
| February 28, 2023 | 98.67% |
| January 31, 2023 | 98.67% |
| December 31, 2022 | 98.67% |
| November 30, 2022 | 98.67% |
| October 31, 2022 | 98.67% |
| September 30, 2022 | 98.67% |
| Date | Value |
|---|---|
| August 31, 2022 | 98.67% |
| July 31, 2022 | 98.67% |
| June 30, 2022 | 98.67% |
| May 31, 2022 | 98.67% |
| April 30, 2022 | 98.67% |
| March 31, 2022 | 98.67% |
| February 28, 2022 | 98.67% |
| January 31, 2022 | 98.67% |
| December 31, 2021 | 98.67% |
| November 30, 2021 | 98.67% |
| October 31, 2021 | 96.40% |
| September 30, 2021 | 96.40% |
| August 31, 2021 | 96.40% |
| July 31, 2021 | 96.40% |
| June 30, 2021 | 96.40% |
| May 31, 2021 | 96.40% |
| April 30, 2021 | 96.40% |
| March 31, 2021 | 96.40% |
| February 28, 2021 | 96.40% |
| January 31, 2021 | 96.40% |
| December 31, 2020 | 96.40% |
| November 30, 2020 | 96.40% |
| October 31, 2020 | 96.40% |
| September 30, 2020 | 96.40% |
| August 31, 2020 | 96.40% |
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
96.40%
Minimum
Nov 2019
98.67%
Maximum
Nov 2021
97.74%
Average
98.67%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
| Superior Plus Corp | 53.84% |
| CF Energy Corp | 82.37% |
| EverGen Infrastructure Corp | -- |
| Berkley Renewables Inc | 0.00% |
| TransAlta Corp | 50.59% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -40.83 |
| Beta (5Y) | -0.0732 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 479.9% |
| Historical Sharpe Ratio (5Y) | -0.0864 |
| Historical Sortino (5Y) | -0.5422 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 64.71% |