Permex Petroleum Corp (OIL.CX)
2.40
+0.10
(+4.35%)
CAD |
CNSX |
Nov 04, 16:00
Permex Petroleum Max Drawdown (5Y): 97.42% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 97.42% |
August 31, 2024 | 95.83% |
July 31, 2024 | 95.83% |
June 30, 2024 | 95.83% |
May 31, 2024 | 95.83% |
April 30, 2024 | 95.83% |
March 31, 2024 | 95.83% |
February 29, 2024 | 95.83% |
January 31, 2024 | 95.83% |
December 31, 2023 | 95.83% |
November 30, 2023 | 95.83% |
October 31, 2023 | 95.83% |
September 30, 2023 | 95.83% |
August 31, 2023 | 95.83% |
July 31, 2023 | 95.83% |
June 30, 2023 | 95.83% |
May 31, 2023 | 95.83% |
April 30, 2023 | 95.83% |
March 31, 2023 | 95.83% |
February 28, 2023 | 95.83% |
January 31, 2023 | 95.83% |
December 31, 2022 | 95.83% |
November 30, 2022 | 95.83% |
October 31, 2022 | 95.83% |
September 30, 2022 | 95.83% |
Date | Value |
---|---|
August 31, 2022 | 95.83% |
July 31, 2022 | 95.83% |
June 30, 2022 | 95.83% |
May 31, 2022 | 95.83% |
April 30, 2022 | 95.83% |
March 31, 2022 | 95.83% |
February 28, 2022 | 95.83% |
January 31, 2022 | 95.83% |
December 31, 2021 | 95.83% |
November 30, 2021 | 95.83% |
October 31, 2021 | 95.83% |
September 30, 2021 | 95.83% |
August 31, 2021 | 95.83% |
July 31, 2021 | 95.83% |
June 30, 2021 | 95.83% |
May 31, 2021 | 95.83% |
April 30, 2021 | 95.83% |
March 31, 2021 | 95.83% |
February 28, 2021 | 95.83% |
January 31, 2021 | 95.83% |
December 31, 2020 | 95.83% |
November 30, 2020 | 95.83% |
October 31, 2020 | 95.83% |
September 30, 2020 | 95.83% |
August 31, 2020 | 95.83% |
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
95.83%
Minimum
Nov 2019
97.42%
Maximum
Sep 2024
95.86%
Average
95.83%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Shoal Point Energy Ltd | 97.62% |
Bird River Resources Inc | 98.94% |
James Bay Resources Ltd | 91.94% |
Squatex Energy and Resources Inc | 98.57% |
G2 Energy Corp | 99.71% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -59.25 |
Beta (5Y) | 3.554 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 152.5% |
Historical Sharpe Ratio (5Y) | -0.1825 |
Historical Sortino (5Y) | -0.5687 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 39.17% |