Ovintiv Inc (OVV.TO)
72.49
+0.41
(+0.57%)
CAD |
TSX |
Apr 24, 16:00
Ovintiv Max Drawdown (5Y): 96.75% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 96.75% |
February 29, 2024 | 96.75% |
January 31, 2024 | 96.75% |
December 31, 2023 | 96.75% |
November 30, 2023 | 96.75% |
October 31, 2023 | 96.75% |
September 30, 2023 | 96.75% |
August 31, 2023 | 96.75% |
July 31, 2023 | 96.75% |
June 30, 2023 | 96.75% |
May 31, 2023 | 96.75% |
April 30, 2023 | 96.75% |
March 31, 2023 | 96.75% |
February 28, 2023 | 96.75% |
January 31, 2023 | 96.75% |
December 31, 2022 | 96.75% |
November 30, 2022 | 96.75% |
October 31, 2022 | 96.75% |
September 30, 2022 | 96.75% |
August 31, 2022 | 96.75% |
July 31, 2022 | 96.75% |
June 30, 2022 | 96.75% |
May 31, 2022 | 96.75% |
April 30, 2022 | 96.75% |
March 31, 2022 | 96.75% |
Date | Value |
---|---|
February 28, 2022 | 96.75% |
January 31, 2022 | 96.75% |
December 31, 2021 | 96.75% |
November 30, 2021 | 96.75% |
October 31, 2021 | 96.75% |
September 30, 2021 | 96.75% |
August 31, 2021 | 96.75% |
July 31, 2021 | 96.75% |
June 30, 2021 | 96.75% |
May 31, 2021 | 96.75% |
April 30, 2021 | 96.75% |
March 31, 2021 | 96.75% |
February 28, 2021 | 96.75% |
January 31, 2021 | 96.75% |
December 31, 2020 | 96.75% |
November 30, 2020 | 96.75% |
October 31, 2020 | 96.75% |
September 30, 2020 | 96.75% |
August 31, 2020 | 96.75% |
July 31, 2020 | 96.75% |
June 30, 2020 | 96.75% |
May 31, 2020 | 96.75% |
April 30, 2020 | 96.75% |
March 31, 2020 | 96.75% |
February 29, 2020 | 85.59% |
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
85.59%
Minimum
Apr 2019
96.75%
Maximum
Mar 2020
94.71%
Average
96.75%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Energy Fuels Inc | 82.45% |
Ur-Energy Inc | 67.32% |
Gran Tierra Energy Inc | 95.03% |
enCore Energy Corp | 64.29% |
Squatex Energy and Resources Inc | 98.57% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.33 |
Beta (5Y) | 3.259 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 78.30% |
Historical Sharpe Ratio (5Y) | 0.1134 |
Historical Sortino (5Y) | 0.1662 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.83% |