CGX Energy Inc (OYL.V)
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Nov 05, 10:44
CGX Energy Max Drawdown (5Y): 96.88% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 96.88% |
| August 31, 2024 | 96.88% |
| July 31, 2024 | 93.75% |
| June 30, 2024 | 92.80% |
| May 31, 2024 | 92.66% |
| April 30, 2024 | 92.66% |
| March 31, 2024 | 92.66% |
| February 29, 2024 | 92.66% |
| January 31, 2024 | 91.44% |
| December 31, 2023 | 91.44% |
| November 30, 2023 | 89.95% |
| October 31, 2023 | 85.20% |
| September 30, 2023 | 85.20% |
| August 31, 2023 | 85.20% |
| July 31, 2023 | 85.20% |
| June 30, 2023 | 85.53% |
| May 31, 2023 | 86.84% |
| April 30, 2023 | 86.84% |
| March 31, 2023 | 87.50% |
| February 28, 2023 | 87.50% |
| January 31, 2023 | 87.50% |
| December 31, 2022 | 87.83% |
| November 30, 2022 | 88.16% |
| October 31, 2022 | 88.16% |
| September 30, 2022 | 95.72% |
| Date | Value |
|---|---|
| August 31, 2022 | 95.94% |
| July 31, 2022 | 95.94% |
| June 30, 2022 | 96.73% |
| May 31, 2022 | 96.73% |
| April 30, 2022 | 96.73% |
| March 31, 2022 | 96.73% |
| February 28, 2022 | 98.30% |
| January 31, 2022 | 98.50% |
| December 31, 2021 | 98.50% |
| November 30, 2021 | 99.14% |
| October 31, 2021 | 99.23% |
| September 30, 2021 | 99.23% |
| August 31, 2021 | 99.23% |
| July 31, 2021 | 99.23% |
| June 30, 2021 | 99.23% |
| May 31, 2021 | 99.23% |
| April 30, 2021 | 99.23% |
| March 31, 2021 | 99.23% |
| February 28, 2021 | 99.23% |
| January 31, 2021 | 99.23% |
| December 31, 2020 | 99.23% |
| November 30, 2020 | 99.23% |
| October 31, 2020 | 99.23% |
| September 30, 2020 | 99.23% |
| August 31, 2020 | 99.23% |
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
85.20%
Minimum
Jul 2023
99.23%
Maximum
Nov 2019
94.93%
Average
96.88%
Median
Aug 2024
Max Drawdown (5Y) Benchmarks
| Frontera Energy Corp | 91.57% |
| 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% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -43.86 |
| Beta (5Y) | 1.333 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 109.9% |
| Historical Sharpe Ratio (5Y) | -0.2918 |
| Historical Sortino (5Y) | -0.6374 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 39.57% |