Precision Drilling Corp (PD.TO)
85.31
+2.45
(+2.96%)
CAD |
TSX |
Nov 04, 16:00
Precision Drilling Max Drawdown (5Y): 95.21% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 95.21% |
| August 31, 2024 | 95.21% |
| July 31, 2024 | 95.21% |
| June 30, 2024 | 95.21% |
| May 31, 2024 | 95.21% |
| April 30, 2024 | 95.21% |
| March 31, 2024 | 95.21% |
| February 29, 2024 | 95.21% |
| January 31, 2024 | 95.21% |
| December 31, 2023 | 95.21% |
| November 30, 2023 | 95.21% |
| October 31, 2023 | 95.21% |
| September 30, 2023 | 95.21% |
| August 31, 2023 | 95.21% |
| July 31, 2023 | 95.21% |
| June 30, 2023 | 95.21% |
| May 31, 2023 | 95.21% |
| April 30, 2023 | 95.21% |
| March 31, 2023 | 95.21% |
| February 28, 2023 | 95.21% |
| January 31, 2023 | 95.21% |
| December 31, 2022 | 95.21% |
| November 30, 2022 | 95.21% |
| October 31, 2022 | 95.21% |
| September 30, 2022 | 95.21% |
| Date | Value |
|---|---|
| August 31, 2022 | 95.21% |
| July 31, 2022 | 95.21% |
| June 30, 2022 | 95.21% |
| May 31, 2022 | 95.21% |
| April 30, 2022 | 95.21% |
| March 31, 2022 | 95.21% |
| February 28, 2022 | 95.21% |
| January 31, 2022 | 95.21% |
| December 31, 2021 | 95.21% |
| November 30, 2021 | 95.21% |
| October 31, 2021 | 95.21% |
| September 30, 2021 | 95.21% |
| August 31, 2021 | 95.21% |
| July 31, 2021 | 95.21% |
| June 30, 2021 | 95.21% |
| May 31, 2021 | 95.21% |
| April 30, 2021 | 95.21% |
| March 31, 2021 | 95.21% |
| February 28, 2021 | 95.21% |
| January 31, 2021 | 95.21% |
| December 31, 2020 | 95.21% |
| November 30, 2020 | 95.21% |
| October 31, 2020 | 95.21% |
| September 30, 2020 | 95.21% |
| August 31, 2020 | 95.21% |
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
85.08%
Minimum
Nov 2019
95.21%
Maximum
Mar 2020
94.53%
Average
95.21%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Ensign Energy Services Inc | 96.76% |
| Obsidian Energy Ltd | 98.78% |
| Condor Energies Inc | 88.10% |
| PHX Energy Services Corp | 90.01% |
| Squatex Energy and Resources Inc | 98.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.773 |
| Beta (5Y) | 2.692 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 74.28% |
| Historical Sharpe Ratio (5Y) | 0.2695 |
| Historical Sortino (5Y) | 0.4181 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.11% |