Peyto Exploration & Development Corp. (PEY.TO)
22.47
+0.42
(+1.90%)
CAD |
TSX |
Jan 13, 16:00
Peyto Exploration & Development Max Drawdown (5Y): 90.27% for Dec. 31, 2025
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Birchcliff Energy Ltd. | 79.84% |
| Paramount Resources Ltd. | 79.94% |
| ARC Resources Ltd. | 70.09% |
| Freehold Royalties Ltd. | 59.93% |
| Athabasca Oil Corp. | 91.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 50.21 |
| Beta (5Y) | 0.5860 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.53% |
| Historical Sharpe Ratio (5Y) | 1.267 |
| Historical Sortino (5Y) | 2.944 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.33% |