Peyto Exploration & Development Corp. (PEY.TO)
24.95
+0.31
(+1.26%)
CAD |
TSX |
Aug 26, 16:00
Peyto Exploration & Development Max Drawdown (5Y) : 80.25% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 80.25% |
| June 30, 2026 | 80.25% |
| May 31, 2026 | 81.13% |
| April 30, 2026 | 82.54% |
| March 31, 2026 | 83.82% |
| February 28, 2026 | 83.82% |
| January 31, 2026 | 86.90% |
| December 31, 2025 | 90.27% |
| November 30, 2025 | 90.96% |
| October 31, 2025 | 91.22% |
| September 30, 2025 | 92.23% |
| August 31, 2025 | 92.23% |
| July 31, 2025 | 92.88% |
| June 30, 2025 | 94.08% |
| May 31, 2025 | 94.60% |
| April 30, 2025 | 94.60% |
| March 31, 2025 | 95.05% |
| February 28, 2025 | 96.56% |
| January 31, 2025 | 96.56% |
| December 31, 2024 | 96.56% |
| November 30, 2024 | 96.56% |
| October 31, 2024 | 96.56% |
| September 30, 2024 | 96.56% |
| August 31, 2024 | 96.56% |
| July 31, 2024 | 96.56% |
| Date | Value |
|---|---|
| June 30, 2024 | 96.56% |
| May 31, 2024 | 96.56% |
| April 30, 2024 | 96.56% |
| March 31, 2024 | 96.56% |
| February 29, 2024 | 96.56% |
| January 31, 2024 | 96.56% |
| December 31, 2023 | 96.56% |
| November 30, 2023 | 96.56% |
| October 31, 2023 | 96.56% |
| September 30, 2023 | 96.56% |
| August 31, 2023 | 96.56% |
| July 31, 2023 | 96.56% |
| June 30, 2023 | 96.56% |
| May 31, 2023 | 96.56% |
| April 30, 2023 | 96.56% |
| March 31, 2023 | 96.56% |
| February 28, 2023 | 96.56% |
| January 31, 2023 | 96.56% |
| December 31, 2022 | 96.56% |
| November 30, 2022 | 96.56% |
| October 31, 2022 | 96.56% |
| September 30, 2022 | 96.56% |
| August 31, 2022 | 96.56% |
| July 31, 2022 | 96.56% |
| June 30, 2022 | 96.56% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Metalore Resources Ltd. | 57.17% |
| Valeura Energy, Inc. | 93.94% |
| Advantage Energy Ltd. | 57.66% |
| Paramount Resources Ltd. | 50.99% |
| Tourmaline Oil Corp. | 32.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 31.97 |
| Beta (5Y) | 0.2499 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.92% |
| Historical Sharpe Ratio (5Y) | 0.9416 |
| Historical Sortino (5Y) | 1.822 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.76% |