Pine Cliff Energy Ltd (PNE.TO)
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Nov 04, 12:59
Pine Cliff Energy Max Drawdown (5Y): 96.23% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 96.23% |
| August 31, 2024 | 96.23% |
| July 31, 2024 | 96.23% |
| June 30, 2024 | 96.23% |
| May 31, 2024 | 96.23% |
| April 30, 2024 | 96.23% |
| March 31, 2024 | 96.23% |
| February 29, 2024 | 96.23% |
| January 31, 2024 | 96.23% |
| December 31, 2023 | 96.23% |
| November 30, 2023 | 96.23% |
| October 31, 2023 | 96.23% |
| September 30, 2023 | 96.23% |
| August 31, 2023 | 96.23% |
| July 31, 2023 | 96.23% |
| June 30, 2023 | 96.23% |
| May 31, 2023 | 96.23% |
| April 30, 2023 | 96.23% |
| March 31, 2023 | 96.23% |
| February 28, 2023 | 96.23% |
| January 31, 2023 | 96.23% |
| December 31, 2022 | 96.23% |
| November 30, 2022 | 96.23% |
| October 31, 2022 | 96.23% |
| September 30, 2022 | 96.23% |
| Date | Value |
|---|---|
| August 31, 2022 | 96.23% |
| July 31, 2022 | 96.23% |
| June 30, 2022 | 96.23% |
| May 31, 2022 | 96.23% |
| April 30, 2022 | 96.23% |
| March 31, 2022 | 96.23% |
| February 28, 2022 | 96.23% |
| January 31, 2022 | 96.23% |
| December 31, 2021 | 96.23% |
| November 30, 2021 | 96.23% |
| October 31, 2021 | 96.23% |
| September 30, 2021 | 96.23% |
| August 31, 2021 | 96.23% |
| July 31, 2021 | 96.23% |
| June 30, 2021 | 96.23% |
| May 31, 2021 | 96.23% |
| April 30, 2021 | 96.23% |
| March 31, 2021 | 96.23% |
| February 28, 2021 | 96.23% |
| January 31, 2021 | 96.23% |
| December 31, 2020 | 96.23% |
| November 30, 2020 | 96.23% |
| October 31, 2020 | 96.23% |
| September 30, 2020 | 96.23% |
| August 31, 2020 | 96.23% |
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
94.68%
Minimum
Nov 2019
96.23%
Maximum
Mar 2020
96.12%
Average
96.23%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| NuVista Energy Ltd | 97.50% |
| Baytex Energy Corp | 98.61% |
| Parex Resources Inc | 61.00% |
| Africa Oil Corp | 72.14% |
| Tenaz Energy Corp | 83.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 50.73 |
| Beta (5Y) | 0.2966 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 72.63% |
| Historical Sharpe Ratio (5Y) | 0.7345 |
| Historical Sortino (5Y) | 1.745 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.95% |