Pason Systems Inc (PSI.TO)
13.76
+0.37
(+2.76%)
CAD |
TSX |
Nov 04, 16:00
Pason Systems Max Drawdown (5Y): 75.06% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 75.06% |
| August 31, 2024 | 75.06% |
| July 31, 2024 | 75.06% |
| June 30, 2024 | 75.06% |
| May 31, 2024 | 75.06% |
| April 30, 2024 | 75.06% |
| March 31, 2024 | 75.06% |
| February 29, 2024 | 75.06% |
| January 31, 2024 | 75.06% |
| December 31, 2023 | 75.06% |
| November 30, 2023 | 75.06% |
| October 31, 2023 | 75.06% |
| September 30, 2023 | 75.06% |
| August 31, 2023 | 75.06% |
| July 31, 2023 | 75.06% |
| June 30, 2023 | 75.06% |
| May 31, 2023 | 75.06% |
| April 30, 2023 | 75.06% |
| March 31, 2023 | 75.06% |
| February 28, 2023 | 75.06% |
| January 31, 2023 | 75.06% |
| December 31, 2022 | 75.06% |
| November 30, 2022 | 75.06% |
| October 31, 2022 | 75.06% |
| September 30, 2022 | 75.06% |
| Date | Value |
|---|---|
| August 31, 2022 | 75.06% |
| July 31, 2022 | 75.06% |
| June 30, 2022 | 75.06% |
| May 31, 2022 | 75.06% |
| April 30, 2022 | 75.06% |
| March 31, 2022 | 75.06% |
| February 28, 2022 | 75.06% |
| January 31, 2022 | 75.06% |
| December 31, 2021 | 75.06% |
| November 30, 2021 | 75.06% |
| October 31, 2021 | 75.06% |
| September 30, 2021 | 75.06% |
| August 31, 2021 | 75.06% |
| July 31, 2021 | 75.06% |
| June 30, 2021 | 75.06% |
| May 31, 2021 | 75.06% |
| April 30, 2021 | 75.06% |
| March 31, 2021 | 75.06% |
| February 28, 2021 | 75.06% |
| January 31, 2021 | 75.06% |
| December 31, 2020 | 75.06% |
| November 30, 2020 | 75.06% |
| October 31, 2020 | 75.06% |
| September 30, 2020 | 74.03% |
| August 31, 2020 | 71.50% |
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
54.32%
Minimum
Nov 2019
75.06%
Maximum
Oct 2020
73.26%
Average
75.06%
Median
Oct 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% |
| Pine Cliff Energy Ltd | 96.23% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.08 |
| Beta (5Y) | 1.543 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.32% |
| Historical Sharpe Ratio (5Y) | -0.0563 |
| Historical Sortino (5Y) | -0.0814 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.48% |