PrairieSky Royalty Ltd (PSK.TO)
27.38
-0.16
(-0.58%)
CAD |
TSX |
Apr 18, 16:00
PrairieSky Royalty Max Drawdown (5Y): 79.66% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 79.66% |
February 29, 2024 | 79.66% |
January 31, 2024 | 79.66% |
December 31, 2023 | 79.66% |
November 30, 2023 | 79.66% |
October 31, 2023 | 79.66% |
September 30, 2023 | 79.66% |
August 31, 2023 | 79.66% |
July 31, 2023 | 79.66% |
June 30, 2023 | 79.66% |
May 31, 2023 | 79.66% |
April 30, 2023 | 79.66% |
March 31, 2023 | 79.66% |
February 28, 2023 | 79.66% |
January 31, 2023 | 79.66% |
December 31, 2022 | 79.66% |
November 30, 2022 | 79.66% |
October 31, 2022 | 79.66% |
September 30, 2022 | 79.66% |
August 31, 2022 | 79.66% |
July 31, 2022 | 79.66% |
June 30, 2022 | 79.66% |
May 31, 2022 | 79.66% |
April 30, 2022 | 79.66% |
March 31, 2022 | 79.66% |
Date | Value |
---|---|
February 28, 2022 | 79.66% |
January 31, 2022 | 79.66% |
December 31, 2021 | 79.66% |
November 30, 2021 | 79.66% |
October 31, 2021 | 79.66% |
September 30, 2021 | 79.66% |
August 31, 2021 | 79.66% |
July 31, 2021 | 79.66% |
June 30, 2021 | 79.66% |
May 31, 2021 | 79.66% |
April 30, 2021 | 79.66% |
March 31, 2021 | 79.66% |
February 28, 2021 | 79.66% |
January 31, 2021 | 79.66% |
December 31, 2020 | 79.66% |
November 30, 2020 | 79.66% |
October 31, 2020 | 79.66% |
September 30, 2020 | 79.66% |
August 31, 2020 | 79.66% |
July 31, 2020 | 79.66% |
June 30, 2020 | 79.66% |
May 31, 2020 | 79.66% |
April 30, 2020 | 79.66% |
March 31, 2020 | 79.66% |
February 29, 2020 | 61.79% |
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
55.63%
Minimum
Apr 2019
79.66%
Maximum
Mar 2020
75.77%
Average
79.66%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Topaz Energy Corp | -- |
ARC Resources Ltd | 86.79% |
Freehold Royalties Ltd | 81.48% |
Crescent Point Energy Corp | 96.45% |
Obsidian Energy Ltd | 98.78% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.051 |
Beta (5Y) | 1.806 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.58% |
Historical Sharpe Ratio (5Y) | 0.2598 |
Historical Sortino (5Y) | 0.3203 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.99% |