Parex Resources Inc (PXT.TO)
24.23
-0.10
(-0.41%)
CAD |
TSX |
Apr 26, 09:57
Parex Resources Max Drawdown (5Y): 61.00% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 61.00% |
February 29, 2024 | 61.00% |
January 31, 2024 | 61.00% |
December 31, 2023 | 61.00% |
November 30, 2023 | 61.00% |
October 31, 2023 | 61.00% |
September 30, 2023 | 61.00% |
August 31, 2023 | 61.00% |
July 31, 2023 | 61.00% |
June 30, 2023 | 61.00% |
May 31, 2023 | 61.00% |
April 30, 2023 | 61.00% |
March 31, 2023 | 61.00% |
February 28, 2023 | 61.00% |
January 31, 2023 | 61.00% |
December 31, 2022 | 61.00% |
November 30, 2022 | 61.00% |
October 31, 2022 | 61.00% |
September 30, 2022 | 61.00% |
August 31, 2022 | 61.00% |
July 31, 2022 | 61.00% |
June 30, 2022 | 61.00% |
May 31, 2022 | 61.00% |
April 30, 2022 | 61.00% |
March 31, 2022 | 61.00% |
Date | Value |
---|---|
February 28, 2022 | 61.00% |
January 31, 2022 | 61.00% |
December 31, 2021 | 61.00% |
November 30, 2021 | 61.00% |
October 31, 2021 | 61.00% |
September 30, 2021 | 61.00% |
August 31, 2021 | 61.00% |
July 31, 2021 | 61.00% |
June 30, 2021 | 61.00% |
May 31, 2021 | 61.00% |
April 30, 2021 | 61.00% |
March 31, 2021 | 61.00% |
February 28, 2021 | 61.00% |
January 31, 2021 | 61.00% |
December 31, 2020 | 61.00% |
November 30, 2020 | 61.00% |
October 31, 2020 | 61.00% |
September 30, 2020 | 61.00% |
August 31, 2020 | 61.00% |
July 31, 2020 | 61.00% |
June 30, 2020 | 61.00% |
May 31, 2020 | 61.00% |
April 30, 2020 | 61.00% |
March 31, 2020 | 61.00% |
February 29, 2020 | 52.14% |
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
52.14%
Minimum
Jan 2020
61.00%
Maximum
Mar 2020
60.41%
Average
61.00%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ARC Resources Ltd | 86.79% |
NuVista Energy Ltd | 97.50% |
Baytex Energy Corp | 98.61% |
Birchcliff Energy Ltd | 93.49% |
Tourmaline Oil Corp | 82.29% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.61 |
Beta (5Y) | 1.576 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.39% |
Historical Sharpe Ratio (5Y) | 0.0358 |
Historical Sortino (5Y) | 0.0541 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.77% |