Parex Resources Inc (PXT.TO)
15.14
+0.11
(+0.73%)
CAD |
TSX |
Nov 22, 09:54
Parex Resources Max Drawdown (5Y): 61.00% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 61.00% |
| September 30, 2024 | 61.00% |
| August 31, 2024 | 61.00% |
| July 31, 2024 | 61.00% |
| June 30, 2024 | 61.00% |
| May 31, 2024 | 61.00% |
| April 30, 2024 | 61.00% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
60.43%
Average
61.00%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Advantage Energy Ltd | 89.88% |
| Pason Systems Inc | 75.06% |
| PHX Energy Services Corp | 90.01% |
| Shoal Point Energy Ltd | 97.62% |
| Bird River Resources Inc | 98.94% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.44 |
| Beta (5Y) | 1.356 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.35% |
| Historical Sharpe Ratio (5Y) | -0.1111 |
| Historical Sortino (5Y) | -0.1632 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.97% |