Secure Energy Services Inc (SES.TO)
11.32
-0.06
(-0.53%)
CAD |
TSX |
May 03, 16:00
Secure Energy Services Max Drawdown (5Y): 93.74% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 93.74% |
March 31, 2024 | 93.74% |
February 29, 2024 | 93.74% |
January 31, 2024 | 93.74% |
December 31, 2023 | 93.74% |
November 30, 2023 | 93.74% |
October 31, 2023 | 93.74% |
September 30, 2023 | 93.74% |
August 31, 2023 | 93.74% |
July 31, 2023 | 93.74% |
June 30, 2023 | 93.74% |
May 31, 2023 | 93.74% |
April 30, 2023 | 93.74% |
March 31, 2023 | 93.74% |
February 28, 2023 | 93.74% |
January 31, 2023 | 93.74% |
December 31, 2022 | 93.74% |
November 30, 2022 | 93.74% |
October 31, 2022 | 93.74% |
September 30, 2022 | 93.74% |
August 31, 2022 | 93.74% |
July 31, 2022 | 93.74% |
June 30, 2022 | 93.74% |
May 31, 2022 | 93.74% |
April 30, 2022 | 93.74% |
Date | Value |
---|---|
March 31, 2022 | 93.74% |
February 28, 2022 | 93.74% |
January 31, 2022 | 93.74% |
December 31, 2021 | 93.74% |
November 30, 2021 | 93.74% |
October 31, 2021 | 93.74% |
September 30, 2021 | 93.74% |
August 31, 2021 | 93.74% |
July 31, 2021 | 93.74% |
June 30, 2021 | 93.74% |
May 31, 2021 | 93.74% |
April 30, 2021 | 93.74% |
March 31, 2021 | 93.74% |
February 28, 2021 | 93.74% |
January 31, 2021 | 93.74% |
December 31, 2020 | 93.74% |
November 30, 2020 | 93.74% |
October 31, 2020 | 93.74% |
September 30, 2020 | 93.74% |
August 31, 2020 | 93.74% |
July 31, 2020 | 93.74% |
June 30, 2020 | 93.74% |
May 31, 2020 | 93.74% |
April 30, 2020 | 93.74% |
March 31, 2020 | 93.74% |
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
78.33%
Minimum
May 2019
93.74%
Maximum
Mar 2020
91.17%
Average
93.74%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Russel Metals Inc | 60.01% |
K-Bro Linen Inc | 49.53% |
Bactech Environmental Corp | 96.43% |
Beyond Medical Technologies Inc | 99.62% |
Sharc International Systems Inc | 98.70% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.198 |
Beta (5Y) | 2.532 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.93% |
Historical Sharpe Ratio (5Y) | 0.1411 |
Historical Sortino (5Y) | 0.1805 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.56% |