Surge Energy Inc (SGY.TO)
5.91
+0.13
(+2.25%)
CAD |
TSX |
Nov 04, 16:00
Surge Energy Max Drawdown (5Y): 94.43% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 94.43% |
| August 31, 2024 | 94.43% |
| July 31, 2024 | 94.43% |
| June 30, 2024 | 94.43% |
| May 31, 2024 | 94.43% |
| April 30, 2024 | 94.43% |
| March 31, 2024 | 94.43% |
| February 29, 2024 | 94.43% |
| January 31, 2024 | 94.43% |
| December 31, 2023 | 94.43% |
| November 30, 2023 | 94.43% |
| October 31, 2023 | 94.43% |
| September 30, 2023 | 94.43% |
| August 31, 2023 | 94.43% |
| July 31, 2023 | 94.43% |
| June 30, 2023 | 94.43% |
| May 31, 2023 | 94.43% |
| April 30, 2023 | 94.43% |
| March 31, 2023 | 94.43% |
| February 28, 2023 | 94.43% |
| January 31, 2023 | 94.43% |
| December 31, 2022 | 94.43% |
| November 30, 2022 | 94.43% |
| October 31, 2022 | 94.43% |
| September 30, 2022 | 94.43% |
| Date | Value |
|---|---|
| August 31, 2022 | 94.43% |
| July 31, 2022 | 94.43% |
| June 30, 2022 | 94.43% |
| May 31, 2022 | 94.43% |
| April 30, 2022 | 94.43% |
| March 31, 2022 | 94.43% |
| February 28, 2022 | 94.43% |
| January 31, 2022 | 94.43% |
| December 31, 2021 | 94.43% |
| November 30, 2021 | 94.43% |
| October 31, 2021 | 94.43% |
| September 30, 2021 | 94.43% |
| August 31, 2021 | 94.43% |
| July 31, 2021 | 94.43% |
| June 30, 2021 | 94.43% |
| May 31, 2021 | 94.43% |
| April 30, 2021 | 94.43% |
| March 31, 2021 | 94.43% |
| February 28, 2021 | 94.43% |
| January 31, 2021 | 94.43% |
| December 31, 2020 | 94.43% |
| November 30, 2020 | 94.43% |
| October 31, 2020 | 94.43% |
| September 30, 2020 | 93.47% |
| August 31, 2020 | 93.47% |
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
83.41%
Minimum
Nov 2019
94.43%
Maximum
Oct 2020
93.57%
Average
94.43%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Prairie Provident Resources Inc | 99.17% |
| Shoal Point Energy Ltd | 97.62% |
| Bird River Resources Inc | 98.94% |
| James Bay Resources Ltd | 91.94% |
| Squatex Energy and Resources Inc | 98.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.17 |
| Beta (5Y) | 2.531 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 75.08% |
| Historical Sharpe Ratio (5Y) | -0.1039 |
| Historical Sortino (5Y) | -0.1602 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.27% |