Source Energy Services Ltd (SHLE.TO)
11.85
+0.30
(+2.60%)
CAD |
TSX |
Sep 19, 16:00
Source Energy Services Max Drawdown (5Y): 99.48% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
August 31, 2024 | 99.48% |
July 31, 2024 | 99.48% |
June 30, 2024 | 99.48% |
May 31, 2024 | 99.48% |
April 30, 2024 | 99.48% |
March 31, 2024 | 99.48% |
February 29, 2024 | 99.48% |
January 31, 2024 | 99.48% |
December 31, 2023 | 99.48% |
November 30, 2023 | 99.48% |
October 31, 2023 | 99.48% |
September 30, 2023 | 99.48% |
August 31, 2023 | 99.48% |
July 31, 2023 | 99.48% |
June 30, 2023 | 99.48% |
May 31, 2023 | 99.48% |
April 30, 2023 | 99.48% |
March 31, 2023 | 99.48% |
February 28, 2023 | 99.48% |
January 31, 2023 | 99.48% |
December 31, 2022 | 99.48% |
November 30, 2022 | 99.48% |
October 31, 2022 | 99.48% |
September 30, 2022 | 99.48% |
August 31, 2022 | 99.48% |
Date | Value |
---|---|
July 31, 2022 | 99.48% |
June 30, 2022 | 99.48% |
May 31, 2022 | 99.48% |
April 30, 2022 | 99.48% |
March 31, 2022 | 99.48% |
February 28, 2022 | 99.48% |
January 31, 2022 | 99.48% |
December 31, 2021 | 99.48% |
November 30, 2021 | 99.48% |
October 31, 2021 | 99.48% |
September 30, 2021 | 99.48% |
August 31, 2021 | 99.48% |
July 31, 2021 | 99.48% |
June 30, 2021 | 99.48% |
May 31, 2021 | 99.48% |
April 30, 2021 | 99.48% |
March 31, 2021 | 99.48% |
February 28, 2021 | 99.48% |
January 31, 2021 | 99.48% |
December 31, 2020 | 99.48% |
November 30, 2020 | 99.48% |
October 31, 2020 | 99.48% |
September 30, 2020 | 99.48% |
August 31, 2020 | 99.48% |
July 31, 2020 | 99.48% |
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
95.52%
Minimum
Sep 2019
99.48%
Maximum
May 2020
99.30%
Average
99.48%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Trican Well Service Ltd | 92.08% |
Perpetual Energy Inc | 99.90% |
Shoal Point Energy Ltd | 97.62% |
Bird River Resources Inc | 98.94% |
James Bay Resources Ltd | 91.94% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 76.39 |
Beta (5Y) | 1.890 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 463.1% |
Historical Sharpe Ratio (5Y) | 0.2002 |
Historical Sortino (5Y) | 1.826 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.72% |