Source Energy Services Ltd (SHLE.TO)

15.58 +0.20 (+1.30%) CAD  |  TSX  |  Dec 20, 16:00
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Source Energy Services Max Drawdown (5Y): 99.48% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Trican Well Service Ltd 92.08%
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) 117.85
Beta (5Y) 1.852
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 461.8%
Historical Sharpe Ratio (5Y) 0.2944
Historical Sortino (5Y) 2.984
Monthly Value at Risk (VaR) 5% (5Y Lookback) 36.87%