ShaMaran Petroleum Corp (SNM.V)
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Nov 22, 09:45
ShaMaran Petroleum Max Drawdown (5Y): 82.14% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 82.14% |
| August 31, 2024 | 82.14% |
| July 31, 2024 | 82.14% |
| June 30, 2024 | 82.14% |
| May 31, 2024 | 82.14% |
| April 30, 2024 | 82.14% |
| March 31, 2024 | 82.14% |
| February 29, 2024 | 82.14% |
| January 31, 2024 | 82.14% |
| December 31, 2023 | 82.14% |
| November 30, 2023 | 82.14% |
| October 31, 2023 | 82.14% |
| September 30, 2023 | 83.66% |
| August 31, 2023 | 83.66% |
| July 31, 2023 | 83.66% |
| June 30, 2023 | 83.66% |
| May 31, 2023 | 83.66% |
| April 30, 2023 | 83.66% |
| March 31, 2023 | 83.66% |
| February 28, 2023 | 85.20% |
| January 31, 2023 | 85.20% |
| December 31, 2022 | 86.26% |
| November 30, 2022 | 86.26% |
| October 31, 2022 | 86.26% |
| September 30, 2022 | 86.26% |
| Date | Value |
|---|---|
| August 31, 2022 | 86.26% |
| July 31, 2022 | 86.26% |
| June 30, 2022 | 86.26% |
| May 31, 2022 | 86.26% |
| April 30, 2022 | 86.26% |
| March 31, 2022 | 86.26% |
| February 28, 2022 | 86.26% |
| January 31, 2022 | 86.26% |
| December 31, 2021 | 86.26% |
| November 30, 2021 | 86.26% |
| October 31, 2021 | 86.26% |
| September 30, 2021 | 86.26% |
| August 31, 2021 | 86.26% |
| July 31, 2021 | 86.26% |
| June 30, 2021 | 86.26% |
| May 31, 2021 | 86.26% |
| April 30, 2021 | 86.44% |
| March 31, 2021 | 88.25% |
| February 28, 2021 | 88.46% |
| January 31, 2021 | 88.46% |
| December 31, 2020 | 88.46% |
| November 30, 2020 | 94.80% |
| October 31, 2020 | 96.53% |
| September 30, 2020 | 96.53% |
| August 31, 2020 | 96.53% |
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
82.14%
Minimum
Oct 2023
96.53%
Maximum
Nov 2019
87.46%
Average
86.26%
Median
May 2021
Max Drawdown (5Y) Benchmarks
| 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% |
| G2 Energy Corp | 99.71% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.884 |
| Beta (5Y) | 1.110 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.40% |
| Historical Sharpe Ratio (5Y) | 0.047 |
| Historical Sortino (5Y) | 0.0897 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.08% |