Squatex Energy and Resources Inc (SQX.CX)
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CNSX |
Nov 21, 16:00
Squatex Energy and Resources Max Drawdown (5Y): 98.57% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 98.57% |
| August 31, 2024 | 98.57% |
| July 31, 2024 | 98.57% |
| June 30, 2024 | 98.57% |
| May 31, 2024 | 98.57% |
| April 30, 2024 | 98.57% |
| March 31, 2024 | 98.57% |
| February 29, 2024 | 98.57% |
| January 31, 2024 | 98.57% |
| December 31, 2023 | 98.57% |
| November 30, 2023 | 98.57% |
| October 31, 2023 | 98.57% |
| September 30, 2023 | 98.57% |
| August 31, 2023 | 98.57% |
| July 31, 2023 | 98.57% |
| June 30, 2023 | 98.57% |
| May 31, 2023 | 98.57% |
| April 30, 2023 | 98.57% |
| March 31, 2023 | 98.57% |
| February 28, 2023 | 98.57% |
| January 31, 2023 | 98.57% |
| December 31, 2022 | 98.57% |
| November 30, 2022 | 98.57% |
| October 31, 2022 | 98.57% |
| September 30, 2022 | 98.57% |
| Date | Value |
|---|---|
| August 31, 2022 | 98.57% |
| July 31, 2022 | 98.57% |
| June 30, 2022 | 98.57% |
| May 31, 2022 | 98.57% |
| April 30, 2022 | 98.57% |
| March 31, 2022 | 98.57% |
| February 28, 2022 | 98.57% |
| January 31, 2022 | 98.57% |
| December 31, 2021 | 98.57% |
| November 30, 2021 | 98.57% |
| October 31, 2021 | 98.57% |
| September 30, 2021 | 98.57% |
| August 31, 2021 | 98.57% |
| July 31, 2021 | 98.57% |
| June 30, 2021 | 98.57% |
| May 31, 2021 | 98.57% |
| April 30, 2021 | 98.57% |
| March 31, 2021 | 98.57% |
| February 28, 2021 | 98.57% |
| January 31, 2021 | 98.57% |
| December 31, 2020 | 98.57% |
| November 30, 2020 | 98.57% |
| October 31, 2020 | 98.57% |
| September 30, 2020 | 98.57% |
| August 31, 2020 | 98.57% |
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
98.57%
Minimum
Nov 2019
98.57%
Maximum
Nov 2019
98.57%
Average
98.57%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Ensign Energy Services Inc | 96.76% |
| Obsidian Energy Ltd | 98.78% |
| Precision Drilling Corp | 95.21% |
| Condor Energies Inc | 88.10% |
| PHX Energy Services Corp | 90.01% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.722 |
| Beta (5Y) | -4.705 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 282.3% |
| Historical Sharpe Ratio (5Y) | -0.1341 |
| Historical Sortino (5Y) | -0.4825 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 60.00% |