Squatex Energy and Resources Inc (SQX.CX)

0.005 0.00 (0.00%) CAD  |  CNSX  |  Dec 20, 16:00
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Squatex Energy and Resources Max Drawdown (5Y): 98.57% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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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Ensign Energy Services Inc 96.76%
Obsidian Energy Ltd 98.90%
Precision Drilling Corp 95.37%
Condor Energies Inc 88.10%
PHX Energy Services Corp 92.15%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 12.91
Beta (5Y) -4.645
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 261.2%
Historical Sharpe Ratio (5Y) -0.1245
Historical Sortino (5Y) -0.4299
Monthly Value at Risk (VaR) 5% (5Y Lookback) 50.00%