Suncor Energy Inc (SU.TO)

49.74 +0.14 (+0.28%) CAD  |  TSX  |  Dec 23, 10:31
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Suncor Energy Max Drawdown (5Y): 70.76% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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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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ReGen III Corp 92.50%
Imperial Oil Ltd 77.82%
ARC Resources Ltd 86.79%
Enbridge Inc 39.46%
Pembina Pipeline Corp 68.76%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.050
Beta (5Y) 1.465
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 43.68%
Historical Sharpe Ratio (5Y) 0.1896
Historical Sortino (5Y) 0.2477
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.74%