Suncor Energy Inc (SU.TO)
53.09
+0.63
(+1.20%)
CAD |
TSX |
Nov 04, 16:00
Suncor Energy Max Drawdown (5Y): 70.76% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 70.76% |
| August 31, 2024 | 70.76% |
| July 31, 2024 | 70.76% |
| June 30, 2024 | 70.76% |
| May 31, 2024 | 70.76% |
| April 30, 2024 | 70.76% |
| March 31, 2024 | 70.76% |
| February 29, 2024 | 70.76% |
| January 31, 2024 | 70.76% |
| December 31, 2023 | 70.76% |
| November 30, 2023 | 70.76% |
| October 31, 2023 | 70.76% |
| September 30, 2023 | 70.76% |
| August 31, 2023 | 70.76% |
| July 31, 2023 | 70.76% |
| June 30, 2023 | 70.76% |
| May 31, 2023 | 70.76% |
| April 30, 2023 | 70.76% |
| March 31, 2023 | 70.76% |
| February 28, 2023 | 70.76% |
| January 31, 2023 | 70.76% |
| December 31, 2022 | 70.76% |
| November 30, 2022 | 70.76% |
| October 31, 2022 | 70.76% |
| September 30, 2022 | 70.76% |
| Date | Value |
|---|---|
| August 31, 2022 | 70.76% |
| July 31, 2022 | 70.76% |
| June 30, 2022 | 70.76% |
| May 31, 2022 | 70.76% |
| April 30, 2022 | 70.76% |
| March 31, 2022 | 70.76% |
| February 28, 2022 | 70.76% |
| January 31, 2022 | 70.76% |
| December 31, 2021 | 70.76% |
| November 30, 2021 | 70.76% |
| October 31, 2021 | 70.76% |
| September 30, 2021 | 70.76% |
| August 31, 2021 | 70.76% |
| July 31, 2021 | 70.76% |
| June 30, 2021 | 70.76% |
| May 31, 2021 | 70.76% |
| April 30, 2021 | 70.76% |
| March 31, 2021 | 70.76% |
| February 28, 2021 | 70.76% |
| January 31, 2021 | 70.76% |
| December 31, 2020 | 70.76% |
| November 30, 2020 | 70.76% |
| October 31, 2020 | 70.76% |
| September 30, 2020 | 70.76% |
| August 31, 2020 | 70.76% |
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
36.37%
Minimum
Nov 2019
70.76%
Maximum
Mar 2020
68.43%
Average
70.76%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| ReGen III Corp | 90.00% |
| Enbridge Inc | 39.46% |
| Imperial Oil Ltd | 75.79% |
| Cenovus Energy Inc | 88.84% |
| Canadian Natural Resources Ltd | 76.19% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.423 |
| Beta (5Y) | 1.495 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.60% |
| Historical Sharpe Ratio (5Y) | 0.1329 |
| Historical Sortino (5Y) | 0.1733 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.74% |