Suncor Energy Inc (SU)
40.48
+0.04
(+0.10%)
USD |
NYSE |
Nov 15, 16:00
40.75
+0.27
(+0.67%)
Pre-Market: 08:43
Suncor Energy Max Drawdown (5Y): 73.52% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 73.52% |
| September 30, 2024 | 73.52% |
| August 31, 2024 | 73.52% |
| July 31, 2024 | 73.52% |
| June 30, 2024 | 73.52% |
| May 31, 2024 | 73.52% |
| April 30, 2024 | 73.52% |
| March 31, 2024 | 73.52% |
| February 29, 2024 | 73.52% |
| January 31, 2024 | 73.52% |
| December 31, 2023 | 73.52% |
| November 30, 2023 | 73.52% |
| October 31, 2023 | 73.52% |
| September 30, 2023 | 73.52% |
| August 31, 2023 | 73.52% |
| July 31, 2023 | 73.52% |
| June 30, 2023 | 73.52% |
| May 31, 2023 | 73.52% |
| April 30, 2023 | 73.52% |
| March 31, 2023 | 73.52% |
| February 28, 2023 | 73.52% |
| January 31, 2023 | 73.52% |
| December 31, 2022 | 73.52% |
| November 30, 2022 | 73.52% |
| October 31, 2022 | 73.52% |
| Date | Value |
|---|---|
| September 30, 2022 | 73.52% |
| August 31, 2022 | 73.52% |
| July 31, 2022 | 73.52% |
| June 30, 2022 | 73.52% |
| May 31, 2022 | 73.52% |
| April 30, 2022 | 73.52% |
| March 31, 2022 | 73.52% |
| February 28, 2022 | 73.52% |
| January 31, 2022 | 73.52% |
| December 31, 2021 | 73.52% |
| November 30, 2021 | 73.52% |
| October 31, 2021 | 73.52% |
| September 30, 2021 | 73.52% |
| August 31, 2021 | 73.52% |
| July 31, 2021 | 73.52% |
| June 30, 2021 | 73.52% |
| May 31, 2021 | 73.52% |
| April 30, 2021 | 73.52% |
| March 31, 2021 | 73.52% |
| February 28, 2021 | 73.52% |
| January 31, 2021 | 73.52% |
| December 31, 2020 | 73.52% |
| November 30, 2020 | 73.52% |
| October 31, 2020 | 73.52% |
| September 30, 2020 | 73.52% |
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
53.34%
Minimum
Nov 2019
73.52%
Maximum
Mar 2020
72.17%
Average
73.52%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| ConocoPhillips | 70.66% |
| Clean Energy Fuels Corp | 88.14% |
| Gran Tierra Energy Inc | 95.30% |
| Icahn Enterprises LP | 73.54% |
| Aemetis Inc | 93.39% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.419 |
| Beta (5Y) | 1.125 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.28% |
| Historical Sharpe Ratio (5Y) | 0.1536 |
| Historical Sortino (5Y) | 0.1991 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.26% |