Suncor Energy Inc (SU)

34.78 +0.17 (+0.49%) USD  |  NYSE  |  Dec 20, 14:56
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Suncor Energy Max Drawdown (5Y): 73.52% 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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ConocoPhillips 70.66%
Clean Energy Fuels Corp 89.48%
Gran Tierra Energy Inc 95.30%
Icahn Enterprises LP 73.54%
Aemetis Inc 93.39%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -8.117
Beta (5Y) 1.117
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 46.26%
Historical Sharpe Ratio (5Y) 0.1471
Historical Sortino (5Y) 0.1909
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.26%