TAG Oil Ltd (TAO.V)
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May 03, 16:00
TAG Oil Max Drawdown (5Y): 85.43% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 85.43% |
| March 31, 2024 | 86.86% |
| February 29, 2024 | 87.31% |
| January 31, 2024 | 88.03% |
| December 31, 2023 | 88.87% |
| November 30, 2023 | 89.88% |
| October 31, 2023 | 90.62% |
| September 30, 2023 | 90.62% |
| August 31, 2023 | 90.82% |
| July 31, 2023 | 90.82% |
| June 30, 2023 | 91.44% |
| May 31, 2023 | 93.15% |
| April 30, 2023 | 93.15% |
| March 31, 2023 | 93.15% |
| February 28, 2023 | 93.15% |
| January 31, 2023 | 93.15% |
| December 31, 2022 | 93.74% |
| November 30, 2022 | 94.13% |
| October 31, 2022 | 94.13% |
| September 30, 2022 | 94.13% |
| August 31, 2022 | 94.13% |
| July 31, 2022 | 94.13% |
| June 30, 2022 | 94.13% |
| May 31, 2022 | 94.13% |
| April 30, 2022 | 94.13% |
| Date | Value |
|---|---|
| March 31, 2022 | 94.13% |
| February 28, 2022 | 94.13% |
| January 31, 2022 | 94.13% |
| December 31, 2021 | 94.22% |
| November 30, 2021 | 94.54% |
| October 31, 2021 | 94.54% |
| September 30, 2021 | 94.54% |
| August 31, 2021 | 94.54% |
| July 31, 2021 | 94.54% |
| June 30, 2021 | 94.54% |
| May 31, 2021 | 94.54% |
| April 30, 2021 | 94.54% |
| March 31, 2021 | 94.54% |
| February 28, 2021 | 94.54% |
| January 31, 2021 | 94.54% |
| December 31, 2020 | 94.54% |
| November 30, 2020 | 95.36% |
| October 31, 2020 | 95.45% |
| September 30, 2020 | 95.45% |
| August 31, 2020 | 95.45% |
| July 31, 2020 | 95.45% |
| June 30, 2020 | 95.45% |
| May 31, 2020 | 95.45% |
| April 30, 2020 | 95.45% |
| March 31, 2020 | 95.45% |
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
85.43%
Minimum
Apr 2024
95.45%
Maximum
May 2019
93.63%
Average
94.54%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Saturn Oil & Gas Inc | 73.33% |
| Pine Cliff Energy Ltd | 96.23% |
| Shoal Point Energy Ltd | 97.62% |
| Bird River Resources Inc | 98.94% |
| Canadian Overseas Petroleum Ltd | 99.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 39.00 |
| Beta (5Y) | 0.9834 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.55% |
| Historical Sharpe Ratio (5Y) | 0.733 |
| Historical Sortino (5Y) | 1.794 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.23% |