Trican Well Service Ltd (TCW.TO)
4.97
-0.02
(-0.40%)
CAD |
TSX |
Nov 22, 16:00
Trican Well Service Max Drawdown (5Y): 92.08% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 92.08% |
| August 31, 2024 | 92.08% |
| July 31, 2024 | 92.08% |
| June 30, 2024 | 92.08% |
| May 31, 2024 | 92.08% |
| April 30, 2024 | 92.08% |
| March 31, 2024 | 92.08% |
| February 29, 2024 | 92.08% |
| January 31, 2024 | 92.08% |
| December 31, 2023 | 92.08% |
| November 30, 2023 | 92.08% |
| October 31, 2023 | 92.08% |
| September 30, 2023 | 92.75% |
| August 31, 2023 | 92.75% |
| July 31, 2023 | 92.75% |
| June 30, 2023 | 92.75% |
| May 31, 2023 | 92.75% |
| April 30, 2023 | 92.75% |
| March 31, 2023 | 92.75% |
| February 28, 2023 | 92.75% |
| January 31, 2023 | 92.75% |
| December 31, 2022 | 92.75% |
| November 30, 2022 | 92.75% |
| October 31, 2022 | 92.75% |
| September 30, 2022 | 92.75% |
| Date | Value |
|---|---|
| August 31, 2022 | 92.75% |
| July 31, 2022 | 92.75% |
| June 30, 2022 | 92.75% |
| May 31, 2022 | 92.75% |
| April 30, 2022 | 92.75% |
| March 31, 2022 | 92.75% |
| February 28, 2022 | 92.75% |
| January 31, 2022 | 92.75% |
| December 31, 2021 | 92.75% |
| November 30, 2021 | 92.75% |
| October 31, 2021 | 92.75% |
| September 30, 2021 | 92.75% |
| August 31, 2021 | 92.75% |
| July 31, 2021 | 92.75% |
| June 30, 2021 | 92.75% |
| May 31, 2021 | 92.75% |
| April 30, 2021 | 92.75% |
| March 31, 2021 | 92.75% |
| February 28, 2021 | 92.75% |
| January 31, 2021 | 94.32% |
| December 31, 2020 | 94.32% |
| November 30, 2020 | 94.32% |
| October 31, 2020 | 98.12% |
| September 30, 2020 | 98.12% |
| August 31, 2020 | 98.12% |
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
92.08%
Minimum
Oct 2023
98.12%
Maximum
Nov 2019
93.79%
Average
92.75%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| Vermilion Energy Inc | 94.48% |
| Headwater Exploration Inc | 36.55% |
| Tamarack Valley Energy Ltd | 91.68% |
| Shoal Point Energy Ltd | 97.62% |
| Bird River Resources Inc | 98.94% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 20.96 |
| Beta (5Y) | 1.716 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.13% |
| Historical Sharpe Ratio (5Y) | 0.6932 |
| Historical Sortino (5Y) | 0.9835 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.75% |