Trican Well Service Ltd (TCW.TO)
4.18
0.00 (0.00%)
CAD |
TSX |
May 03, 16:00
Trican Well Service Max Drawdown (5Y): 92.08% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| July 31, 2020 | 98.12% |
| June 30, 2020 | 98.12% |
| May 31, 2020 | 98.12% |
| April 30, 2020 | 98.12% |
| March 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
May 2019
94.36%
Average
92.75%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| Pason Systems Inc | 75.06% |
| Enerflex Ltd | 76.26% |
| 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) | 10.87 |
| Beta (5Y) | 1.825 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.89% |
| Historical Sharpe Ratio (5Y) | 0.4297 |
| Historical Sortino (5Y) | 0.6541 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.27% |