Trican Well Service Ltd (TCW.TO)

4.69 +0.08 (+1.74%) CAD  |  TSX  |  Dec 20, 16:00
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Trican Well Service Max Drawdown (5Y): 92.08% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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Vermilion Energy Inc 94.48%
Headwater Exploration Inc 37.14%
Parex Resources Inc 61.00%
Tamarack Valley Energy Ltd 91.68%
Source Energy Services Ltd 99.48%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 22.87
Beta (5Y) 1.653
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 51.43%
Historical Sharpe Ratio (5Y) 0.759
Historical Sortino (5Y) 1.071
Monthly Value at Risk (VaR) 5% (5Y Lookback) 19.75%