Trican Well Service Ltd (TCW.TO)
4.66
+0.15
(+3.33%)
CAD |
TSX |
Nov 04, 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% |
Source Energy Services Ltd | 99.48% |
Pason Systems Inc | 75.06% |
Precision Drilling Corp | 95.21% |
Enerflex Ltd | 76.26% |
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% |