Tenaz Energy Corp (TNZ.TO)
10.72
+0.38
(+3.68%)
CAD |
TSX |
Nov 04, 12:59
Tenaz Energy Max Drawdown (5Y): 83.82% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 83.82% |
| August 31, 2024 | 83.82% |
| July 31, 2024 | 83.82% |
| June 30, 2024 | 83.82% |
| May 31, 2024 | 83.82% |
| April 30, 2024 | 83.82% |
| March 31, 2024 | 83.82% |
| February 29, 2024 | 83.82% |
| January 31, 2024 | 83.82% |
| December 31, 2023 | 83.82% |
| November 30, 2023 | 83.82% |
| October 31, 2023 | 83.82% |
| September 30, 2023 | 83.82% |
| August 31, 2023 | 83.82% |
| July 31, 2023 | 83.82% |
| June 30, 2023 | 83.82% |
| May 31, 2023 | 83.82% |
| April 30, 2023 | 83.82% |
| March 31, 2023 | 83.82% |
| February 28, 2023 | 83.82% |
| January 31, 2023 | 83.82% |
| December 31, 2022 | 83.82% |
| November 30, 2022 | 83.82% |
| October 31, 2022 | 83.82% |
| September 30, 2022 | 83.82% |
| Date | Value |
|---|---|
| August 31, 2022 | 83.82% |
| July 31, 2022 | 83.82% |
| June 30, 2022 | 83.82% |
| May 31, 2022 | 83.82% |
| April 30, 2022 | 83.82% |
| March 31, 2022 | 83.82% |
| February 28, 2022 | 83.82% |
| January 31, 2022 | 83.82% |
| December 31, 2021 | 83.82% |
| November 30, 2021 | 83.82% |
| October 31, 2021 | 83.82% |
| September 30, 2021 | 83.82% |
| August 31, 2021 | 83.82% |
| July 31, 2021 | 83.82% |
| June 30, 2021 | 83.82% |
| May 31, 2021 | 83.82% |
| April 30, 2021 | 83.82% |
| March 31, 2021 | 83.82% |
| February 28, 2021 | 86.94% |
| January 31, 2021 | 88.06% |
| December 31, 2020 | 88.10% |
| November 30, 2020 | 88.81% |
| October 31, 2020 | 88.81% |
| September 30, 2020 | 88.81% |
| August 31, 2020 | 88.81% |
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
83.82%
Minimum
Mar 2021
88.81%
Maximum
Nov 2019
85.12%
Average
83.82%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
| NuVista Energy Ltd | 97.50% |
| Baytex Energy Corp | 98.61% |
| Parex Resources Inc | 61.00% |
| Africa Oil Corp | 72.14% |
| Pine Cliff Energy Ltd | 96.23% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 11.99 |
| Beta (5Y) | 1.650 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 75.16% |
| Historical Sharpe Ratio (5Y) | 0.3535 |
| Historical Sortino (5Y) | 0.8232 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.88% |