Tenaz Energy Corp (TNZ.TO)
3.52
-0.03
(-0.85%)
CAD |
TSX |
Jun 14, 16:00
Tenaz Energy Max Drawdown (5Y): 83.82% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
August 31, 2022 | 83.82% |
July 31, 2022 | 83.82% |
June 30, 2022 | 83.82% |
May 31, 2022 | 83.82% |
Date | Value |
---|---|
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% |
July 31, 2020 | 88.81% |
June 30, 2020 | 88.81% |
May 31, 2020 | 88.81% |
April 30, 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
91.43%
Maximum
Jun 2019
85.69%
Average
83.82%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
Pulse Seismic Inc | 78.12% |
NuVista Energy Ltd | 97.50% |
Baytex Energy Corp | 98.61% |
Africa Oil Corp | 77.00% |
Pine Cliff Energy Ltd | 96.23% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.351 |
Beta (5Y) | 1.261 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.90% |
Historical Sharpe Ratio (5Y) | 0.0312 |
Historical Sortino (5Y) | 0.0604 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.60% |