Tourmaline Oil Corp (TOU.TO)
67.37
+0.99
(+1.49%)
CAD |
TSX |
May 09, 16:00
Tourmaline Oil Max Drawdown (5Y): 82.29% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 82.29% |
March 31, 2024 | 82.29% |
February 29, 2024 | 82.29% |
January 31, 2024 | 82.29% |
December 31, 2023 | 82.29% |
November 30, 2023 | 82.29% |
October 31, 2023 | 82.29% |
September 30, 2023 | 82.29% |
August 31, 2023 | 82.29% |
July 31, 2023 | 82.29% |
June 30, 2023 | 82.29% |
May 31, 2023 | 82.29% |
April 30, 2023 | 82.29% |
March 31, 2023 | 82.29% |
February 28, 2023 | 82.29% |
January 31, 2023 | 82.29% |
December 31, 2022 | 82.29% |
November 30, 2022 | 82.29% |
October 31, 2022 | 82.29% |
September 30, 2022 | 82.29% |
August 31, 2022 | 82.29% |
July 31, 2022 | 82.29% |
June 30, 2022 | 82.29% |
May 31, 2022 | 82.29% |
April 30, 2022 | 82.29% |
Date | Value |
---|---|
March 31, 2022 | 82.29% |
February 28, 2022 | 82.29% |
January 31, 2022 | 82.29% |
December 31, 2021 | 82.29% |
November 30, 2021 | 82.29% |
October 31, 2021 | 82.29% |
September 30, 2021 | 82.29% |
August 31, 2021 | 82.29% |
July 31, 2021 | 82.29% |
June 30, 2021 | 82.29% |
May 31, 2021 | 82.29% |
April 30, 2021 | 82.29% |
March 31, 2021 | 82.29% |
February 28, 2021 | 82.29% |
January 31, 2021 | 82.29% |
December 31, 2020 | 82.29% |
November 30, 2020 | 82.29% |
October 31, 2020 | 82.29% |
September 30, 2020 | 82.29% |
August 31, 2020 | 82.29% |
July 31, 2020 | 82.29% |
June 30, 2020 | 82.29% |
May 31, 2020 | 82.29% |
April 30, 2020 | 82.29% |
March 31, 2020 | 82.29% |
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
72.24%
Minimum
May 2019
82.29%
Maximum
Mar 2020
80.78%
Average
82.29%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ARC Resources Ltd | 86.79% |
Crescent Point Energy Corp | 96.45% |
Enbridge Inc | 39.46% |
Suncor Energy Inc | 70.76% |
Pembina Pipeline Corp | 68.76% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 24.86 |
Beta (5Y) | 1.336 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.93% |
Historical Sharpe Ratio (5Y) | 0.6983 |
Historical Sortino (5Y) | 1.356 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.86% |