Tourmaline Oil Corp (TOU.TO)

61.15 -0.10 (-0.16%) CAD  |  TSX  |  Dec 23, 10:00
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Tourmaline Oil Max Drawdown (5Y): 83.22% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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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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Topaz Energy Corp --
ARC Resources Ltd 86.79%
Suncor Energy Inc 70.76%
Canadian Natural Resources Ltd 76.19%
Shoal Point Energy Ltd 97.62%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 36.21
Beta (5Y) 1.167
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 46.33%
Historical Sharpe Ratio (5Y) 1.028
Historical Sortino (5Y) 2.070
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.25%