Tourmaline Oil Corp (TOU.TO)
63.73
+0.20
(+0.31%)
CAD |
TSX |
Nov 04, 16:00
Tourmaline Oil Max Drawdown (5Y): 82.29% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 82.29% |
| August 31, 2024 | 82.29% |
| July 31, 2024 | 82.29% |
| June 30, 2024 | 82.29% |
| May 31, 2024 | 82.29% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
74.24%
Minimum
Nov 2019
82.29%
Maximum
Mar 2020
81.75%
Average
82.29%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Crew Energy Inc | 98.20% |
| Topaz Energy Corp | -- |
| ARC Resources Ltd | 86.79% |
| Suncor Energy Inc | 70.76% |
| Canadian Natural Resources Ltd | 76.19% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 33.35 |
| Beta (5Y) | 1.234 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.90% |
| Historical Sharpe Ratio (5Y) | 0.9437 |
| Historical Sortino (5Y) | 1.928 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.25% |