Tamarack Valley Energy Ltd (TVE.TO)
4.61
+0.04
(+0.88%)
CAD |
TSX |
Nov 22, 16:00
Tamarack Valley Energy Max Drawdown (5Y): 91.68% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 91.68% |
| September 30, 2024 | 91.68% |
| August 31, 2024 | 91.68% |
| July 31, 2024 | 91.68% |
| June 30, 2024 | 91.68% |
| May 31, 2024 | 91.68% |
| April 30, 2024 | 91.68% |
| March 31, 2024 | 91.68% |
| February 29, 2024 | 91.68% |
| January 31, 2024 | 91.68% |
| December 31, 2023 | 91.68% |
| November 30, 2023 | 91.68% |
| October 31, 2023 | 91.68% |
| September 30, 2023 | 91.68% |
| August 31, 2023 | 91.68% |
| July 31, 2023 | 91.68% |
| June 30, 2023 | 91.68% |
| May 31, 2023 | 91.68% |
| April 30, 2023 | 91.68% |
| March 31, 2023 | 91.68% |
| February 28, 2023 | 91.68% |
| January 31, 2023 | 91.68% |
| December 31, 2022 | 91.68% |
| November 30, 2022 | 91.68% |
| October 31, 2022 | 91.68% |
| Date | Value |
|---|---|
| September 30, 2022 | 91.68% |
| August 31, 2022 | 91.68% |
| July 31, 2022 | 91.68% |
| June 30, 2022 | 91.68% |
| May 31, 2022 | 91.68% |
| April 30, 2022 | 91.68% |
| March 31, 2022 | 91.68% |
| February 28, 2022 | 91.68% |
| January 31, 2022 | 91.68% |
| December 31, 2021 | 91.68% |
| November 30, 2021 | 91.68% |
| October 31, 2021 | 91.68% |
| September 30, 2021 | 91.68% |
| August 31, 2021 | 91.68% |
| July 31, 2021 | 91.68% |
| June 30, 2021 | 91.68% |
| May 31, 2021 | 91.68% |
| April 30, 2021 | 91.68% |
| March 31, 2021 | 91.68% |
| February 28, 2021 | 91.68% |
| January 31, 2021 | 91.68% |
| December 31, 2020 | 91.68% |
| November 30, 2020 | 91.68% |
| October 31, 2020 | 91.68% |
| September 30, 2020 | 91.68% |
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
75.63%
Minimum
Nov 2019
91.68%
Maximum
Mar 2020
90.61%
Average
91.68%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Trican Well Service Ltd | 92.08% |
| Freehold Royalties Ltd | 81.48% |
| Headwater Exploration Inc | 36.55% |
| Vermilion Energy Inc | 94.48% |
| Shoal Point Energy Ltd | 97.62% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.762 |
| Beta (5Y) | 2.439 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.97% |
| Historical Sharpe Ratio (5Y) | 0.3105 |
| Historical Sortino (5Y) | 0.4317 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.51% |