Tamarack Valley Energy Ltd (TVE.TO)

4.38 +0.15 (+3.55%) CAD  |  TSX  |  Dec 20, 16:00
More

Tamarack Valley Energy Max Drawdown (5Y): 91.68% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for TVE.TO.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Trican Well Service Ltd 92.08%
Freehold Royalties Ltd 81.86%
Headwater Exploration Inc 37.14%
Vermilion Energy Inc 94.48%
Shoal Point Energy Ltd 97.62%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.667
Beta (5Y) 2.399
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 62.91%
Historical Sharpe Ratio (5Y) 0.3148
Historical Sortino (5Y) 0.4342
Monthly Value at Risk (VaR) 5% (5Y Lookback) 21.51%