Vermilion Energy Inc (VET.TO)

12.73 -0.02 (-0.16%) CAD  |  TSX  |  Dec 20, 16:00
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Vermilion Energy Max Drawdown (5Y): 94.48% 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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Trican Well Service Ltd 92.08%
Pason Systems Inc 75.06%
Headwater Exploration Inc 37.14%
Tamarack Valley Energy Ltd 91.68%
Shoal Point Energy Ltd 97.62%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -29.98
Beta (5Y) 2.498
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 72.89%
Historical Sharpe Ratio (5Y) -0.076
Historical Sortino (5Y) -0.114
Monthly Value at Risk (VaR) 5% (5Y Lookback) 25.09%