Vermilion Energy Inc (VET)
11.27
-0.26
(-2.25%)
USD |
NYSE |
May 01, 16:00
11.80
+0.53
(+4.70%)
After-Hours: 17:59
Vermilion Energy Max Drawdown (5Y): 94.96% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 94.96% |
| March 31, 2024 | 94.96% |
| February 29, 2024 | 94.96% |
| January 31, 2024 | 94.96% |
| December 31, 2023 | 94.96% |
| November 30, 2023 | 94.96% |
| October 31, 2023 | 94.96% |
| September 30, 2023 | 94.96% |
| August 31, 2023 | 94.96% |
| July 31, 2023 | 94.96% |
| June 30, 2023 | 94.96% |
| May 31, 2023 | 94.96% |
| April 30, 2023 | 94.96% |
| March 31, 2023 | 94.96% |
| February 28, 2023 | 94.96% |
| January 31, 2023 | 94.96% |
| December 31, 2022 | 94.96% |
| November 30, 2022 | 94.96% |
| October 31, 2022 | 94.96% |
| September 30, 2022 | 94.96% |
| August 31, 2022 | 94.96% |
| July 31, 2022 | 94.96% |
| June 30, 2022 | 94.96% |
| May 31, 2022 | 94.96% |
| April 30, 2022 | 94.96% |
| Date | Value |
|---|---|
| March 31, 2022 | 94.96% |
| February 28, 2022 | 94.96% |
| January 31, 2022 | 94.96% |
| December 31, 2021 | 94.96% |
| November 30, 2021 | 94.96% |
| October 31, 2021 | 94.96% |
| September 30, 2021 | 94.96% |
| August 31, 2021 | 94.96% |
| July 31, 2021 | 94.96% |
| June 30, 2021 | 94.96% |
| May 31, 2021 | 94.96% |
| April 30, 2021 | 94.96% |
| March 31, 2021 | 94.96% |
| February 28, 2021 | 94.96% |
| January 31, 2021 | 94.96% |
| December 31, 2020 | 94.96% |
| November 30, 2020 | 94.96% |
| October 31, 2020 | 94.96% |
| September 30, 2020 | 94.96% |
| August 31, 2020 | 94.96% |
| July 31, 2020 | 94.96% |
| June 30, 2020 | 94.96% |
| May 31, 2020 | 94.96% |
| April 30, 2020 | 94.96% |
| March 31, 2020 | 94.96% |
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
66.91%
Minimum
May 2019
94.96%
Maximum
Mar 2020
90.45%
Average
94.96%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| FEC Resources Inc | 98.38% |
| Sunshine Oilsands Ltd | 100.00% |
| Greenfire Resources Ltd | -- |
| Zenith Energy Ltd | -- |
| HighPeak Energy Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -36.40 |
| Beta (5Y) | 2.042 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 76.84% |
| Historical Sharpe Ratio (5Y) | -0.1774 |
| Historical Sortino (5Y) | -0.2694 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.81% |