Vermilion Energy Inc (VET)
10.84
+0.57
(+5.55%)
USD |
NYSE |
Nov 21, 16:00
10.85
+0.01
(+0.09%)
Pre-Market: 20:00
Vermilion Energy Max Drawdown (5Y): 94.99% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 94.99% |
| September 30, 2024 | 94.99% |
| August 31, 2024 | 94.99% |
| July 31, 2024 | 94.99% |
| June 30, 2024 | 94.99% |
| May 31, 2024 | 94.99% |
| April 30, 2024 | 94.99% |
| March 31, 2024 | 94.99% |
| February 29, 2024 | 94.99% |
| January 31, 2024 | 94.99% |
| December 31, 2023 | 94.99% |
| November 30, 2023 | 94.99% |
| October 31, 2023 | 94.99% |
| September 30, 2023 | 94.99% |
| August 31, 2023 | 94.99% |
| July 31, 2023 | 94.99% |
| June 30, 2023 | 94.99% |
| May 31, 2023 | 94.99% |
| April 30, 2023 | 94.99% |
| March 31, 2023 | 94.99% |
| February 28, 2023 | 94.99% |
| January 31, 2023 | 94.99% |
| December 31, 2022 | 94.99% |
| November 30, 2022 | 94.99% |
| October 31, 2022 | 94.99% |
| Date | Value |
|---|---|
| September 30, 2022 | 94.99% |
| August 31, 2022 | 94.99% |
| July 31, 2022 | 94.99% |
| June 30, 2022 | 94.99% |
| May 31, 2022 | 94.99% |
| April 30, 2022 | 94.99% |
| March 31, 2022 | 94.99% |
| February 28, 2022 | 94.99% |
| January 31, 2022 | 94.99% |
| December 31, 2021 | 94.99% |
| November 30, 2021 | 94.99% |
| October 31, 2021 | 94.99% |
| September 30, 2021 | 94.99% |
| August 31, 2021 | 94.99% |
| July 31, 2021 | 94.99% |
| June 30, 2021 | 94.99% |
| May 31, 2021 | 94.99% |
| April 30, 2021 | 94.99% |
| March 31, 2021 | 94.99% |
| February 28, 2021 | 94.99% |
| January 31, 2021 | 94.99% |
| December 31, 2020 | 94.99% |
| November 30, 2020 | 94.99% |
| October 31, 2020 | 94.99% |
| September 30, 2020 | 94.99% |
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
71.28%
Minimum
Nov 2019
94.99%
Maximum
Mar 2020
93.41%
Average
94.99%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Calima Energy Ltd | 99.55% |
| Gran Tierra Energy Inc | 95.30% |
| FEC Resources Inc | 98.38% |
| Canadian Overseas Petroleum Ltd | 99.99% |
| Greenfire Resources Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.37 |
| Beta (5Y) | 2.003 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 75.57% |
| Historical Sharpe Ratio (5Y) | -0.0861 |
| Historical Sortino (5Y) | -0.1307 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.18% |