Veren Inc (VRN.TO)
7.57
+0.04
(+0.53%)
CAD |
TSX |
Nov 22, 11:18
Veren Max Drawdown (5Y): 96.45% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.45% |
| September 30, 2024 | 96.45% |
| August 31, 2024 | 96.45% |
| July 31, 2024 | 96.45% |
| June 30, 2024 | 96.45% |
| May 31, 2024 | 96.45% |
| April 30, 2024 | 96.45% |
| March 31, 2024 | 96.45% |
| February 29, 2024 | 96.45% |
| January 31, 2024 | 96.45% |
| December 31, 2023 | 96.45% |
| November 30, 2023 | 96.45% |
| October 31, 2023 | 96.45% |
| September 30, 2023 | 96.45% |
| August 31, 2023 | 96.45% |
| July 31, 2023 | 96.45% |
| June 30, 2023 | 96.45% |
| May 31, 2023 | 96.45% |
| April 30, 2023 | 96.45% |
| March 31, 2023 | 96.45% |
| February 28, 2023 | 96.45% |
| January 31, 2023 | 96.45% |
| December 31, 2022 | 96.45% |
| November 30, 2022 | 96.45% |
| October 31, 2022 | 96.45% |
| Date | Value |
|---|---|
| September 30, 2022 | 96.45% |
| August 31, 2022 | 96.45% |
| July 31, 2022 | 96.45% |
| June 30, 2022 | 96.45% |
| May 31, 2022 | 96.45% |
| April 30, 2022 | 96.45% |
| March 31, 2022 | 96.45% |
| February 28, 2022 | 96.45% |
| January 31, 2022 | 96.45% |
| December 31, 2021 | 96.45% |
| November 30, 2021 | 96.45% |
| October 31, 2021 | 96.45% |
| September 30, 2021 | 96.45% |
| August 31, 2021 | 96.45% |
| July 31, 2021 | 96.45% |
| June 30, 2021 | 96.45% |
| May 31, 2021 | 96.45% |
| April 30, 2021 | 96.45% |
| March 31, 2021 | 96.45% |
| February 28, 2021 | 96.45% |
| January 31, 2021 | 96.45% |
| December 31, 2020 | 96.45% |
| November 30, 2020 | 96.45% |
| October 31, 2020 | 96.45% |
| September 30, 2020 | 96.45% |
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
91.26%
Minimum
Nov 2019
96.45%
Maximum
Mar 2020
96.10%
Average
96.45%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Pembina Pipeline Corp | 68.76% |
| Shoal Point Energy Ltd | 97.62% |
| Bird River Resources Inc | 98.94% |
| James Bay Resources Ltd | 91.94% |
| Squatex Energy and Resources Inc | 98.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.84 |
| Beta (5Y) | 2.599 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.15% |
| Historical Sharpe Ratio (5Y) | 0.1274 |
| Historical Sortino (5Y) | 0.1835 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.26% |