Whitecap Resources, Inc. (WCP.TO)
18.30
-0.56
(-2.97%)
CAD |
TSX |
Sep 21, 16:00
Whitecap Resources Max Drawdown (5Y) : 49.95% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 49.95% |
| July 31, 2026 | 54.78% |
| June 30, 2026 | 54.78% |
| May 31, 2026 | 54.78% |
| April 30, 2026 | 54.78% |
| March 31, 2026 | 54.78% |
| February 28, 2026 | 54.78% |
| January 31, 2026 | 55.68% |
| December 31, 2025 | 57.89% |
| November 30, 2025 | 64.35% |
| October 31, 2025 | 77.36% |
| September 30, 2025 | 80.39% |
| August 31, 2025 | 80.39% |
| July 31, 2025 | 80.70% |
| June 30, 2025 | 82.32% |
| May 31, 2025 | 83.41% |
| April 30, 2025 | 87.75% |
| March 31, 2025 | 91.30% |
| February 28, 2025 | 94.67% |
| January 31, 2025 | 94.67% |
| December 31, 2024 | 94.67% |
| November 30, 2024 | 94.67% |
| October 31, 2024 | 94.67% |
| September 30, 2024 | 94.67% |
| August 31, 2024 | 94.67% |
| Date | Value |
|---|---|
| July 31, 2024 | 94.67% |
| June 30, 2024 | 94.67% |
| May 31, 2024 | 94.67% |
| April 30, 2024 | 94.67% |
| March 31, 2024 | 94.67% |
| February 29, 2024 | 94.67% |
| January 31, 2024 | 94.67% |
| December 31, 2023 | 94.67% |
| November 30, 2023 | 94.67% |
| October 31, 2023 | 94.67% |
| September 30, 2023 | 94.67% |
| August 31, 2023 | 94.67% |
| July 31, 2023 | 94.67% |
| June 30, 2023 | 94.67% |
| May 31, 2023 | 94.67% |
| April 30, 2023 | 94.67% |
| March 31, 2023 | 94.67% |
| February 28, 2023 | 94.67% |
| January 31, 2023 | 94.67% |
| December 31, 2022 | 94.67% |
| November 30, 2022 | 94.67% |
| October 31, 2022 | 94.67% |
| September 30, 2022 | 94.67% |
| August 31, 2022 | 94.67% |
| July 31, 2022 | 94.67% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Baytex Energy Corp. | 76.11% |
| Parex Resources, Inc. | 58.93% |
| Kelt Exploration Ltd. | 64.29% |
| Saturn Oil & Gas, Inc. | 68.52% |
| Tamarack Valley Energy Ltd. | 53.75% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 23.32 |
| Beta (5Y) | 0.6754 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.83% |
| Historical Sharpe Ratio (5Y) | 0.9429 |
| Historical Sortino (5Y) | 1.767 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.36% |