Western Resources Corp (WRX.TO)
0.13
0.00 (0.00%)
CAD |
TSX |
May 03, 16:00
Western Resources Max Drawdown (5Y): 96.94% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 96.94% |
March 31, 2024 | 97.53% |
February 29, 2024 | 97.53% |
January 31, 2024 | 97.53% |
December 31, 2023 | 97.53% |
November 30, 2023 | 97.53% |
October 31, 2023 | 97.53% |
September 30, 2023 | 97.53% |
August 31, 2023 | 97.53% |
July 31, 2023 | 97.53% |
June 30, 2023 | 97.53% |
May 31, 2023 | 97.53% |
April 30, 2023 | 97.53% |
March 31, 2023 | 97.53% |
February 28, 2023 | 97.53% |
January 31, 2023 | 97.53% |
December 31, 2022 | 97.53% |
November 30, 2022 | 97.53% |
October 31, 2022 | 97.53% |
September 30, 2022 | 97.53% |
August 31, 2022 | 97.53% |
July 31, 2022 | 97.53% |
June 30, 2022 | 97.53% |
May 31, 2022 | 97.53% |
April 30, 2022 | 97.53% |
Date | Value |
---|---|
March 31, 2022 | 97.53% |
February 28, 2022 | 97.53% |
January 31, 2022 | 97.53% |
December 31, 2021 | 97.53% |
November 30, 2021 | 97.53% |
October 31, 2021 | 97.53% |
September 30, 2021 | 97.53% |
August 31, 2021 | 97.53% |
July 31, 2021 | 97.53% |
June 30, 2021 | 97.53% |
May 31, 2021 | 97.53% |
April 30, 2021 | 97.53% |
March 31, 2021 | 97.53% |
February 28, 2021 | 97.53% |
January 31, 2021 | 97.53% |
December 31, 2020 | 97.53% |
November 30, 2020 | 97.53% |
October 31, 2020 | 97.53% |
September 30, 2020 | 97.53% |
August 31, 2020 | 97.53% |
July 31, 2020 | 97.53% |
June 30, 2020 | 97.53% |
May 31, 2020 | 97.53% |
April 30, 2020 | 97.53% |
March 31, 2020 | 97.53% |
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
96.94%
Minimum
Apr 2024
97.53%
Maximum
Jun 2019
97.52%
Average
97.53%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
Nutrien Ltd | 51.88% |
Karnalyte Resources Inc | 95.57% |
Great Quest Fertilizer Ltd | 97.67% |
Gensource Potash Corp | 86.96% |
Earth Alive Clean Technologies Inc | 96.51% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.561 |
Beta (5Y) | 1.147 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 88.92% |
Historical Sharpe Ratio (5Y) | 0.0049 |
Historical Sortino (5Y) | 0.0159 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.39% |