Canadian Overseas Petroleum Ltd (XOP.CX)
0.005
0.00 (0.00%)
CAD |
CNSX |
May 01, 16:00
Canadian Overseas Petroleum Max Drawdown (5Y): 99.67% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.67% |
| March 31, 2024 | 99.67% |
| February 29, 2024 | 99.67% |
| January 31, 2024 | 99.67% |
| December 31, 2023 | 99.67% |
| November 30, 2023 | 98.33% |
| October 31, 2023 | 98.48% |
| September 30, 2023 | 98.61% |
| August 31, 2023 | 98.61% |
| July 31, 2023 | 98.61% |
| June 30, 2023 | 98.61% |
| May 31, 2023 | 98.61% |
| April 30, 2023 | 98.61% |
| March 31, 2023 | 98.61% |
| February 28, 2023 | 98.61% |
| January 31, 2023 | 98.61% |
| December 31, 2022 | 98.61% |
| November 30, 2022 | 98.61% |
| October 31, 2022 | 98.61% |
| September 30, 2022 | 98.61% |
| August 31, 2022 | 98.61% |
| July 31, 2022 | 98.61% |
| June 30, 2022 | 98.61% |
| May 31, 2022 | 98.61% |
| April 30, 2022 | 98.61% |
| Date | Value |
|---|---|
| March 31, 2022 | 98.61% |
| February 28, 2022 | 98.61% |
| January 31, 2022 | 98.61% |
| December 31, 2021 | 98.61% |
| November 30, 2021 | 98.61% |
| October 31, 2021 | 98.61% |
| September 30, 2021 | 98.61% |
| August 31, 2021 | 98.61% |
| July 31, 2021 | 98.61% |
| June 30, 2021 | 98.61% |
| May 31, 2021 | 98.61% |
| April 30, 2021 | 98.61% |
| March 31, 2021 | 98.61% |
| February 28, 2021 | 98.61% |
| January 31, 2021 | 98.61% |
| December 31, 2020 | 98.61% |
| November 30, 2020 | 98.61% |
| October 31, 2020 | 98.61% |
| September 30, 2020 | 98.61% |
| August 31, 2020 | 98.61% |
| July 31, 2020 | 98.61% |
| June 30, 2020 | 98.61% |
| May 31, 2020 | 98.61% |
| April 30, 2020 | 98.61% |
| March 31, 2020 | 98.61% |
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
98.33%
Minimum
Nov 2023
99.67%
Maximum
Dec 2023
98.69%
Average
98.61%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| 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% |
| G2 Energy Corp | 99.71% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -64.71 |
| Beta (5Y) | 0.3547 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 127.2% |
| Historical Sharpe Ratio (5Y) | -0.4893 |
| Historical Sortino (5Y) | -0.9352 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 50.00% |