Canoe Energy Income Portfolio Class Series A (GOC2001)

6.608 +0.05 (+0.80%) CAD  |  Jan 07 2025
More

GOC2001 Max Drawdown (5Y): 78.00% for Dec. 31, 2024

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
CI Global Energy Corporate Class A 68.78%
Dynamic Strategic Energy Class - Series A 69.42%
Ninepoint Energy Series A 91.00%
Canoe Energy Portfolio Class Series A 81.28%
CIBC Energy Class A 66.59%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.160
Beta (5Y) 1.482
Alpha (vs YCharts Benchmark) (5Y) 1.308
Beta (vs YCharts Benchmark) (5Y) 0.8126
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 35.37%
Historical Sharpe Ratio (5Y) 0.2589
Historical Sortino (5Y) 0.2413
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.04%

Max Drawdown (5Y) Excel Add-In Codes

View Max Drawdown (5Y) Excel Add-In Codes
Start Trial
Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:GOC2001.TO", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:GOC2001.TO", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.