Canadian Natural Resources Ltd (CNQ)
74.86
-0.09
(-0.12%)
USD |
NYSE |
May 02, 16:00
75.25
+0.39
(+0.52%)
Pre-Market: 08:10
Canadian Natural Resources Max Drawdown (5Y): 77.86% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 77.86% |
March 31, 2024 | 77.86% |
February 29, 2024 | 77.86% |
January 31, 2024 | 77.86% |
December 31, 2023 | 77.86% |
November 30, 2023 | 77.86% |
October 31, 2023 | 77.86% |
September 30, 2023 | 77.86% |
August 31, 2023 | 77.86% |
July 31, 2023 | 77.86% |
June 30, 2023 | 77.86% |
May 31, 2023 | 77.86% |
April 30, 2023 | 77.86% |
March 31, 2023 | 77.86% |
February 28, 2023 | 77.86% |
January 31, 2023 | 77.86% |
December 31, 2022 | 77.86% |
November 30, 2022 | 77.86% |
October 31, 2022 | 77.86% |
September 30, 2022 | 77.86% |
August 31, 2022 | 77.86% |
July 31, 2022 | 77.86% |
June 30, 2022 | 77.86% |
May 31, 2022 | 77.86% |
April 30, 2022 | 77.86% |
Date | Value |
---|---|
March 31, 2022 | 77.86% |
February 28, 2022 | 77.86% |
January 31, 2022 | 77.86% |
December 31, 2021 | 77.86% |
November 30, 2021 | 77.86% |
October 31, 2021 | 77.86% |
September 30, 2021 | 77.86% |
August 31, 2021 | 77.86% |
July 31, 2021 | 77.86% |
June 30, 2021 | 77.86% |
May 31, 2021 | 77.86% |
April 30, 2021 | 77.86% |
March 31, 2021 | 77.86% |
February 28, 2021 | 77.86% |
January 31, 2021 | 77.86% |
December 31, 2020 | 77.86% |
November 30, 2020 | 77.86% |
October 31, 2020 | 77.86% |
September 30, 2020 | 77.86% |
August 31, 2020 | 77.86% |
July 31, 2020 | 77.86% |
June 30, 2020 | 77.86% |
May 31, 2020 | 77.86% |
April 30, 2020 | 77.86% |
March 31, 2020 | 77.86% |
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
65.32%
Minimum
May 2019
77.86%
Maximum
Mar 2020
75.77%
Average
77.86%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Ovintiv Inc | 96.82% |
FEC Resources Inc | 98.38% |
Sunshine Oilsands Ltd | 100.00% |
Greenfire Resources Ltd | -- |
Zenith Energy Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 8.467 |
Beta (5Y) | 1.516 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.43% |
Historical Sharpe Ratio (5Y) | 0.493 |
Historical Sortino (5Y) | 0.6133 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.49% |