ALLETE Inc (ALE)
64.27
+3.43
(+5.64%)
USD |
NYSE |
May 03, 16:00
64.30
+0.02
(+0.04%)
Pre-Market: 20:00
ALLETE Max Drawdown (5Y): 42.20% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 42.20% |
March 31, 2024 | 42.20% |
February 29, 2024 | 42.20% |
January 31, 2024 | 42.20% |
December 31, 2023 | 42.20% |
November 30, 2023 | 42.20% |
October 31, 2023 | 42.20% |
September 30, 2023 | 42.20% |
August 31, 2023 | 42.20% |
July 31, 2023 | 42.20% |
June 30, 2023 | 42.20% |
May 31, 2023 | 42.20% |
April 30, 2023 | 42.20% |
March 31, 2023 | 42.20% |
February 28, 2023 | 42.20% |
January 31, 2023 | 42.20% |
December 31, 2022 | 42.20% |
November 30, 2022 | 42.20% |
October 31, 2022 | 42.20% |
September 30, 2022 | 42.20% |
August 31, 2022 | 42.20% |
July 31, 2022 | 42.20% |
June 30, 2022 | 42.20% |
May 31, 2022 | 42.20% |
April 30, 2022 | 42.20% |
Date | Value |
---|---|
March 31, 2022 | 42.20% |
February 28, 2022 | 42.20% |
January 31, 2022 | 42.20% |
December 31, 2021 | 42.20% |
November 30, 2021 | 42.20% |
October 31, 2021 | 42.20% |
September 30, 2021 | 42.20% |
August 31, 2021 | 42.20% |
July 31, 2021 | 42.20% |
June 30, 2021 | 42.20% |
May 31, 2021 | 42.20% |
April 30, 2021 | 42.20% |
March 31, 2021 | 42.20% |
February 28, 2021 | 42.20% |
January 31, 2021 | 42.20% |
December 31, 2020 | 42.20% |
November 30, 2020 | 42.20% |
October 31, 2020 | 42.20% |
September 30, 2020 | 42.20% |
August 31, 2020 | 42.20% |
July 31, 2020 | 42.20% |
June 30, 2020 | 42.20% |
May 31, 2020 | 42.20% |
April 30, 2020 | 39.87% |
March 31, 2020 | 39.87% |
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
21.32%
Minimum
May 2019
42.20%
Maximum
May 2020
38.64%
Average
42.20%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Alliant Energy Corp | 33.53% |
NiSource Inc | 30.95% |
Otter Tail Corp | 41.50% |
Advent Technologies Holdings Inc | 99.33% |
Verde Clean Fuels Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.73 |
Beta (5Y) | 0.7489 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.19% |
Historical Sharpe Ratio (5Y) | -0.1739 |
Historical Sortino (5Y) | -0.2493 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.73% |