AltaGas Ltd (ATGFF)
21.99
+0.09
(+0.41%)
USD |
OTCM |
May 08, 16:15
AltaGas Max Drawdown (5Y): 73.19% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 73.19% |
March 31, 2024 | 73.19% |
February 29, 2024 | 73.19% |
January 31, 2024 | 73.19% |
December 31, 2023 | 73.19% |
November 30, 2023 | 73.19% |
October 31, 2023 | 73.19% |
September 30, 2023 | 76.47% |
August 31, 2023 | 76.47% |
July 31, 2023 | 76.47% |
June 30, 2023 | 76.47% |
May 31, 2023 | 76.47% |
April 30, 2023 | 76.47% |
March 31, 2023 | 76.47% |
February 28, 2023 | 76.47% |
January 31, 2023 | 76.47% |
December 31, 2022 | 76.47% |
November 30, 2022 | 76.47% |
October 31, 2022 | 76.47% |
September 30, 2022 | 76.47% |
August 31, 2022 | 76.47% |
July 31, 2022 | 76.47% |
June 30, 2022 | 76.47% |
May 31, 2022 | 76.47% |
April 30, 2022 | 76.47% |
Date | Value |
---|---|
March 31, 2022 | 76.47% |
February 28, 2022 | 76.47% |
January 31, 2022 | 76.47% |
December 31, 2021 | 76.47% |
November 30, 2021 | 76.47% |
October 31, 2021 | 76.47% |
September 30, 2021 | 76.47% |
August 31, 2021 | 76.47% |
July 31, 2021 | 76.47% |
June 30, 2021 | 76.47% |
May 31, 2021 | 76.47% |
April 30, 2021 | 76.47% |
March 31, 2021 | 76.47% |
February 28, 2021 | 76.47% |
January 31, 2021 | 76.47% |
December 31, 2020 | 76.47% |
November 30, 2020 | 76.47% |
October 31, 2020 | 76.47% |
September 30, 2020 | 76.47% |
August 31, 2020 | 76.47% |
July 31, 2020 | 76.47% |
June 30, 2020 | 76.47% |
May 31, 2020 | 76.47% |
April 30, 2020 | 76.47% |
March 31, 2020 | 76.47% |
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
73.19%
Minimum
Oct 2023
76.47%
Maximum
May 2019
76.09%
Average
76.47%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Stabilis Solutions Inc | 97.92% |
ONEOK Inc | 80.17% |
Antero Midstream Corp | 89.30% |
Strata Power Corp | 99.65% |
Greenfire Resources Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.361 |
Beta (5Y) | 1.031 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.07% |
Historical Sharpe Ratio (5Y) | 0.4189 |
Historical Sortino (5Y) | 0.4068 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.03% |