Fortis Inc (FTS.TO)
54.59
+0.21
(+0.39%)
CAD |
TSX |
May 03, 16:00
Fortis Max Drawdown (5Y): 28.27% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 28.27% |
March 31, 2024 | 28.27% |
February 29, 2024 | 28.27% |
January 31, 2024 | 28.27% |
December 31, 2023 | 28.27% |
November 30, 2023 | 28.27% |
October 31, 2023 | 28.27% |
September 30, 2023 | 28.27% |
August 31, 2023 | 28.27% |
July 31, 2023 | 28.27% |
June 30, 2023 | 28.27% |
May 31, 2023 | 28.27% |
April 30, 2023 | 28.27% |
March 31, 2023 | 28.27% |
February 28, 2023 | 28.27% |
January 31, 2023 | 28.27% |
December 31, 2022 | 28.27% |
November 30, 2022 | 28.27% |
October 31, 2022 | 28.27% |
September 30, 2022 | 28.27% |
August 31, 2022 | 28.27% |
July 31, 2022 | 28.27% |
June 30, 2022 | 28.27% |
May 31, 2022 | 28.27% |
April 30, 2022 | 28.27% |
Date | Value |
---|---|
March 31, 2022 | 28.27% |
February 28, 2022 | 28.27% |
January 31, 2022 | 28.27% |
December 31, 2021 | 28.27% |
November 30, 2021 | 28.27% |
October 31, 2021 | 28.27% |
September 30, 2021 | 28.27% |
August 31, 2021 | 28.27% |
July 31, 2021 | 28.27% |
June 30, 2021 | 28.27% |
May 31, 2021 | 28.27% |
April 30, 2021 | 28.27% |
March 31, 2021 | 28.27% |
February 28, 2021 | 28.27% |
January 31, 2021 | 28.27% |
December 31, 2020 | 28.27% |
November 30, 2020 | 28.27% |
October 31, 2020 | 28.27% |
September 30, 2020 | 28.27% |
August 31, 2020 | 28.27% |
July 31, 2020 | 28.27% |
June 30, 2020 | 28.27% |
May 31, 2020 | 28.27% |
April 30, 2020 | 28.27% |
March 31, 2020 | 28.27% |
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
16.74%
Minimum
May 2019
28.27%
Maximum
Mar 2020
26.35%
Average
28.27%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Berkley Renewables Inc | 73.33% |
Boralex Inc | 51.66% |
Innergex Renewable Energy Inc | 74.53% |
Algonquin Power & Utilities Corp | 64.39% |
Synex Renewable Energy Corp | 67.27% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.179 |
Beta (5Y) | 0.2062 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.41% |
Historical Sharpe Ratio (5Y) | 0.2346 |
Historical Sortino (5Y) | 0.3219 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.03% |