Idacorp Inc (IDA)
95.36
-0.60
(-0.63%)
USD |
NYSE |
May 02, 16:00
95.36
0.00 (0.00%)
After-Hours: 20:00
Idacorp Max Drawdown (5Y): 34.30% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 34.30% |
March 31, 2024 | 34.30% |
February 29, 2024 | 34.30% |
January 31, 2024 | 34.30% |
December 31, 2023 | 34.30% |
November 30, 2023 | 34.30% |
October 31, 2023 | 34.30% |
September 30, 2023 | 34.30% |
August 31, 2023 | 34.30% |
July 31, 2023 | 34.30% |
June 30, 2023 | 34.30% |
May 31, 2023 | 34.30% |
April 30, 2023 | 34.30% |
March 31, 2023 | 34.30% |
February 28, 2023 | 34.30% |
January 31, 2023 | 34.30% |
December 31, 2022 | 34.30% |
November 30, 2022 | 34.30% |
October 31, 2022 | 34.30% |
September 30, 2022 | 34.30% |
August 31, 2022 | 34.30% |
July 31, 2022 | 34.30% |
June 30, 2022 | 34.30% |
May 31, 2022 | 34.30% |
April 30, 2022 | 34.30% |
Date | Value |
---|---|
March 31, 2022 | 34.30% |
February 28, 2022 | 34.30% |
January 31, 2022 | 34.30% |
December 31, 2021 | 34.30% |
November 30, 2021 | 34.30% |
October 31, 2021 | 34.30% |
September 30, 2021 | 34.30% |
August 31, 2021 | 34.30% |
July 31, 2021 | 34.30% |
June 30, 2021 | 34.30% |
May 31, 2021 | 34.30% |
April 30, 2021 | 34.30% |
March 31, 2021 | 34.30% |
February 28, 2021 | 34.30% |
January 31, 2021 | 34.30% |
December 31, 2020 | 34.30% |
November 30, 2020 | 34.30% |
October 31, 2020 | 34.30% |
September 30, 2020 | 34.30% |
August 31, 2020 | 34.30% |
July 31, 2020 | 34.30% |
June 30, 2020 | 34.30% |
May 31, 2020 | 34.30% |
April 30, 2020 | 34.30% |
March 31, 2020 | 34.30% |
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
19.54%
Minimum
May 2019
34.30%
Maximum
Mar 2020
31.84%
Average
34.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Otter Tail Corp | 41.50% |
Edison International | 43.13% |
NiSource Inc | 30.95% |
OGE Energy Corp | 48.85% |
PPL Corp | 48.68% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.106 |
Beta (5Y) | 0.547 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.28% |
Historical Sharpe Ratio (5Y) | -0.0005 |
Historical Sortino (5Y) | -0.0007 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.41% |