TransAlta Corp (TAC)
7.07
+0.32
(+4.74%)
USD |
NYSE |
May 03, 16:00
7.06
-0.01
(-0.14%)
After-Hours: 20:00
TransAlta Max Drawdown (5Y): 55.10% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 55.10% |
| March 31, 2024 | 55.10% |
| February 29, 2024 | 55.10% |
| January 31, 2024 | 55.10% |
| December 31, 2023 | 55.10% |
| November 30, 2023 | 55.10% |
| October 31, 2023 | 59.03% |
| September 30, 2023 | 59.82% |
| August 31, 2023 | 59.82% |
| July 31, 2023 | 59.82% |
| June 30, 2023 | 59.82% |
| May 31, 2023 | 59.82% |
| April 30, 2023 | 59.82% |
| March 31, 2023 | 59.82% |
| February 28, 2023 | 59.82% |
| January 31, 2023 | 59.82% |
| December 31, 2022 | 59.82% |
| November 30, 2022 | 59.82% |
| October 31, 2022 | 59.82% |
| September 30, 2022 | 59.82% |
| August 31, 2022 | 59.82% |
| July 31, 2022 | 59.82% |
| June 30, 2022 | 59.82% |
| May 31, 2022 | 59.82% |
| April 30, 2022 | 59.82% |
| Date | Value |
|---|---|
| March 31, 2022 | 59.82% |
| February 28, 2022 | 61.24% |
| January 31, 2022 | 61.24% |
| December 31, 2021 | 61.24% |
| November 30, 2021 | 61.24% |
| October 31, 2021 | 62.66% |
| September 30, 2021 | 65.24% |
| August 31, 2021 | 75.67% |
| July 31, 2021 | 75.67% |
| June 30, 2021 | 75.67% |
| May 31, 2021 | 75.67% |
| April 30, 2021 | 75.67% |
| March 31, 2021 | 75.67% |
| February 28, 2021 | 75.67% |
| January 31, 2021 | 75.67% |
| December 31, 2020 | 75.67% |
| November 30, 2020 | 79.75% |
| October 31, 2020 | 84.65% |
| September 30, 2020 | 84.65% |
| August 31, 2020 | 84.65% |
| July 31, 2020 | 84.65% |
| June 30, 2020 | 84.65% |
| May 31, 2020 | 84.65% |
| April 30, 2020 | 84.65% |
| March 31, 2020 | 84.65% |
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
55.10%
Minimum
Nov 2023
84.65%
Maximum
May 2019
69.72%
Average
61.95%
Median
Max Drawdown (5Y) Benchmarks
| First National Energy Corp | 99.78% |
| PowerTap Hydrogen Capital Corp | 99.93% |
| Exelon Corp | 39.86% |
| MGE Energy Inc | 33.91% |
| Public Service Enterprise Group Inc | 40.74% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.870 |
| Beta (5Y) | 0.8304 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.01% |
| Historical Sharpe Ratio (5Y) | -0.0181 |
| Historical Sortino (5Y) | -0.0231 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.42% |