Atco Ltd (ACLLF)
28.00
-0.10
(-0.37%)
USD |
OTCM |
Jun 21, 16:00
Atco Max Drawdown (5Y): 50.74% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 50.74% |
April 30, 2024 | 50.74% |
March 31, 2024 | 50.74% |
February 29, 2024 | 50.74% |
January 31, 2024 | 50.74% |
December 31, 2023 | 50.74% |
November 30, 2023 | 50.74% |
October 31, 2023 | 50.74% |
September 30, 2023 | 50.74% |
August 31, 2023 | 50.74% |
July 31, 2023 | 50.74% |
June 30, 2023 | 50.74% |
May 31, 2023 | 50.74% |
April 30, 2023 | 50.74% |
March 31, 2023 | 50.74% |
February 28, 2023 | 50.74% |
January 31, 2023 | 50.74% |
December 31, 2022 | 50.74% |
November 30, 2022 | 50.74% |
October 31, 2022 | 50.74% |
September 30, 2022 | 50.74% |
August 31, 2022 | 50.74% |
July 31, 2022 | 50.74% |
June 30, 2022 | 50.74% |
May 31, 2022 | 50.74% |
Date | Value |
---|---|
April 30, 2022 | 50.74% |
March 31, 2022 | 50.74% |
February 28, 2022 | 50.74% |
January 31, 2022 | 50.74% |
December 31, 2021 | 50.74% |
November 30, 2021 | 50.74% |
October 31, 2021 | 50.74% |
September 30, 2021 | 50.74% |
August 31, 2021 | 50.74% |
July 31, 2021 | 50.74% |
June 30, 2021 | 50.74% |
May 31, 2021 | 50.74% |
April 30, 2021 | 50.74% |
March 31, 2021 | 50.74% |
February 28, 2021 | 50.74% |
January 31, 2021 | 50.74% |
December 31, 2020 | 50.74% |
November 30, 2020 | 50.74% |
October 31, 2020 | 50.74% |
September 30, 2020 | 50.74% |
August 31, 2020 | 50.74% |
July 31, 2020 | 50.74% |
June 30, 2020 | 50.74% |
May 31, 2020 | 50.74% |
April 30, 2020 | 50.74% |
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
49.59%
Minimum
Jun 2019
50.74%
Maximum
Mar 2020
50.57%
Average
50.74%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
First National Energy Corp | 99.78% |
PowerTap Hydrogen Capital Corp | 99.93% |
Ameren Corp | 29.09% |
Clearway Energy Inc | 51.51% |
Vistra Corp | 53.27% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.974 |
Beta (5Y) | 0.6633 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.82% |
Historical Sharpe Ratio (5Y) | -0.0357 |
Historical Sortino (5Y) | -0.0372 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.45% |