Atco Ltd (ACO.X.TO)
47.45
-0.21
(-0.44%)
CAD |
TSX |
Nov 04, 16:00
Atco Max Drawdown (5Y): 48.34% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 48.34% |
| August 31, 2024 | 48.34% |
| July 31, 2024 | 48.34% |
| June 30, 2024 | 48.34% |
| May 31, 2024 | 48.34% |
| April 30, 2024 | 48.34% |
| March 31, 2024 | 48.34% |
| February 29, 2024 | 48.34% |
| January 31, 2024 | 48.34% |
| December 31, 2023 | 48.34% |
| November 30, 2023 | 48.34% |
| October 31, 2023 | 48.34% |
| September 30, 2023 | 48.34% |
| August 31, 2023 | 48.34% |
| July 31, 2023 | 48.34% |
| June 30, 2023 | 48.34% |
| May 31, 2023 | 48.34% |
| April 30, 2023 | 48.34% |
| March 31, 2023 | 48.34% |
| February 28, 2023 | 48.34% |
| January 31, 2023 | 48.34% |
| December 31, 2022 | 48.34% |
| November 30, 2022 | 48.34% |
| October 31, 2022 | 48.34% |
| September 30, 2022 | 48.34% |
| Date | Value |
|---|---|
| August 31, 2022 | 48.34% |
| July 31, 2022 | 48.34% |
| June 30, 2022 | 48.34% |
| May 31, 2022 | 48.34% |
| April 30, 2022 | 48.34% |
| March 31, 2022 | 48.34% |
| February 28, 2022 | 48.34% |
| January 31, 2022 | 48.34% |
| December 31, 2021 | 48.34% |
| November 30, 2021 | 48.34% |
| October 31, 2021 | 48.34% |
| September 30, 2021 | 48.34% |
| August 31, 2021 | 48.34% |
| July 31, 2021 | 48.34% |
| June 30, 2021 | 48.34% |
| May 31, 2021 | 48.34% |
| April 30, 2021 | 48.34% |
| March 31, 2021 | 48.34% |
| February 28, 2021 | 48.34% |
| January 31, 2021 | 48.34% |
| December 31, 2020 | 48.34% |
| November 30, 2020 | 48.34% |
| October 31, 2020 | 48.34% |
| September 30, 2020 | 48.34% |
| August 31, 2020 | 48.34% |
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
37.22%
Minimum
Nov 2019
48.34%
Maximum
Mar 2020
47.58%
Average
48.34%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Canadian Utilities Ltd | 40.15% |
| Berkley Renewables Inc | 0.00% |
| Prime Drink Group Corp | -- |
| NU E Power Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.722 |
| Beta (5Y) | 0.7523 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.66% |
| Historical Sharpe Ratio (5Y) | 0.0851 |
| Historical Sortino (5Y) | 0.094 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.26% |