Atco Ltd (ACO.Y.TO)
38.50
0.00 (0.00%)
CAD |
TSX |
Apr 30, 16:00
Atco Max Drawdown (5Y): 37.36% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 37.36% |
March 31, 2024 | 37.36% |
February 29, 2024 | 37.36% |
January 31, 2024 | 37.36% |
December 31, 2023 | 37.36% |
November 30, 2023 | 37.36% |
October 31, 2023 | 37.36% |
September 30, 2023 | 37.36% |
August 31, 2023 | 37.36% |
July 31, 2023 | 37.36% |
June 30, 2023 | 37.36% |
May 31, 2023 | 37.36% |
April 30, 2023 | 37.36% |
March 31, 2023 | 37.36% |
February 28, 2023 | 37.36% |
January 31, 2023 | 37.36% |
December 31, 2022 | 37.36% |
November 30, 2022 | 37.36% |
October 31, 2022 | 37.36% |
September 30, 2022 | 37.36% |
August 31, 2022 | 37.36% |
July 31, 2022 | 37.36% |
June 30, 2022 | 37.36% |
May 31, 2022 | 37.36% |
April 30, 2022 | 37.36% |
Date | Value |
---|---|
March 31, 2022 | 37.36% |
February 28, 2022 | 37.36% |
January 31, 2022 | 37.36% |
December 31, 2021 | 37.36% |
November 30, 2021 | 37.36% |
October 31, 2021 | 37.36% |
September 30, 2021 | 37.36% |
August 31, 2021 | 37.36% |
July 31, 2021 | 37.36% |
June 30, 2021 | 37.36% |
May 31, 2021 | 37.36% |
April 30, 2021 | 37.36% |
March 31, 2021 | 37.36% |
February 28, 2021 | 37.36% |
January 31, 2021 | 37.36% |
December 31, 2020 | 37.36% |
November 30, 2020 | 37.36% |
October 31, 2020 | 37.36% |
September 30, 2020 | 37.36% |
August 31, 2020 | 37.36% |
July 31, 2020 | 37.36% |
June 30, 2020 | 37.36% |
May 31, 2020 | 37.36% |
April 30, 2020 | 37.36% |
March 31, 2020 | 37.36% |
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
36.94%
Minimum
May 2019
37.36%
Maximum
Mar 2020
37.29%
Average
37.36%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Canadian Utilities Ltd | 40.15% |
Berkley Renewables Inc | 73.33% |
Maxim Power Corp | 66.30% |
TransAlta Corp | 50.59% |
Prime Drink Group Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.973 |
Beta (5Y) | 0.7914 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.10% |
Historical Sharpe Ratio (5Y) | -0.0632 |
Historical Sortino (5Y) | -0.072 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.61% |