AltaGas Ltd (ALA.TO)
33.18
-0.53
(-1.57%)
CAD |
TSX |
Nov 04, 16:00
AltaGas Max Drawdown (5Y): 67.98% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 67.98% |
| September 30, 2024 | 67.98% |
| August 31, 2024 | 67.98% |
| July 31, 2024 | 67.98% |
| June 30, 2024 | 67.98% |
| May 31, 2024 | 67.98% |
| April 30, 2024 | 67.98% |
| March 31, 2024 | 67.98% |
| February 29, 2024 | 67.98% |
| January 31, 2024 | 67.98% |
| December 31, 2023 | 67.98% |
| November 30, 2023 | 67.98% |
| October 31, 2023 | 67.98% |
| September 30, 2023 | 69.52% |
| August 31, 2023 | 69.52% |
| July 31, 2023 | 69.52% |
| June 30, 2023 | 69.52% |
| May 31, 2023 | 69.52% |
| April 30, 2023 | 69.52% |
| March 31, 2023 | 69.52% |
| February 28, 2023 | 69.52% |
| January 31, 2023 | 69.52% |
| December 31, 2022 | 69.52% |
| November 30, 2022 | 69.52% |
| October 31, 2022 | 69.52% |
| Date | Value |
|---|---|
| September 30, 2022 | 69.52% |
| August 31, 2022 | 69.52% |
| July 31, 2022 | 69.52% |
| June 30, 2022 | 69.52% |
| May 31, 2022 | 69.52% |
| April 30, 2022 | 69.52% |
| March 31, 2022 | 69.52% |
| February 28, 2022 | 69.52% |
| January 31, 2022 | 69.52% |
| December 31, 2021 | 69.52% |
| November 30, 2021 | 69.52% |
| October 31, 2021 | 69.52% |
| September 30, 2021 | 69.52% |
| August 31, 2021 | 69.52% |
| July 31, 2021 | 69.52% |
| June 30, 2021 | 69.52% |
| May 31, 2021 | 69.52% |
| April 30, 2021 | 69.52% |
| March 31, 2021 | 69.52% |
| February 28, 2021 | 69.52% |
| January 31, 2021 | 69.52% |
| December 31, 2020 | 69.52% |
| November 30, 2020 | 69.52% |
| October 31, 2020 | 69.52% |
| September 30, 2020 | 69.52% |
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
67.98%
Minimum
Oct 2023
69.52%
Maximum
Nov 2019
69.19%
Average
69.52%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| TC Energy Corp | 36.30% |
| Pembina Pipeline Corp | 68.76% |
| Gibson Energy Inc | 54.88% |
| Keyera Corp | 71.33% |
| Enbridge Inc | 39.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.374 |
| Beta (5Y) | 1.199 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.27% |
| Historical Sharpe Ratio (5Y) | 0.4737 |
| Historical Sortino (5Y) | 0.4358 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.74% |