AltaGas Ltd (ALA.TO)

33.10 +0.53 (+1.63%) CAD  |  TSX  |  Dec 23, 16:00
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AltaGas Max Drawdown (5Y): 69.87% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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TC Energy Corp 36.30%
Pembina Pipeline Corp 68.76%
Keyera Corp 71.33%
Shoal Point Energy Ltd 97.62%
Bird River Resources Inc 98.94%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.730
Beta (5Y) 1.175
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 30.28%
Historical Sharpe Ratio (5Y) 0.4697
Historical Sortino (5Y) 0.438
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.74%