ALLETE Inc (ALE)
64.35
-0.02
(-0.03%)
USD |
NYSE |
Nov 21, 16:00
64.34
-0.02
(-0.02%)
After-Hours: 20:00
ALLETE Max Drawdown (5Y): 42.20% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 42.20% |
| September 30, 2024 | 42.20% |
| August 31, 2024 | 42.20% |
| July 31, 2024 | 42.20% |
| June 30, 2024 | 42.20% |
| May 31, 2024 | 42.20% |
| April 30, 2024 | 42.20% |
| March 31, 2024 | 42.20% |
| February 29, 2024 | 42.20% |
| January 31, 2024 | 42.20% |
| December 31, 2023 | 42.20% |
| November 30, 2023 | 42.20% |
| October 31, 2023 | 42.20% |
| September 30, 2023 | 42.20% |
| August 31, 2023 | 42.20% |
| July 31, 2023 | 42.20% |
| June 30, 2023 | 42.20% |
| May 31, 2023 | 42.20% |
| April 30, 2023 | 42.20% |
| March 31, 2023 | 42.20% |
| February 28, 2023 | 42.20% |
| January 31, 2023 | 42.20% |
| December 31, 2022 | 42.20% |
| November 30, 2022 | 42.20% |
| October 31, 2022 | 42.20% |
| Date | Value |
|---|---|
| September 30, 2022 | 42.20% |
| August 31, 2022 | 42.20% |
| July 31, 2022 | 42.20% |
| June 30, 2022 | 42.20% |
| May 31, 2022 | 42.20% |
| April 30, 2022 | 42.20% |
| March 31, 2022 | 42.20% |
| February 28, 2022 | 42.20% |
| January 31, 2022 | 42.20% |
| December 31, 2021 | 42.20% |
| November 30, 2021 | 42.20% |
| October 31, 2021 | 42.20% |
| September 30, 2021 | 42.20% |
| August 31, 2021 | 42.20% |
| July 31, 2021 | 42.20% |
| June 30, 2021 | 42.20% |
| May 31, 2021 | 42.20% |
| April 30, 2021 | 42.20% |
| March 31, 2021 | 42.20% |
| February 28, 2021 | 42.20% |
| January 31, 2021 | 42.20% |
| December 31, 2020 | 42.20% |
| November 30, 2020 | 42.20% |
| October 31, 2020 | 42.20% |
| September 30, 2020 | 42.20% |
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
21.32%
Minimum
Nov 2019
42.20%
Maximum
May 2020
40.73%
Average
42.20%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Alliant Energy Corp | 33.53% |
| Otter Tail Corp | 41.50% |
| Evergy Inc | 38.78% |
| Advent Technologies Holdings Inc | -- |
| Verde Clean Fuels Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.44 |
| Beta (5Y) | 0.7990 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.16% |
| Historical Sharpe Ratio (5Y) | -0.164 |
| Historical Sortino (5Y) | -0.2302 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.73% |