Algonquin Power & Utilities Corp (AQN.TO)
8.395
-0.02
(-0.30%)
CAD |
TSX |
Apr 26, 13:44
Algonquin Power & Utilities Max Drawdown (5Y): 64.39% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 64.39% |
| February 29, 2024 | 64.39% |
| January 31, 2024 | 64.39% |
| December 31, 2023 | 64.39% |
| November 30, 2023 | 64.39% |
| October 31, 2023 | 64.39% |
| September 30, 2023 | 58.39% |
| August 31, 2023 | 56.81% |
| July 31, 2023 | 56.81% |
| June 30, 2023 | 56.81% |
| May 31, 2023 | 56.81% |
| April 30, 2023 | 56.81% |
| March 31, 2023 | 56.81% |
| February 28, 2023 | 56.81% |
| January 31, 2023 | 56.81% |
| December 31, 2022 | 56.81% |
| November 30, 2022 | 52.17% |
| October 31, 2022 | 37.37% |
| September 30, 2022 | 37.37% |
| August 31, 2022 | 37.37% |
| July 31, 2022 | 37.37% |
| June 30, 2022 | 37.37% |
| May 31, 2022 | 37.37% |
| April 30, 2022 | 37.37% |
| March 31, 2022 | 37.37% |
| Date | Value |
|---|---|
| February 28, 2022 | 37.37% |
| January 31, 2022 | 37.37% |
| December 31, 2021 | 37.37% |
| November 30, 2021 | 37.37% |
| October 31, 2021 | 37.37% |
| September 30, 2021 | 37.37% |
| August 31, 2021 | 37.37% |
| July 31, 2021 | 37.37% |
| June 30, 2021 | 37.37% |
| May 31, 2021 | 37.37% |
| April 30, 2021 | 37.37% |
| March 31, 2021 | 37.37% |
| February 28, 2021 | 37.37% |
| January 31, 2021 | 37.37% |
| December 31, 2020 | 37.37% |
| November 30, 2020 | 37.37% |
| October 31, 2020 | 37.37% |
| September 30, 2020 | 37.37% |
| August 31, 2020 | 37.37% |
| July 31, 2020 | 37.37% |
| June 30, 2020 | 37.37% |
| May 31, 2020 | 37.37% |
| April 30, 2020 | 37.37% |
| March 31, 2020 | 37.37% |
| February 29, 2020 | 14.10% |
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
14.10%
Minimum
Jan 2020
64.39%
Maximum
Oct 2023
39.98%
Average
37.37%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Innergex Renewable Energy Inc | 74.53% |
| Berkley Renewables Inc | 73.33% |
| Boralex Inc | 51.66% |
| Synex Renewable Energy Corp | 69.09% |
| Altius Renewable Royalties Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.56 |
| Beta (5Y) | 0.4504 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.90% |
| Historical Sharpe Ratio (5Y) | -0.2698 |
| Historical Sortino (5Y) | -0.3075 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.96% |