Algonquin Power & Utilities Corp (AQN.TO)

6.32 +0.14 (+2.27%) CAD  |  TSX  |  Dec 20, 16:00
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Algonquin Power & Utilities Max Drawdown (5Y): 64.39% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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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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Boralex Inc 51.44%
Innergex Renewable Energy Inc 74.53%
Fortis Inc 28.27%
Berkley Renewables Inc 0.00%
Synex Renewable Energy Corp 67.35%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -20.59
Beta (5Y) 0.4987
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 30.01%
Historical Sharpe Ratio (5Y) -0.5236
Historical Sortino (5Y) -0.6385
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.59%