Algonquin Power & Utilities Corp (AQN.TO)
6.67
+0.01
(+0.15%)
CAD |
TSX |
Nov 22, 15:25
Algonquin Power & Utilities Max Drawdown (5Y): 64.39% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 64.39% |
| September 30, 2024 | 64.39% |
| August 31, 2024 | 64.39% |
| July 31, 2024 | 64.39% |
| June 30, 2024 | 64.39% |
| May 31, 2024 | 64.39% |
| April 30, 2024 | 64.39% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
45.33%
Average
37.37%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Fortis Inc | 28.27% |
| Berkley Renewables Inc | 0.00% |
| Boralex Inc | 51.44% |
| Innergex Renewable Energy Inc | 74.53% |
| Synex Renewable Energy Corp | 67.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.27 |
| Beta (5Y) | 0.4979 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.07% |
| Historical Sharpe Ratio (5Y) | -0.5225 |
| Historical Sortino (5Y) | -0.6319 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.59% |