Algonquin Power & Utilities Corp (AQN)
5.93
+0.09
(+1.54%)
USD |
NYSE |
Apr 19, 16:00
6.01
+0.08
(+1.35%)
After-Hours: 20:00
Algonquin Power & Utilities Max Drawdown (5Y): 66.99% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 66.99% |
| February 29, 2024 | 66.99% |
| January 31, 2024 | 66.99% |
| December 31, 2023 | 66.99% |
| November 30, 2023 | 66.99% |
| October 31, 2023 | 66.99% |
| September 30, 2023 | 61.07% |
| August 31, 2023 | 59.77% |
| July 31, 2023 | 59.77% |
| June 30, 2023 | 59.77% |
| May 31, 2023 | 59.77% |
| April 30, 2023 | 59.77% |
| March 31, 2023 | 59.77% |
| February 28, 2023 | 59.77% |
| January 31, 2023 | 59.77% |
| December 31, 2022 | 59.77% |
| November 30, 2022 | 55.24% |
| October 31, 2022 | 42.85% |
| September 30, 2022 | 42.85% |
| August 31, 2022 | 42.85% |
| July 31, 2022 | 42.85% |
| June 30, 2022 | 42.85% |
| May 31, 2022 | 42.85% |
| April 30, 2022 | 42.85% |
| March 31, 2022 | 42.85% |
| Date | Value |
|---|---|
| February 28, 2022 | 42.85% |
| January 31, 2022 | 42.85% |
| December 31, 2021 | 42.85% |
| November 30, 2021 | 42.85% |
| October 31, 2021 | 42.85% |
| September 30, 2021 | 42.85% |
| August 31, 2021 | 42.85% |
| July 31, 2021 | 42.85% |
| June 30, 2021 | 42.85% |
| May 31, 2021 | 42.85% |
| April 30, 2021 | 42.85% |
| March 31, 2021 | 42.85% |
| February 28, 2021 | 42.85% |
| January 31, 2021 | 42.85% |
| December 31, 2020 | 42.85% |
| November 30, 2020 | 42.85% |
| October 31, 2020 | 42.85% |
| September 30, 2020 | 42.85% |
| August 31, 2020 | 42.85% |
| July 31, 2020 | 42.85% |
| June 30, 2020 | 42.85% |
| May 31, 2020 | 42.85% |
| April 30, 2020 | 42.85% |
| March 31, 2020 | 42.85% |
| February 29, 2020 | 21.33% |
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
21.33%
Minimum
Jan 2020
66.99%
Maximum
Oct 2023
44.84%
Average
42.85%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| PowerTap Hydrogen Capital Corp | 99.93% |
| First National Energy Corp | 99.78% |
| Clearway Energy Inc | 51.51% |
| Exelon Corp | 39.86% |
| NRG Energy Inc | 48.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.80 |
| Beta (5Y) | 0.6662 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.96% |
| Historical Sharpe Ratio (5Y) | -0.2618 |
| Historical Sortino (5Y) | -0.2965 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.14% |