AltaGas Ltd (ATGFF)
23.78
-0.16
(-0.67%)
USD |
OTCM |
Dec 10, 12:28
AltaGas Max Drawdown (5Y): 74.33% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| November 30, 2024 | 74.33% |
| October 31, 2024 | 74.33% |
| September 30, 2024 | 74.33% |
| August 31, 2024 | 74.33% |
| July 31, 2024 | 74.33% |
| June 30, 2024 | 74.33% |
| May 31, 2024 | 74.33% |
| April 30, 2024 | 74.33% |
| March 31, 2024 | 74.33% |
| February 29, 2024 | 74.33% |
| January 31, 2024 | 74.33% |
| December 31, 2023 | 74.33% |
| November 30, 2023 | 76.32% |
| October 31, 2023 | 76.32% |
| September 30, 2023 | 76.32% |
| August 31, 2023 | 76.32% |
| July 31, 2023 | 76.32% |
| June 30, 2023 | 76.32% |
| May 31, 2023 | 76.32% |
| April 30, 2023 | 76.32% |
| March 31, 2023 | 76.32% |
| February 28, 2023 | 76.32% |
| January 31, 2023 | 76.32% |
| December 31, 2022 | 76.32% |
| November 30, 2022 | 76.32% |
| Date | Value |
|---|---|
| October 31, 2022 | 76.32% |
| September 30, 2022 | 76.32% |
| August 31, 2022 | 76.32% |
| July 31, 2022 | 76.32% |
| June 30, 2022 | 76.32% |
| May 31, 2022 | 76.32% |
| April 30, 2022 | 76.32% |
| March 31, 2022 | 76.32% |
| February 28, 2022 | 76.32% |
| January 31, 2022 | 76.32% |
| December 31, 2021 | 76.32% |
| November 30, 2021 | 76.32% |
| October 31, 2021 | 76.32% |
| September 30, 2021 | 76.32% |
| August 31, 2021 | 76.32% |
| July 31, 2021 | 76.32% |
| June 30, 2021 | 76.32% |
| May 31, 2021 | 76.32% |
| April 30, 2021 | 76.32% |
| March 31, 2021 | 76.32% |
| February 28, 2021 | 76.32% |
| January 31, 2021 | 76.32% |
| December 31, 2020 | 76.32% |
| November 30, 2020 | 76.32% |
| October 31, 2020 | 76.32% |
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
74.33%
Minimum
Dec 2023
76.32%
Maximum
Dec 2019
75.93%
Average
76.32%
Median
Dec 2019
Max Drawdown (5Y) Benchmarks
| Stabilis Solutions Inc | 98.11% |
| ONEOK Inc | 80.17% |
| Antero Midstream Corp | 89.30% |
| Gran Tierra Energy Inc | 95.30% |
| Greenfire Resources Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.450 |
| Beta (5Y) | 1.069 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.06% |
| Historical Sharpe Ratio (5Y) | 0.3881 |
| Historical Sortino (5Y) | 0.3776 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.91% |