AltaGas Ltd (ATGFF)
18.63
-0.64
(-3.32%)
USD |
OTCM |
Oct 02, 16:00
AltaGas Max Drawdown (5Y): 76.47% for Sept. 30, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2023 | 76.47% |
| August 31, 2023 | 76.47% |
| July 31, 2023 | 76.47% |
| June 30, 2023 | 76.47% |
| May 31, 2023 | 76.47% |
| April 30, 2023 | 76.47% |
| March 31, 2023 | 76.47% |
| February 28, 2023 | 76.47% |
| January 31, 2023 | 76.47% |
| December 31, 2022 | 76.47% |
| November 30, 2022 | 76.47% |
| October 31, 2022 | 76.47% |
| September 30, 2022 | 76.47% |
| August 31, 2022 | 76.47% |
| July 31, 2022 | 76.47% |
| June 30, 2022 | 76.47% |
| May 31, 2022 | 76.47% |
| April 30, 2022 | 76.47% |
| March 31, 2022 | 76.47% |
| February 28, 2022 | 76.47% |
| January 31, 2022 | 76.47% |
| December 31, 2021 | 76.47% |
| November 30, 2021 | 76.47% |
| October 31, 2021 | 76.47% |
| September 30, 2021 | 76.47% |
| Date | Value |
|---|---|
| August 31, 2021 | 76.47% |
| July 31, 2021 | 76.47% |
| June 30, 2021 | 76.47% |
| May 31, 2021 | 76.47% |
| April 30, 2021 | 76.47% |
| March 31, 2021 | 76.47% |
| February 28, 2021 | 76.47% |
| January 31, 2021 | 76.47% |
| December 31, 2020 | 76.47% |
| November 30, 2020 | 76.47% |
| October 31, 2020 | 76.47% |
| September 30, 2020 | 76.47% |
| August 31, 2020 | 76.47% |
| July 31, 2020 | 76.47% |
| June 30, 2020 | 76.47% |
| May 31, 2020 | 76.47% |
| April 30, 2020 | 76.47% |
| March 31, 2020 | 76.47% |
| February 29, 2020 | 76.47% |
| January 31, 2020 | 76.47% |
| December 31, 2019 | 76.47% |
| November 30, 2019 | 76.47% |
| October 31, 2019 | 76.47% |
| September 30, 2019 | 76.47% |
| August 31, 2019 | 76.47% |
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
66.62%
Minimum
Oct 2018
76.47%
Maximum
Dec 2018
76.23%
Average
76.47%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Stabilis Solutions Inc | 97.92% |
| Clean Energy Fuels Corp | 87.03% |
| ONEOK Inc | 80.17% |
| Antero Midstream Corp | 89.30% |
| Hammerhead Energy Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.694 |
| Beta (5Y) | 1.083 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.77% |
| Historical Sharpe Ratio (5Y) | 0.4317 |
| Historical Sortino (5Y) | 0.4324 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.07% |