AltaGas Ltd. (ATGFF)
38.31
+0.20
(+0.54%)
USD |
OTCM |
Aug 26, 16:00
AltaGas Max Drawdown (5Y) : 33.40% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 33.40% |
| June 30, 2026 | 33.40% |
| May 31, 2026 | 33.40% |
| April 30, 2026 | 33.40% |
| March 31, 2026 | 33.40% |
| February 28, 2026 | 33.40% |
| January 31, 2026 | 33.40% |
| December 31, 2025 | 33.40% |
| November 30, 2025 | 33.40% |
| October 31, 2025 | 36.87% |
| September 30, 2025 | 41.60% |
| August 31, 2025 | 41.67% |
| July 31, 2025 | 41.67% |
| June 30, 2025 | 46.42% |
| May 31, 2025 | 52.65% |
| April 30, 2025 | 53.97% |
| March 31, 2025 | 66.37% |
| February 28, 2025 | 73.95% |
| January 31, 2025 | 73.95% |
| December 31, 2024 | 73.95% |
| November 30, 2024 | 73.95% |
| October 31, 2024 | 73.95% |
| September 30, 2024 | 73.95% |
| August 31, 2024 | 73.95% |
| July 31, 2024 | 73.95% |
| Date | Value |
|---|---|
| June 30, 2024 | 73.95% |
| May 31, 2024 | 73.95% |
| April 30, 2024 | 73.95% |
| March 31, 2024 | 73.95% |
| February 29, 2024 | 73.95% |
| January 31, 2024 | 73.95% |
| December 31, 2023 | 73.95% |
| November 30, 2023 | 75.97% |
| October 31, 2023 | 75.97% |
| September 30, 2023 | 75.97% |
| August 31, 2023 | 75.97% |
| July 31, 2023 | 75.97% |
| June 30, 2023 | 75.97% |
| May 31, 2023 | 75.97% |
| April 30, 2023 | 75.97% |
| March 31, 2023 | 75.97% |
| February 28, 2023 | 75.97% |
| January 31, 2023 | 75.97% |
| December 31, 2022 | 75.97% |
| November 30, 2022 | 75.97% |
| October 31, 2022 | 75.97% |
| September 30, 2022 | 75.97% |
| August 31, 2022 | 75.97% |
| July 31, 2022 | 75.97% |
| June 30, 2022 | 75.97% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| RGC Resources, Inc. | 41.76% |
| Atmos Energy Corp. | 25.01% |
| Chesapeake Utilities Corp. | 38.67% |
| Spire Inc. | 27.44% |
| MDU Resources Group, Inc. | 25.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 11.18 |
| Beta (5Y) | 0.3479 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.46% |
| Historical Sharpe Ratio (5Y) | 0.7392 |
| Historical Sortino (5Y) | 1.087 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.65% |