AltaGas Ltd (ATGFF)

22.98 0.00 (0.00%) USD  |  OTCM  |  Dec 24, 16:00
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AltaGas Max Drawdown (5Y): 74.33% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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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%