Boralex Inc (BLX.TO)
28.92
+1.29
(+4.67%)
CAD |
TSX |
May 01, 16:00
Boralex Max Drawdown (5Y): 51.66% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 51.66% |
March 31, 2024 | 51.66% |
February 29, 2024 | 51.66% |
January 31, 2024 | 51.66% |
December 31, 2023 | 51.66% |
November 30, 2023 | 51.66% |
October 31, 2023 | 51.66% |
September 30, 2023 | 45.25% |
August 31, 2023 | 44.64% |
July 31, 2023 | 44.64% |
June 30, 2023 | 44.64% |
May 31, 2023 | 44.64% |
April 30, 2023 | 44.64% |
March 31, 2023 | 44.64% |
February 28, 2023 | 44.64% |
January 31, 2023 | 44.64% |
December 31, 2022 | 44.64% |
November 30, 2022 | 44.64% |
October 31, 2022 | 44.64% |
September 30, 2022 | 44.64% |
August 31, 2022 | 44.64% |
July 31, 2022 | 44.64% |
June 30, 2022 | 44.64% |
May 31, 2022 | 44.64% |
April 30, 2022 | 44.64% |
Date | Value |
---|---|
March 31, 2022 | 44.64% |
February 28, 2022 | 44.64% |
January 31, 2022 | 44.64% |
December 31, 2021 | 42.14% |
November 30, 2021 | 42.14% |
October 31, 2021 | 42.14% |
September 30, 2021 | 42.14% |
August 31, 2021 | 42.14% |
July 31, 2021 | 42.14% |
June 30, 2021 | 42.14% |
May 31, 2021 | 42.14% |
April 30, 2021 | 42.14% |
March 31, 2021 | 42.14% |
February 28, 2021 | 42.14% |
January 31, 2021 | 42.14% |
December 31, 2020 | 42.14% |
November 30, 2020 | 42.14% |
October 31, 2020 | 42.14% |
September 30, 2020 | 42.14% |
August 31, 2020 | 42.14% |
July 31, 2020 | 42.14% |
June 30, 2020 | 42.14% |
May 31, 2020 | 42.14% |
April 30, 2020 | 42.14% |
March 31, 2020 | 42.14% |
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
32.64%
Minimum
May 2019
51.66%
Maximum
Oct 2023
42.55%
Average
42.14%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 6.000 |
Beta (5Y) | 0.3897 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.22% |
Historical Sharpe Ratio (5Y) | 0.2474 |
Historical Sortino (5Y) | 0.4547 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.38% |