Boralex Inc (BLX.TO)
30.09
-0.26
(-0.86%)
CAD |
TSX |
Nov 22, 13:36
Boralex Max Drawdown (5Y): 51.44% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 51.44% |
September 30, 2024 | 51.44% |
August 31, 2024 | 51.44% |
July 31, 2024 | 51.44% |
June 30, 2024 | 51.44% |
May 31, 2024 | 51.44% |
April 30, 2024 | 51.44% |
March 31, 2024 | 51.44% |
February 29, 2024 | 51.44% |
January 31, 2024 | 51.44% |
December 31, 2023 | 51.44% |
November 30, 2023 | 51.44% |
October 31, 2023 | 51.44% |
September 30, 2023 | 45.01% |
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% |
Date | Value |
---|---|
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% |
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% |
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
Nov 2019
51.44%
Maximum
Oct 2023
44.40%
Average
44.64%
Median
Jan 2022
Max Drawdown (5Y) Benchmarks
Innergex Renewable Energy Inc | 74.53% |
Fortis Inc | 28.27% |
Berkley Renewables Inc | 0.00% |
Algonquin Power & Utilities Corp | 64.39% |
Synex Renewable Energy Corp | 67.27% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.746 |
Beta (5Y) | 0.4324 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.13% |
Historical Sharpe Ratio (5Y) | 0.2408 |
Historical Sortino (5Y) | 0.4577 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.38% |