Boralex Inc (BLX.TO)

29.21 +0.19 (+0.65%) CAD  |  TSX  |  Dec 20, 16:00
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Boralex Max Drawdown (5Y): 51.44% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
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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Max Drawdown (5Y) Benchmarks

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Innergex Renewable Energy Inc 74.53%
Fortis Inc 28.27%
Algonquin Power & Utilities Corp 64.39%
Berkley Renewables Inc 0.00%
Synex Renewable Energy Corp 67.35%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.1669
Beta (5Y) 0.3419
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 36.42%
Historical Sharpe Ratio (5Y) 0.0964
Historical Sortino (5Y) 0.1848
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.65%