Boralex Inc (BLX.TO)
33.78
+0.36
(+1.08%)
CAD |
TSX |
Nov 04, 16:00
33.78
0.00 (0.00%)
After-Hours: 16:15
Boralex Max Drawdown (5Y): 51.44% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 44.64% |
| Date | Value |
|---|---|
| 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% |
| August 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
Nov 2019
51.44%
Maximum
Oct 2023
44.28%
Average
44.64%
Median
Jan 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.669 |
| Beta (5Y) | 0.4371 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.12% |
| Historical Sharpe Ratio (5Y) | 0.2639 |
| Historical Sortino (5Y) | 0.4993 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.38% |