Boralex Inc (BRLXF)
23.43
+0.26
(+1.12%)
USD |
OTCM |
May 22, 16:00
Boralex Max Drawdown (5Y): 55.25% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 55.25% |
| March 31, 2024 | 55.25% |
| February 29, 2024 | 55.25% |
| January 31, 2024 | 55.25% |
| December 31, 2023 | 55.25% |
| November 30, 2023 | 55.25% |
| October 31, 2023 | 55.25% |
| September 30, 2023 | 47.64% |
| August 31, 2023 | 47.64% |
| July 31, 2023 | 44.32% |
| June 30, 2023 | 44.32% |
| May 31, 2023 | 44.32% |
| April 30, 2023 | 44.32% |
| March 31, 2023 | 44.32% |
| February 28, 2023 | 44.32% |
| January 31, 2023 | 44.32% |
| December 31, 2022 | 44.32% |
| November 30, 2022 | 44.32% |
| October 31, 2022 | 44.32% |
| September 30, 2022 | 44.32% |
| August 31, 2022 | 44.32% |
| July 31, 2022 | 44.32% |
| June 30, 2022 | 44.32% |
| May 31, 2022 | 44.32% |
| April 30, 2022 | 44.32% |
| Date | Value |
|---|---|
| March 31, 2022 | 44.32% |
| February 28, 2022 | 44.32% |
| January 31, 2022 | 44.32% |
| December 31, 2021 | 42.37% |
| November 30, 2021 | 42.37% |
| October 31, 2021 | 42.37% |
| September 30, 2021 | 42.37% |
| August 31, 2021 | 42.37% |
| July 31, 2021 | 42.37% |
| June 30, 2021 | 42.37% |
| May 31, 2021 | 42.37% |
| April 30, 2021 | 42.37% |
| March 31, 2021 | 42.37% |
| February 28, 2021 | 42.37% |
| January 31, 2021 | 42.37% |
| December 31, 2020 | 42.37% |
| November 30, 2020 | 42.37% |
| October 31, 2020 | 42.37% |
| September 30, 2020 | 42.37% |
| August 31, 2020 | 42.37% |
| July 31, 2020 | 42.37% |
| June 30, 2020 | 42.37% |
| May 31, 2020 | 42.37% |
| April 30, 2020 | 42.37% |
| March 31, 2020 | 42.37% |
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
33.02%
Minimum
May 2019
55.25%
Maximum
Oct 2023
43.11%
Average
42.37%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| PowerTap Hydrogen Capital Corp | 99.93% |
| First National Energy Corp | 99.78% |
| Smart Powerr Corp | 98.46% |
| Advent Technologies Holdings Inc | 99.33% |
| Fluence Energy Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.292 |
| Beta (5Y) | 0.5967 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.12% |
| Historical Sharpe Ratio (5Y) | 0.2139 |
| Historical Sortino (5Y) | 0.366 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.98% |