Canadian Utilities Ltd (CDUAF)
22.03
-0.10
(-0.45%)
USD |
OTCM |
May 03, 16:00
Canadian Utilities Max Drawdown (5Y): 41.92% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 41.92% |
| March 31, 2024 | 41.92% |
| February 29, 2024 | 41.92% |
| January 31, 2024 | 41.92% |
| December 31, 2023 | 41.92% |
| November 30, 2023 | 41.92% |
| October 31, 2023 | 41.92% |
| September 30, 2023 | 41.92% |
| August 31, 2023 | 41.92% |
| July 31, 2023 | 41.92% |
| June 30, 2023 | 41.92% |
| May 31, 2023 | 41.92% |
| April 30, 2023 | 41.92% |
| March 31, 2023 | 41.92% |
| February 28, 2023 | 41.92% |
| January 31, 2023 | 56.99% |
| December 31, 2022 | 61.66% |
| November 30, 2022 | 61.79% |
| October 31, 2022 | 61.79% |
| September 30, 2022 | 61.79% |
| August 31, 2022 | 61.79% |
| July 31, 2022 | 61.79% |
| June 30, 2022 | 61.79% |
| May 31, 2022 | 61.79% |
| April 30, 2022 | 61.79% |
| Date | Value |
|---|---|
| March 31, 2022 | 61.79% |
| February 28, 2022 | 61.79% |
| January 31, 2022 | 61.79% |
| December 31, 2021 | 61.79% |
| November 30, 2021 | 62.36% |
| October 31, 2021 | 62.65% |
| September 30, 2021 | 63.25% |
| August 31, 2021 | 63.82% |
| July 31, 2021 | 63.82% |
| June 30, 2021 | 63.82% |
| May 31, 2021 | 63.82% |
| April 30, 2021 | 63.82% |
| March 31, 2021 | 63.82% |
| February 28, 2021 | 63.95% |
| January 31, 2021 | 63.95% |
| December 31, 2020 | 65.57% |
| November 30, 2020 | 67.29% |
| October 31, 2020 | 71.65% |
| September 30, 2020 | 71.65% |
| August 31, 2020 | 71.65% |
| July 31, 2020 | 71.65% |
| June 30, 2020 | 71.65% |
| May 31, 2020 | 71.65% |
| April 30, 2020 | 71.65% |
| March 31, 2020 | 71.65% |
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
41.92%
Minimum
Feb 2023
71.65%
Maximum
May 2019
60.17%
Average
62.51%
Median
Max Drawdown (5Y) Benchmarks
| First National Energy Corp | 99.78% |
| PowerTap Hydrogen Capital Corp | 99.93% |
| American Electric Power Co Inc | 32.91% |
| NorthWestern Energy Group Inc | 39.27% |
| Via Renewables Inc | 89.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.328 |
| Beta (5Y) | 0.6612 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.56% |
| Historical Sharpe Ratio (5Y) | -0.0407 |
| Historical Sortino (5Y) | -0.046 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.75% |