Capital Power Corp (CPX.TO)
61.07
+0.48
(+0.79%)
CAD |
TSX |
Nov 22, 16:00
Capital Power Max Drawdown (5Y): 47.38% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 47.38% |
| August 31, 2024 | 47.38% |
| July 31, 2024 | 47.38% |
| June 30, 2024 | 47.38% |
| May 31, 2024 | 47.38% |
| April 30, 2024 | 47.38% |
| March 31, 2024 | 47.38% |
| February 29, 2024 | 47.38% |
| January 31, 2024 | 47.38% |
| December 31, 2023 | 47.38% |
| November 30, 2023 | 47.38% |
| October 31, 2023 | 47.38% |
| September 30, 2023 | 47.38% |
| August 31, 2023 | 47.38% |
| July 31, 2023 | 47.38% |
| June 30, 2023 | 47.38% |
| May 31, 2023 | 47.38% |
| April 30, 2023 | 47.38% |
| March 31, 2023 | 47.38% |
| February 28, 2023 | 47.38% |
| January 31, 2023 | 47.38% |
| December 31, 2022 | 47.38% |
| November 30, 2022 | 47.38% |
| October 31, 2022 | 47.38% |
| September 30, 2022 | 47.38% |
| Date | Value |
|---|---|
| August 31, 2022 | 47.38% |
| July 31, 2022 | 47.38% |
| June 30, 2022 | 47.38% |
| May 31, 2022 | 47.38% |
| April 30, 2022 | 47.38% |
| March 31, 2022 | 47.38% |
| February 28, 2022 | 47.38% |
| January 31, 2022 | 47.38% |
| December 31, 2021 | 47.38% |
| November 30, 2021 | 47.38% |
| October 31, 2021 | 47.38% |
| September 30, 2021 | 47.38% |
| August 31, 2021 | 47.38% |
| July 31, 2021 | 47.38% |
| June 30, 2021 | 47.38% |
| May 31, 2021 | 47.38% |
| April 30, 2021 | 47.38% |
| March 31, 2021 | 47.38% |
| February 28, 2021 | 47.38% |
| January 31, 2021 | 47.38% |
| December 31, 2020 | 47.38% |
| November 30, 2020 | 47.38% |
| October 31, 2020 | 47.38% |
| September 30, 2020 | 47.38% |
| August 31, 2020 | 47.38% |
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
41.85%
Minimum
Nov 2019
47.38%
Maximum
Mar 2020
47.01%
Average
47.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Fortis Inc | 28.27% |
| Canadian Utilities Ltd | 40.15% |
| Emera Inc | 29.73% |
| TransAlta Corp | 50.59% |
| Hydro One Ltd | 27.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.692 |
| Beta (5Y) | 0.6132 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.72% |
| Historical Sharpe Ratio (5Y) | 0.5709 |
| Historical Sortino (5Y) | 0.6003 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.04% |