Caribbean Utilities Co Ltd (CUP.U.TO)
13.51
0.00 (0.00%)
USD |
TSX |
Nov 06, 09:46
Caribbean Utilities Max Drawdown (5Y): 26.06% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 26.06% |
| August 31, 2024 | 26.06% |
| July 31, 2024 | 26.06% |
| June 30, 2024 | 26.06% |
| May 31, 2024 | 26.06% |
| April 30, 2024 | 26.06% |
| March 31, 2024 | 26.06% |
| February 29, 2024 | 26.06% |
| January 31, 2024 | 26.06% |
| December 31, 2023 | 26.06% |
| November 30, 2023 | 25.46% |
| October 31, 2023 | 23.31% |
| September 30, 2023 | 23.31% |
| August 31, 2023 | 23.31% |
| July 31, 2023 | 23.31% |
| June 30, 2023 | 22.95% |
| May 31, 2023 | 22.95% |
| April 30, 2023 | 22.95% |
| March 31, 2023 | 22.95% |
| February 28, 2023 | 22.95% |
| January 31, 2023 | 22.95% |
| December 31, 2022 | 22.95% |
| November 30, 2022 | 22.95% |
| October 31, 2022 | 22.95% |
| September 30, 2022 | 22.95% |
| Date | Value |
|---|---|
| August 31, 2022 | 22.95% |
| July 31, 2022 | 22.95% |
| June 30, 2022 | 22.95% |
| May 31, 2022 | 22.95% |
| April 30, 2022 | 22.95% |
| March 31, 2022 | 22.95% |
| February 28, 2022 | 22.95% |
| January 31, 2022 | 22.95% |
| December 31, 2021 | 22.95% |
| November 30, 2021 | 22.95% |
| October 31, 2021 | 22.95% |
| September 30, 2021 | 22.95% |
| August 31, 2021 | 22.95% |
| July 31, 2021 | 22.95% |
| June 30, 2021 | 22.95% |
| May 31, 2021 | 22.95% |
| April 30, 2021 | 22.95% |
| March 31, 2021 | 22.95% |
| February 28, 2021 | 22.95% |
| January 31, 2021 | 22.95% |
| December 31, 2020 | 22.95% |
| November 30, 2020 | 22.95% |
| October 31, 2020 | 22.95% |
| September 30, 2020 | 22.95% |
| August 31, 2020 | 22.95% |
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
12.66%
Minimum
Nov 2019
26.06%
Maximum
Dec 2023
22.85%
Average
22.95%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Fortis Inc | 28.27% |
| Canadian Utilities Ltd | 40.15% |
| Emera Inc | 29.73% |
| Hydro One Ltd | 27.67% |
| Berkley Renewables Inc | 0.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.687 |
| Beta (5Y) | 0.4296 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.28% |
| Historical Sharpe Ratio (5Y) | 0.0068 |
| Historical Sortino (5Y) | 0.01 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.03% |