Emera Inc (EMA.TO)
51.92
+0.01
(+0.02%)
CAD |
TSX |
Nov 22, 16:00
Emera Max Drawdown (5Y): 29.73% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 29.73% |
| August 31, 2024 | 29.73% |
| July 31, 2024 | 29.73% |
| June 30, 2024 | 29.73% |
| May 31, 2024 | 29.73% |
| April 30, 2024 | 29.73% |
| March 31, 2024 | 29.73% |
| February 29, 2024 | 29.73% |
| January 31, 2024 | 29.73% |
| December 31, 2023 | 29.73% |
| November 30, 2023 | 29.73% |
| October 31, 2023 | 29.73% |
| September 30, 2023 | 29.73% |
| August 31, 2023 | 29.73% |
| July 31, 2023 | 29.73% |
| June 30, 2023 | 29.73% |
| May 31, 2023 | 29.73% |
| April 30, 2023 | 29.73% |
| March 31, 2023 | 29.73% |
| February 28, 2023 | 29.73% |
| January 31, 2023 | 29.73% |
| December 31, 2022 | 29.73% |
| November 30, 2022 | 29.73% |
| October 31, 2022 | 29.73% |
| September 30, 2022 | 29.73% |
| Date | Value |
|---|---|
| August 31, 2022 | 29.73% |
| July 31, 2022 | 29.73% |
| June 30, 2022 | 29.73% |
| May 31, 2022 | 29.73% |
| April 30, 2022 | 29.73% |
| March 31, 2022 | 29.73% |
| February 28, 2022 | 29.73% |
| January 31, 2022 | 29.73% |
| December 31, 2021 | 29.73% |
| November 30, 2021 | 29.73% |
| October 31, 2021 | 29.73% |
| September 30, 2021 | 29.73% |
| August 31, 2021 | 29.73% |
| July 31, 2021 | 29.73% |
| June 30, 2021 | 29.73% |
| May 31, 2021 | 29.73% |
| April 30, 2021 | 29.73% |
| March 31, 2021 | 29.73% |
| February 28, 2021 | 29.73% |
| January 31, 2021 | 29.73% |
| December 31, 2020 | 29.73% |
| November 30, 2020 | 29.73% |
| October 31, 2020 | 29.73% |
| September 30, 2020 | 29.73% |
| August 31, 2020 | 29.73% |
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
18.96%
Minimum
Nov 2019
29.73%
Maximum
Mar 2020
29.00%
Average
29.73%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Hydro One Ltd | 27.67% |
| Canadian Utilities Ltd | 40.15% |
| Fortis Inc | 28.27% |
| TransAlta Corp | 50.59% |
| Capital Power Corp | 47.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.650 |
| Beta (5Y) | 0.4010 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.56% |
| Historical Sharpe Ratio (5Y) | 0.051 |
| Historical Sortino (5Y) | 0.0662 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.08% |