Emera Inc (EMRAF)
36.85
+0.96
(+2.67%)
USD |
OTCM |
May 21, 16:00
Emera Max Drawdown (5Y): 35.92% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 35.92% |
March 31, 2024 | 35.92% |
February 29, 2024 | 35.92% |
January 31, 2024 | 35.92% |
December 31, 2023 | 35.92% |
November 30, 2023 | 35.92% |
October 31, 2023 | 35.92% |
September 30, 2023 | 35.92% |
August 31, 2023 | 35.92% |
July 31, 2023 | 35.92% |
June 30, 2023 | 35.92% |
May 31, 2023 | 35.92% |
April 30, 2023 | 35.92% |
March 31, 2023 | 35.92% |
February 28, 2023 | 35.92% |
January 31, 2023 | 35.92% |
December 31, 2022 | 35.92% |
November 30, 2022 | 35.92% |
October 31, 2022 | 35.92% |
September 30, 2022 | 35.92% |
August 31, 2022 | 35.92% |
July 31, 2022 | 35.92% |
June 30, 2022 | 35.92% |
May 31, 2022 | 35.92% |
April 30, 2022 | 35.92% |
Date | Value |
---|---|
March 31, 2022 | 35.92% |
February 28, 2022 | 35.92% |
January 31, 2022 | 35.92% |
December 31, 2021 | 35.92% |
November 30, 2021 | 35.92% |
October 31, 2021 | 35.92% |
September 30, 2021 | 35.92% |
August 31, 2021 | 35.92% |
July 31, 2021 | 35.92% |
June 30, 2021 | 35.92% |
May 31, 2021 | 35.92% |
April 30, 2021 | 35.92% |
March 31, 2021 | 35.92% |
February 28, 2021 | 35.92% |
January 31, 2021 | 35.92% |
December 31, 2020 | 35.92% |
November 30, 2020 | 35.92% |
October 31, 2020 | 35.92% |
September 30, 2020 | 35.92% |
August 31, 2020 | 35.92% |
July 31, 2020 | 35.92% |
June 30, 2020 | 35.92% |
May 31, 2020 | 35.92% |
April 30, 2020 | 35.92% |
March 31, 2020 | 35.92% |
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
21.51%
Minimum
May 2019
35.92%
Maximum
Mar 2020
33.52%
Average
35.92%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
First National Energy Corp | 99.78% |
PowerTap Hydrogen Capital Corp | 99.93% |
Smart Powerr Corp | 98.46% |
Advent Technologies Holdings Inc | 99.33% |
Fluence Energy Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.870 |
Beta (5Y) | 0.4926 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.58% |
Historical Sharpe Ratio (5Y) | 0.0316 |
Historical Sortino (5Y) | 0.0375 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.11% |