Fortis Inc (FTS.TO)

60.01 +0.71 (+1.20%) CAD  |  TSX  |  Dec 20, 16:00
60.01 0.00 (0.00%) After-Hours: 16:20
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Fortis Max Drawdown (5Y): 28.27% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Boralex Inc 51.44%
Innergex Renewable Energy Inc 74.53%
Algonquin Power & Utilities Corp 64.39%
Berkley Renewables Inc 0.00%
Synex Renewable Energy Corp 67.35%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.573
Beta (5Y) 0.2904
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 15.78%
Historical Sharpe Ratio (5Y) 0.343
Historical Sortino (5Y) 0.4805
Monthly Value at Risk (VaR) 5% (5Y Lookback) 5.97%