Fortis Inc (FTS.TO)
54.20
-0.16
(-0.29%)
CAD |
TSX |
Sep 25, 12:03
Fortis Max Drawdown (5Y): 28.27% for Aug. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
August 31, 2023 | 28.27% |
July 31, 2023 | 28.27% |
June 30, 2023 | 28.27% |
May 31, 2023 | 28.27% |
April 30, 2023 | 28.27% |
March 31, 2023 | 28.27% |
February 28, 2023 | 28.27% |
January 31, 2023 | 28.27% |
December 31, 2022 | 28.27% |
November 30, 2022 | 28.27% |
October 31, 2022 | 28.27% |
September 30, 2022 | 28.27% |
August 31, 2022 | 28.27% |
July 31, 2022 | 28.27% |
June 30, 2022 | 28.27% |
May 31, 2022 | 28.27% |
April 30, 2022 | 28.27% |
March 31, 2022 | 28.27% |
February 28, 2022 | 28.27% |
January 31, 2022 | 28.27% |
December 31, 2021 | 28.27% |
November 30, 2021 | 28.27% |
October 31, 2021 | 28.27% |
September 30, 2021 | 28.27% |
August 31, 2021 | 28.27% |
Date | Value |
---|---|
July 31, 2021 | 28.27% |
June 30, 2021 | 28.27% |
May 31, 2021 | 28.27% |
April 30, 2021 | 28.27% |
March 31, 2021 | 28.27% |
February 28, 2021 | 28.27% |
January 31, 2021 | 28.27% |
December 31, 2020 | 28.27% |
November 30, 2020 | 28.27% |
October 31, 2020 | 28.27% |
September 30, 2020 | 28.27% |
August 31, 2020 | 28.27% |
July 31, 2020 | 28.27% |
June 30, 2020 | 28.27% |
May 31, 2020 | 28.27% |
April 30, 2020 | 28.27% |
March 31, 2020 | 28.27% |
February 29, 2020 | 16.74% |
January 31, 2020 | 16.74% |
December 31, 2019 | 16.74% |
November 30, 2019 | 16.74% |
October 31, 2019 | 16.74% |
September 30, 2019 | 16.74% |
August 31, 2019 | 16.74% |
July 31, 2019 | 16.74% |
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
16.74%
Minimum
Sep 2018
28.27%
Maximum
Mar 2020
24.81%
Average
28.27%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Boralex Inc | 44.64% |
Innergex Renewable Energy Inc | 58.33% |
Berkley Renewables Inc | 85.00% |
Algonquin Power & Utilities Corp | 56.81% |
Synex Renewable Energy Corp | 69.09% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.180 |
Beta (5Y) | 0.2357 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.86% |
Historical Sharpe Ratio (5Y) | 0.484 |
Historical Sortino (5Y) | 0.6589 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.98% |