Fortis Inc (FTS.TO)
63.09
+0.51
(+0.81%)
CAD |
TSX |
Nov 22, 10:05
Fortis Max Drawdown (5Y): 28.27% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 28.27% |
| August 31, 2024 | 28.27% |
| July 31, 2024 | 28.27% |
| June 30, 2024 | 28.27% |
| May 31, 2024 | 28.27% |
| April 30, 2024 | 28.27% |
| March 31, 2024 | 28.27% |
| February 29, 2024 | 28.27% |
| January 31, 2024 | 28.27% |
| December 31, 2023 | 28.27% |
| November 30, 2023 | 28.27% |
| October 31, 2023 | 28.27% |
| September 30, 2023 | 28.27% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
28.27%
Maximum
Mar 2020
27.49%
Average
28.27%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| 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 | 67.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.155 |
| Beta (5Y) | 0.2685 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.86% |
| Historical Sharpe Ratio (5Y) | 0.2225 |
| Historical Sortino (5Y) | 0.3107 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.97% |