Fortis Inc (FTS)
38.05
+0.41
(+1.09%)
USD |
NYSE |
Apr 18, 16:00
38.05
0.00 (0.00%)
After-Hours: 19:20
Fortis Max Drawdown (5Y): 34.36% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 34.36% |
February 29, 2024 | 34.36% |
January 31, 2024 | 34.36% |
December 31, 2023 | 34.36% |
November 30, 2023 | 34.36% |
October 31, 2023 | 34.36% |
September 30, 2023 | 34.36% |
August 31, 2023 | 34.36% |
July 31, 2023 | 34.36% |
June 30, 2023 | 34.36% |
May 31, 2023 | 34.36% |
April 30, 2023 | 34.36% |
March 31, 2023 | 34.36% |
February 28, 2023 | 34.36% |
January 31, 2023 | 34.36% |
December 31, 2022 | 34.36% |
November 30, 2022 | 34.36% |
October 31, 2022 | 34.36% |
September 30, 2022 | 34.36% |
August 31, 2022 | 34.36% |
July 31, 2022 | 34.36% |
June 30, 2022 | 34.36% |
May 31, 2022 | 34.36% |
April 30, 2022 | 34.36% |
March 31, 2022 | 34.36% |
Date | Value |
---|---|
February 28, 2022 | 34.36% |
January 31, 2022 | 34.36% |
December 31, 2021 | 34.36% |
November 30, 2021 | 34.36% |
October 31, 2021 | 34.36% |
September 30, 2021 | 34.36% |
August 31, 2021 | 34.36% |
July 31, 2021 | 34.36% |
June 30, 2021 | 34.36% |
May 31, 2021 | 34.36% |
April 30, 2021 | 34.36% |
March 31, 2021 | 34.36% |
February 28, 2021 | 34.36% |
January 31, 2021 | 34.36% |
December 31, 2020 | 34.36% |
November 30, 2020 | 34.36% |
October 31, 2020 | 34.36% |
September 30, 2020 | 34.36% |
August 31, 2020 | 34.36% |
July 31, 2020 | 34.36% |
June 30, 2020 | 34.36% |
May 31, 2020 | 34.36% |
April 30, 2020 | 34.36% |
March 31, 2020 | 34.36% |
February 29, 2020 | 28.70% |
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
28.70%
Minimum
Apr 2019
34.36%
Maximum
Mar 2020
33.32%
Average
34.36%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
PowerTap Hydrogen Capital Corp | 99.93% |
First National Energy Corp | 99.78% |
NextEra Energy Inc | 44.99% |
Smart Powerr Corp | 98.46% |
Advent Technologies Holdings Inc | 99.18% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.333 |
Beta (5Y) | 0.4244 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.24% |
Historical Sharpe Ratio (5Y) | 0.1759 |
Historical Sortino (5Y) | 0.2113 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.53% |