Fortis Inc (FTS)
44.82
+0.12
(+0.27%)
USD |
NYSE |
Nov 21, 16:00
44.81
-0.01
(-0.02%)
Pre-Market: 20:00
Fortis Max Drawdown (5Y): 34.36% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 34.36% |
| September 30, 2024 | 34.36% |
| August 31, 2024 | 34.36% |
| July 31, 2024 | 34.36% |
| June 30, 2024 | 34.36% |
| May 31, 2024 | 34.36% |
| April 30, 2024 | 34.36% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
34.36%
Maximum
Mar 2020
33.98%
Average
34.36%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| First National Energy Corp | 99.78% |
| PowerTap Hydrogen Capital Corp | 100.00% |
| OGE Energy Corp | 48.85% |
| Smart Powerr Corp | 98.46% |
| Talen Energy Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.647 |
| Beta (5Y) | 0.4643 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.67% |
| Historical Sharpe Ratio (5Y) | 0.1257 |
| Historical Sortino (5Y) | 0.156 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.53% |