Fortis, Inc. (FTS)
52.90
+0.03
(+0.06%)
USD |
NYSE |
Oct 05, 09:33
Fortis Max Drawdown (5Y) : 30.13% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 30.13% |
| August 31, 2026 | 30.13% |
| July 31, 2026 | 30.13% |
| June 30, 2026 | 30.13% |
| May 31, 2026 | 30.13% |
| April 30, 2026 | 30.13% |
| March 31, 2026 | 30.13% |
| February 28, 2026 | 30.13% |
| January 31, 2026 | 30.13% |
| December 31, 2025 | 30.13% |
| November 30, 2025 | 30.13% |
| October 31, 2025 | 30.13% |
| September 30, 2025 | 30.13% |
| August 31, 2025 | 30.13% |
| July 31, 2025 | 30.13% |
| June 30, 2025 | 30.13% |
| May 31, 2025 | 30.13% |
| April 30, 2025 | 30.13% |
| March 31, 2025 | 30.13% |
| February 28, 2025 | 34.36% |
| January 31, 2025 | 34.36% |
| December 31, 2024 | 34.36% |
| November 30, 2024 | 34.36% |
| October 31, 2024 | 34.36% |
| September 30, 2024 | 34.36% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 34.36% |
| August 31, 2022 | 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| American Electric Power Co., Inc. | 29.55% |
| PPL Corp. | 26.92% |
| Companhia Energética de Minas Gerais SA | 28.63% |
| Duke Energy Corp. | 24.16% |
| Empresa Distribuidora y Comercializadora Norte SA | 93.54% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.3589 |
| Beta (5Y) | 0.4156 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.97% |
| Historical Sharpe Ratio (5Y) | 0.2379 |
| Historical Sortino (5Y) | 0.353 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.53% |