Hydro One Ltd (H.TO)

43.95 -0.26 (-0.59%) CAD  |  TSX  |  Dec 23, 09:50
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Hydro One Max Drawdown (5Y): 27.67% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Emera Inc 29.73%
Canadian Utilities Ltd 40.15%
Fortis Inc 28.27%
Algonquin Power & Utilities Corp 64.39%
Berkley Renewables Inc 0.00%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 10.90
Beta (5Y) 0.3404
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 17.61%
Historical Sharpe Ratio (5Y) 0.8083
Historical Sortino (5Y) 1.281
Monthly Value at Risk (VaR) 5% (5Y Lookback) 5.95%