Hydro One Ltd (H.TO)
44.41
-0.31
(-0.69%)
CAD |
TSX |
Nov 04, 16:00
Hydro One Max Drawdown (5Y): 27.67% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 27.67% |
August 31, 2024 | 27.67% |
July 31, 2024 | 27.67% |
June 30, 2024 | 27.67% |
May 31, 2024 | 27.67% |
April 30, 2024 | 27.67% |
March 31, 2024 | 27.67% |
February 29, 2024 | 27.67% |
January 31, 2024 | 27.67% |
December 31, 2023 | 27.67% |
November 30, 2023 | 27.67% |
October 31, 2023 | 27.67% |
September 30, 2023 | 27.67% |
August 31, 2023 | 27.67% |
July 31, 2023 | 27.67% |
June 30, 2023 | 27.67% |
May 31, 2023 | 27.67% |
April 30, 2023 | 27.67% |
March 31, 2023 | 27.67% |
February 28, 2023 | 27.67% |
January 31, 2023 | 27.67% |
December 31, 2022 | 27.67% |
November 30, 2022 | 27.67% |
October 31, 2022 | 27.67% |
September 30, 2022 | 27.67% |
Date | Value |
---|---|
August 31, 2022 | 27.67% |
July 31, 2022 | 27.67% |
June 30, 2022 | 27.67% |
May 31, 2022 | 27.67% |
April 30, 2022 | 27.67% |
March 31, 2022 | 27.67% |
February 28, 2022 | 27.67% |
January 31, 2022 | 27.67% |
December 31, 2021 | 27.67% |
November 30, 2021 | 27.67% |
October 31, 2021 | 27.67% |
September 30, 2021 | 27.67% |
August 31, 2021 | 27.67% |
July 31, 2021 | 27.67% |
June 30, 2021 | 27.67% |
May 31, 2021 | 27.67% |
April 30, 2021 | 27.67% |
March 31, 2021 | 27.67% |
February 28, 2021 | 27.67% |
January 31, 2021 | 27.67% |
December 31, 2020 | 27.67% |
November 30, 2020 | 27.67% |
October 31, 2020 | 27.67% |
September 30, 2020 | 27.67% |
August 31, 2020 | 27.67% |
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
23.99%
Minimum
Nov 2019
27.67%
Maximum
Mar 2020
27.42%
Average
27.67%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Emera Inc | 29.73% |
Canadian Utilities Ltd | 40.15% |
Fortis Inc | 28.27% |
TransAlta Corp | 50.59% |
Capital Power Corp | 47.38% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 12.33 |
Beta (5Y) | 0.3458 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.63% |
Historical Sharpe Ratio (5Y) | 0.8728 |
Historical Sortino (5Y) | 1.365 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.69% |