Idacorp Inc (IDA)
118.80
+0.84
(+0.71%)
USD |
NYSE |
Nov 21, 16:00
119.99
+1.19
(+1.00%)
Pre-Market: 20:00
Idacorp Max Drawdown (5Y): 34.30% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 34.30% |
September 30, 2024 | 34.30% |
August 31, 2024 | 34.30% |
July 31, 2024 | 34.30% |
June 30, 2024 | 34.30% |
May 31, 2024 | 34.30% |
April 30, 2024 | 34.30% |
March 31, 2024 | 34.30% |
February 29, 2024 | 34.30% |
January 31, 2024 | 34.30% |
December 31, 2023 | 34.30% |
November 30, 2023 | 34.30% |
October 31, 2023 | 34.30% |
September 30, 2023 | 34.30% |
August 31, 2023 | 34.30% |
July 31, 2023 | 34.30% |
June 30, 2023 | 34.30% |
May 31, 2023 | 34.30% |
April 30, 2023 | 34.30% |
March 31, 2023 | 34.30% |
February 28, 2023 | 34.30% |
January 31, 2023 | 34.30% |
December 31, 2022 | 34.30% |
November 30, 2022 | 34.30% |
October 31, 2022 | 34.30% |
Date | Value |
---|---|
September 30, 2022 | 34.30% |
August 31, 2022 | 34.30% |
July 31, 2022 | 34.30% |
June 30, 2022 | 34.30% |
May 31, 2022 | 34.30% |
April 30, 2022 | 34.30% |
March 31, 2022 | 34.30% |
February 28, 2022 | 34.30% |
January 31, 2022 | 34.30% |
December 31, 2021 | 34.30% |
November 30, 2021 | 34.30% |
October 31, 2021 | 34.30% |
September 30, 2021 | 34.30% |
August 31, 2021 | 34.30% |
July 31, 2021 | 34.30% |
June 30, 2021 | 34.30% |
May 31, 2021 | 34.30% |
April 30, 2021 | 34.30% |
March 31, 2021 | 34.30% |
February 28, 2021 | 34.30% |
January 31, 2021 | 34.30% |
December 31, 2020 | 34.30% |
November 30, 2020 | 34.30% |
October 31, 2020 | 34.30% |
September 30, 2020 | 34.30% |
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
19.54%
Minimum
Nov 2019
34.30%
Maximum
Mar 2020
33.32%
Average
34.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Avista Corp | 37.17% |
OGE Energy Corp | 48.85% |
Pinnacle West Capital Corp | 39.28% |
PPL Corp | 48.68% |
Evergy Inc | 38.78% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.874 |
Beta (5Y) | 0.5990 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.68% |
Historical Sharpe Ratio (5Y) | -0.0069 |
Historical Sortino (5Y) | -0.0099 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.41% |