Idacorp Inc (IDA)
105.97
+0.12
(+0.11%)
USD |
NYSE |
Nov 04, 13:04
Idacorp Max Drawdown (5Y): 34.30% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 34.30% |
| Date | Value |
|---|---|
| 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% |
| August 31, 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
33.30%
Average
34.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| OGE Energy Corp | 48.85% |
| PPL Corp | 48.68% |
| Avista Corp | 37.17% |
| DTE Energy Co | 42.38% |
| Evergy Inc | 38.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.276 |
| Beta (5Y) | 0.5983 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.68% |
| Historical Sharpe Ratio (5Y) | -0.0531 |
| Historical Sortino (5Y) | -0.0762 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.41% |