Innergex Renewable Energy Inc (INE.TO)
7.97
-0.22
(-2.69%)
CAD |
TSX |
Apr 25, 16:00
Innergex Renewable Energy Max Drawdown (5Y): 74.53% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 74.53% |
| February 29, 2024 | 74.53% |
| January 31, 2024 | 70.08% |
| December 31, 2023 | 70.08% |
| November 30, 2023 | 70.08% |
| October 31, 2023 | 70.08% |
| September 30, 2023 | 64.36% |
| August 31, 2023 | 58.33% |
| July 31, 2023 | 58.02% |
| June 30, 2023 | 58.02% |
| May 31, 2023 | 56.25% |
| April 30, 2023 | 53.56% |
| March 31, 2023 | 53.56% |
| February 28, 2023 | 53.56% |
| January 31, 2023 | 51.91% |
| December 31, 2022 | 51.91% |
| November 30, 2022 | 51.91% |
| October 31, 2022 | 51.91% |
| September 30, 2022 | 47.35% |
| August 31, 2022 | 47.35% |
| July 31, 2022 | 47.35% |
| June 30, 2022 | 47.35% |
| May 31, 2022 | 47.35% |
| April 30, 2022 | 45.15% |
| March 31, 2022 | 45.15% |
| Date | Value |
|---|---|
| February 28, 2022 | 45.15% |
| January 31, 2022 | 45.15% |
| December 31, 2021 | 43.06% |
| November 30, 2021 | 41.18% |
| October 31, 2021 | 41.18% |
| September 30, 2021 | 41.18% |
| August 31, 2021 | 41.18% |
| July 31, 2021 | 41.18% |
| June 30, 2021 | 41.18% |
| May 31, 2021 | 41.18% |
| April 30, 2021 | 34.56% |
| March 31, 2021 | 34.56% |
| February 28, 2021 | 34.27% |
| January 31, 2021 | 34.27% |
| December 31, 2020 | 34.27% |
| November 30, 2020 | 34.27% |
| October 31, 2020 | 34.27% |
| September 30, 2020 | 34.27% |
| August 31, 2020 | 34.27% |
| July 31, 2020 | 34.27% |
| June 30, 2020 | 34.27% |
| May 31, 2020 | 34.27% |
| April 30, 2020 | 34.27% |
| March 31, 2020 | 34.27% |
| February 29, 2020 | 19.18% |
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
19.18%
Minimum
Apr 2019
74.53%
Maximum
Feb 2024
42.21%
Average
41.18%
Median
May 2021
Max Drawdown (5Y) Benchmarks
| Boralex Inc | 51.66% |
| Algonquin Power & Utilities Corp | 64.39% |
| Berkley Renewables Inc | 73.33% |
| Synex Renewable Energy Corp | 69.09% |
| Altius Renewable Royalties Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.40 |
| Beta (5Y) | 0.3181 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.13% |
| Historical Sharpe Ratio (5Y) | -0.2723 |
| Historical Sortino (5Y) | -0.3679 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.32% |