Innergex Renewable Energy Inc (INE.TO)

8.26 +0.17 (+2.10%) CAD  |  TSX  |  Dec 20, 16:00
8.26 0.00 (0.00%) After-Hours: 16:15
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Innergex Renewable Energy Max Drawdown (5Y): 74.53% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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Boralex Inc 51.44%
Fortis Inc 28.27%
Algonquin Power & Utilities Corp 64.39%
Berkley Renewables Inc 0.00%
Synex Renewable Energy Corp 67.35%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -14.23
Beta (5Y) 0.3030
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 34.26%
Historical Sharpe Ratio (5Y) -0.3289
Historical Sortino (5Y) -0.4946
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.32%