Northland Power Inc (NPI.TO)
20.99
-0.05
(-0.24%)
CAD |
TSX |
Apr 18, 16:00
20.99
0.00 (0.00%)
After-Hours: 16:41
Northland Power Max Drawdown (5Y): 58.07% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 58.07% |
February 29, 2024 | 58.07% |
January 31, 2024 | 58.07% |
December 31, 2023 | 58.07% |
November 30, 2023 | 58.07% |
October 31, 2023 | 58.07% |
September 30, 2023 | 52.82% |
August 31, 2023 | 51.80% |
July 31, 2023 | 45.85% |
June 30, 2023 | 43.56% |
May 31, 2023 | 39.69% |
April 30, 2023 | 37.27% |
March 31, 2023 | 37.27% |
February 28, 2023 | 37.27% |
January 31, 2023 | 37.27% |
December 31, 2022 | 37.27% |
November 30, 2022 | 37.27% |
October 31, 2022 | 37.27% |
September 30, 2022 | 37.27% |
August 31, 2022 | 37.27% |
July 31, 2022 | 37.27% |
June 30, 2022 | 37.27% |
May 31, 2022 | 37.27% |
April 30, 2022 | 37.27% |
March 31, 2022 | 37.27% |
Date | Value |
---|---|
February 28, 2022 | 37.27% |
January 31, 2022 | 37.27% |
December 31, 2021 | 37.27% |
November 30, 2021 | 37.27% |
October 31, 2021 | 37.27% |
September 30, 2021 | 37.27% |
August 31, 2021 | 37.27% |
July 31, 2021 | 37.27% |
June 30, 2021 | 37.27% |
May 31, 2021 | 37.27% |
April 30, 2021 | 37.27% |
March 31, 2021 | 37.27% |
February 28, 2021 | 37.27% |
January 31, 2021 | 37.27% |
December 31, 2020 | 37.27% |
November 30, 2020 | 37.27% |
October 31, 2020 | 37.27% |
September 30, 2020 | 37.27% |
August 31, 2020 | 37.27% |
July 31, 2020 | 37.27% |
June 30, 2020 | 37.27% |
May 31, 2020 | 37.27% |
April 30, 2020 | 37.27% |
March 31, 2020 | 37.27% |
February 29, 2020 | 19.15% |
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
19.15%
Minimum
Apr 2019
58.07%
Maximum
Oct 2023
36.82%
Average
37.27%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Boralex Inc | 51.66% |
Polaris Renewable Energy Inc | 60.45% |
Innergex Renewable Energy Inc | 74.53% |
Berkley Renewables Inc | 73.33% |
Prime Drink Group Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.264 |
Beta (5Y) | 0.4393 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.07% |
Historical Sharpe Ratio (5Y) | 0.0155 |
Historical Sortino (5Y) | 0.0241 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.28% |