Northland Power Inc (NPI.TO)
20.51
+0.29
(+1.43%)
CAD |
TSX |
Nov 14, 12:43
Northland Power Max Drawdown (5Y): 57.93% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 57.93% |
| September 30, 2024 | 57.93% |
| August 31, 2024 | 57.93% |
| July 31, 2024 | 57.93% |
| June 30, 2024 | 57.93% |
| May 31, 2024 | 57.93% |
| April 30, 2024 | 57.93% |
| March 31, 2024 | 57.93% |
| February 29, 2024 | 57.93% |
| January 31, 2024 | 57.93% |
| December 31, 2023 | 57.93% |
| November 30, 2023 | 57.93% |
| October 31, 2023 | 57.93% |
| September 30, 2023 | 52.66% |
| August 31, 2023 | 51.63% |
| July 31, 2023 | 45.67% |
| June 30, 2023 | 43.37% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
57.93%
Maximum
Oct 2023
41.32%
Average
37.27%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Boralex Inc | 51.44% |
| Polaris Renewable Energy Inc | 52.05% |
| Innergex Renewable Energy Inc | 74.53% |
| Berkley Renewables Inc | 0.00% |
| NU E Power Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.372 |
| Beta (5Y) | 0.4875 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.05% |
| Historical Sharpe Ratio (5Y) | -0.1077 |
| Historical Sortino (5Y) | -0.1798 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.28% |