Polaris Renewable Energy Inc (PIF.TO)
11.65
+0.08
(+0.69%)
CAD |
TSX |
May 01, 16:00
Polaris Renewable Energy Max Drawdown (5Y): 57.48% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 57.48% |
| March 31, 2024 | 60.45% |
| February 29, 2024 | 77.85% |
| January 31, 2024 | 83.40% |
| December 31, 2023 | 91.29% |
| November 30, 2023 | 91.77% |
| October 31, 2023 | 93.29% |
| September 30, 2023 | 94.23% |
| August 31, 2023 | 94.23% |
| July 31, 2023 | 94.23% |
| June 30, 2023 | 94.98% |
| May 31, 2023 | 96.19% |
| April 30, 2023 | 96.44% |
| March 31, 2023 | 96.44% |
| February 28, 2023 | 96.44% |
| January 31, 2023 | 96.44% |
| December 31, 2022 | 96.44% |
| November 30, 2022 | 96.44% |
| October 31, 2022 | 96.44% |
| September 30, 2022 | 96.77% |
| August 31, 2022 | 96.81% |
| July 31, 2022 | 96.96% |
| June 30, 2022 | 96.96% |
| May 31, 2022 | 96.96% |
| April 30, 2022 | 97.12% |
| Date | Value |
|---|---|
| March 31, 2022 | 97.12% |
| February 28, 2022 | 97.53% |
| January 31, 2022 | 97.53% |
| December 31, 2021 | 97.53% |
| November 30, 2021 | 97.71% |
| October 31, 2021 | 97.94% |
| September 30, 2021 | 97.98% |
| August 31, 2021 | 97.98% |
| July 31, 2021 | 97.98% |
| June 30, 2021 | 97.98% |
| May 31, 2021 | 98.74% |
| April 30, 2021 | 98.89% |
| March 31, 2021 | 99.02% |
| February 28, 2021 | 99.22% |
| January 31, 2021 | 99.22% |
| December 31, 2020 | 99.30% |
| November 30, 2020 | 99.70% |
| October 31, 2020 | 99.77% |
| September 30, 2020 | 99.77% |
| August 31, 2020 | 99.79% |
| July 31, 2020 | 99.80% |
| June 30, 2020 | 99.83% |
| May 31, 2020 | 99.83% |
| April 30, 2020 | 99.83% |
| March 31, 2020 | 99.83% |
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
57.48%
Minimum
Apr 2024
99.86%
Maximum
May 2019
95.90%
Average
97.82%
Median
Max Drawdown (5Y) Benchmarks
| Boralex Inc | 51.66% |
| Innergex Renewable Energy Inc | 74.53% |
| Northland Power Inc | 58.07% |
| Berkley Renewables Inc | 73.33% |
| Prime Drink Group Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.857 |
| Beta (5Y) | 0.8815 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.31% |
| Historical Sharpe Ratio (5Y) | 0.1148 |
| Historical Sortino (5Y) | 0.1789 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.14% |