Polaris Renewable Energy Inc (PIF.TO)
12.11
-0.03
(-0.25%)
CAD |
TSX |
Nov 13, 16:00
Polaris Renewable Energy Max Drawdown (5Y): 52.05% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 52.05% |
| September 30, 2024 | 55.47% |
| August 31, 2024 | 55.47% |
| July 31, 2024 | 55.47% |
| June 30, 2024 | 55.47% |
| May 31, 2024 | 55.47% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
52.05%
Minimum
Oct 2024
99.83%
Maximum
Nov 2019
91.41%
Average
97.04%
Median
Max Drawdown (5Y) Benchmarks
| Boralex Inc | 51.44% |
| Innergex Renewable Energy Inc | 74.53% |
| Northland Power Inc | 57.93% |
| Berkley Renewables Inc | 0.00% |
| NU E Power Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.897 |
| Beta (5Y) | 0.9793 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.07% |
| Historical Sharpe Ratio (5Y) | 0.0286 |
| Historical Sortino (5Y) | 0.0435 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.98% |