TransAlta Corp (TA.TO)
15.16
-0.06
(-0.43%)
CAD |
TSX |
Nov 22, 13:19
TransAlta Max Drawdown (5Y): 50.59% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 50.59% |
| August 31, 2024 | 50.59% |
| July 31, 2024 | 50.59% |
| June 30, 2024 | 50.59% |
| May 31, 2024 | 50.59% |
| April 30, 2024 | 50.59% |
| March 31, 2024 | 50.59% |
| February 29, 2024 | 50.59% |
| January 31, 2024 | 50.59% |
| December 31, 2023 | 50.59% |
| November 30, 2023 | 50.59% |
| October 31, 2023 | 50.59% |
| September 30, 2023 | 50.59% |
| August 31, 2023 | 50.59% |
| July 31, 2023 | 50.59% |
| June 30, 2023 | 50.59% |
| May 31, 2023 | 50.59% |
| April 30, 2023 | 50.59% |
| March 31, 2023 | 50.59% |
| February 28, 2023 | 50.59% |
| January 31, 2023 | 50.59% |
| December 31, 2022 | 50.59% |
| November 30, 2022 | 50.59% |
| October 31, 2022 | 50.59% |
| September 30, 2022 | 50.59% |
| Date | Value |
|---|---|
| August 31, 2022 | 50.59% |
| July 31, 2022 | 50.59% |
| June 30, 2022 | 50.59% |
| May 31, 2022 | 50.59% |
| April 30, 2022 | 50.59% |
| March 31, 2022 | 50.59% |
| February 28, 2022 | 50.59% |
| January 31, 2022 | 50.59% |
| December 31, 2021 | 50.59% |
| November 30, 2021 | 50.59% |
| October 31, 2021 | 50.59% |
| September 30, 2021 | 53.32% |
| August 31, 2021 | 66.52% |
| July 31, 2021 | 66.52% |
| June 30, 2021 | 66.52% |
| May 31, 2021 | 66.52% |
| April 30, 2021 | 66.52% |
| March 31, 2021 | 66.52% |
| February 28, 2021 | 66.52% |
| January 31, 2021 | 66.52% |
| December 31, 2020 | 66.83% |
| November 30, 2020 | 71.86% |
| October 31, 2020 | 77.96% |
| September 30, 2020 | 77.96% |
| August 31, 2020 | 77.96% |
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
50.59%
Minimum
Oct 2021
77.96%
Maximum
Nov 2019
59.00%
Average
50.59%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Fortis Inc | 28.27% |
| Emera Inc | 29.73% |
| Boralex Inc | 51.44% |
| Innergex Renewable Energy Inc | 74.53% |
| Capital Power Corp | 47.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.528 |
| Beta (5Y) | 0.9506 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.90% |
| Historical Sharpe Ratio (5Y) | 0.3019 |
| Historical Sortino (5Y) | 0.4007 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.22% |