TransAlta Corp (TA.TO)
14.31
-0.05
(-0.35%)
CAD |
TSX |
Nov 04, 16:00
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
Emera Inc | 29.73% |
Fortis Inc | 28.27% |
Canadian Utilities Ltd | 40.15% |
Capital Power Corp | 47.38% |
Hydro One Ltd | 27.67% |
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% |