TransAlta Corp (TAC)
10.92
+0.64
(+6.23%)
USD |
NYSE |
Nov 21, 16:00
10.91
-0.01
(-0.09%)
Pre-Market: 20:00
TransAlta Max Drawdown (5Y): 56.43% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 56.43% |
| September 30, 2024 | 56.43% |
| August 31, 2024 | 56.43% |
| July 31, 2024 | 56.43% |
| June 30, 2024 | 56.43% |
| May 31, 2024 | 56.43% |
| April 30, 2024 | 56.43% |
| March 31, 2024 | 56.43% |
| February 29, 2024 | 56.43% |
| January 31, 2024 | 56.43% |
| December 31, 2023 | 62.51% |
| November 30, 2023 | 62.69% |
| October 31, 2023 | 62.69% |
| September 30, 2023 | 62.69% |
| August 31, 2023 | 62.69% |
| July 31, 2023 | 62.69% |
| June 30, 2023 | 62.69% |
| May 31, 2023 | 62.69% |
| April 30, 2023 | 62.69% |
| March 31, 2023 | 62.69% |
| February 28, 2023 | 62.69% |
| January 31, 2023 | 62.69% |
| December 31, 2022 | 62.69% |
| November 30, 2022 | 62.69% |
| October 31, 2022 | 62.69% |
| Date | Value |
|---|---|
| September 30, 2022 | 62.69% |
| August 31, 2022 | 62.69% |
| July 31, 2022 | 62.69% |
| June 30, 2022 | 62.69% |
| May 31, 2022 | 62.69% |
| April 30, 2022 | 62.69% |
| March 31, 2022 | 62.69% |
| February 28, 2022 | 64.60% |
| January 31, 2022 | 65.01% |
| December 31, 2021 | 65.01% |
| November 30, 2021 | 65.24% |
| October 31, 2021 | 75.88% |
| September 30, 2021 | 75.88% |
| August 31, 2021 | 75.88% |
| July 31, 2021 | 75.88% |
| June 30, 2021 | 75.88% |
| May 31, 2021 | 75.88% |
| April 30, 2021 | 75.88% |
| March 31, 2021 | 75.88% |
| February 28, 2021 | 75.88% |
| January 31, 2021 | 79.75% |
| December 31, 2020 | 84.65% |
| November 30, 2020 | 84.65% |
| October 31, 2020 | 84.65% |
| September 30, 2020 | 84.65% |
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
56.43%
Minimum
Jan 2024
84.65%
Maximum
Nov 2019
69.18%
Average
62.69%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| First National Energy Corp | 99.78% |
| Exelon Corp | 39.86% |
| MGE Energy Inc | 33.91% |
| Public Service Enterprise Group Inc | 40.74% |
| Xcel Energy Inc | 34.43% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.0227 |
| Beta (5Y) | 0.9161 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.47% |
| Historical Sharpe Ratio (5Y) | 0.3327 |
| Historical Sortino (5Y) | 0.4304 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.42% |