TransAlta Corp. (TAC)
11.96
+0.15
(+1.27%)
USD |
NYSE |
Sep 04, 16:00
11.86
-0.10
(-0.84%)
After-Hours: 20:00
TransAlta Max Drawdown (5Y) : 46.64% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 46.64% |
| July 31, 2026 | 46.64% |
| June 30, 2026 | 46.64% |
| May 31, 2026 | 46.64% |
| April 30, 2026 | 46.64% |
| March 31, 2026 | 46.64% |
| February 28, 2026 | 46.64% |
| January 31, 2026 | 46.64% |
| December 31, 2025 | 46.64% |
| November 30, 2025 | 46.64% |
| October 31, 2025 | 46.64% |
| September 30, 2025 | 46.64% |
| August 31, 2025 | 46.64% |
| July 31, 2025 | 46.64% |
| June 30, 2025 | 46.64% |
| May 31, 2025 | 46.64% |
| April 30, 2025 | 46.64% |
| March 31, 2025 | 46.64% |
| February 28, 2025 | 56.24% |
| January 31, 2025 | 56.24% |
| December 31, 2024 | 56.24% |
| November 30, 2024 | 56.24% |
| October 31, 2024 | 56.24% |
| September 30, 2024 | 56.24% |
| August 31, 2024 | 56.24% |
| Date | Value |
|---|---|
| July 31, 2024 | 56.24% |
| June 30, 2024 | 56.24% |
| May 31, 2024 | 56.24% |
| April 30, 2024 | 56.24% |
| March 31, 2024 | 56.24% |
| February 29, 2024 | 56.24% |
| January 31, 2024 | 56.24% |
| December 31, 2023 | 62.52% |
| November 30, 2023 | 62.70% |
| October 31, 2023 | 62.70% |
| September 30, 2023 | 62.70% |
| August 31, 2023 | 62.70% |
| July 31, 2023 | 62.70% |
| June 30, 2023 | 62.70% |
| May 31, 2023 | 62.70% |
| April 30, 2023 | 62.70% |
| March 31, 2023 | 62.70% |
| February 28, 2023 | 62.70% |
| January 31, 2023 | 62.70% |
| December 31, 2022 | 62.70% |
| November 30, 2022 | 62.70% |
| October 31, 2022 | 62.70% |
| September 30, 2022 | 62.70% |
| August 31, 2022 | 62.70% |
| July 31, 2022 | 62.70% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| First National Energy Corp. | 99.93% |
| Talen Energy Corp. | -- |
| Hallador Energy Co. | 75.58% |
| ENGIE Brasil Energia SA | 62.81% |
| Central Puerto SA | 84.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.067 |
| Beta (5Y) | 0.7018 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.39% |
| Historical Sharpe Ratio (5Y) | 0.0632 |
| Historical Sortino (5Y) | 0.124 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.78% |