Consolidated Edison Inc (ED)
92.93
-1.18
(-1.25%)
USD |
NYSE |
Apr 26, 16:00
92.95
+0.02
(+0.02%)
After-Hours: 20:00
Consolidated Edison Max Drawdown (5Y): 30.91% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 30.91% |
February 29, 2024 | 30.91% |
January 31, 2024 | 30.91% |
December 31, 2023 | 30.91% |
November 30, 2023 | 30.91% |
October 31, 2023 | 30.91% |
September 30, 2023 | 30.91% |
August 31, 2023 | 30.91% |
July 31, 2023 | 30.91% |
June 30, 2023 | 30.91% |
May 31, 2023 | 30.91% |
April 30, 2023 | 30.91% |
March 31, 2023 | 30.91% |
February 28, 2023 | 30.91% |
January 31, 2023 | 30.91% |
December 31, 2022 | 30.91% |
November 30, 2022 | 30.91% |
October 31, 2022 | 30.91% |
September 30, 2022 | 30.91% |
August 31, 2022 | 30.91% |
July 31, 2022 | 30.91% |
June 30, 2022 | 30.91% |
May 31, 2022 | 30.91% |
April 30, 2022 | 30.91% |
March 31, 2022 | 30.91% |
Date | Value |
---|---|
February 28, 2022 | 30.91% |
January 31, 2022 | 30.91% |
December 31, 2021 | 30.91% |
November 30, 2021 | 30.91% |
October 31, 2021 | 30.91% |
September 30, 2021 | 30.91% |
August 31, 2021 | 30.91% |
July 31, 2021 | 30.91% |
June 30, 2021 | 30.91% |
May 31, 2021 | 30.91% |
April 30, 2021 | 30.91% |
March 31, 2021 | 30.91% |
February 28, 2021 | 30.91% |
January 31, 2021 | 30.91% |
December 31, 2020 | 30.91% |
November 30, 2020 | 30.91% |
October 31, 2020 | 30.91% |
September 30, 2020 | 30.91% |
August 31, 2020 | 30.91% |
July 31, 2020 | 30.91% |
June 30, 2020 | 30.91% |
May 31, 2020 | 30.91% |
April 30, 2020 | 30.91% |
March 31, 2020 | 30.91% |
February 29, 2020 | 18.87% |
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
18.87%
Minimum
Apr 2019
30.91%
Maximum
Mar 2020
28.70%
Average
30.91%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
NextEra Energy Inc | 44.99% |
WEC Energy Group Inc | 32.31% |
NextEra Energy Partners LP | 74.47% |
CMS Energy Corp | 29.55% |
Southern Co | 38.44% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.435 |
Beta (5Y) | 0.3546 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.22% |
Historical Sharpe Ratio (5Y) | 0.158 |
Historical Sortino (5Y) | 0.2241 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.40% |