Eversource Energy (ES)
59.71
-0.30
(-0.50%)
USD |
NYSE |
May 06, 16:00
59.68
-0.03
(-0.05%)
Pre-Market: 20:00
Eversource Energy Max Drawdown (5Y): 41.67% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 41.67% |
March 31, 2024 | 41.67% |
February 29, 2024 | 41.67% |
January 31, 2024 | 41.67% |
December 31, 2023 | 41.67% |
November 30, 2023 | 41.67% |
October 31, 2023 | 41.67% |
September 30, 2023 | 36.85% |
August 31, 2023 | 36.85% |
July 31, 2023 | 36.85% |
June 30, 2023 | 36.85% |
May 31, 2023 | 36.85% |
April 30, 2023 | 36.85% |
March 31, 2023 | 36.85% |
February 28, 2023 | 36.85% |
January 31, 2023 | 36.85% |
December 31, 2022 | 36.85% |
November 30, 2022 | 36.85% |
October 31, 2022 | 36.85% |
September 30, 2022 | 36.85% |
August 31, 2022 | 36.85% |
July 31, 2022 | 36.85% |
June 30, 2022 | 36.85% |
May 31, 2022 | 36.85% |
April 30, 2022 | 36.85% |
Date | Value |
---|---|
March 31, 2022 | 36.85% |
February 28, 2022 | 36.85% |
January 31, 2022 | 36.85% |
December 31, 2021 | 36.85% |
November 30, 2021 | 36.85% |
October 31, 2021 | 36.85% |
September 30, 2021 | 36.85% |
August 31, 2021 | 36.85% |
July 31, 2021 | 36.85% |
June 30, 2021 | 36.85% |
May 31, 2021 | 36.85% |
April 30, 2021 | 36.85% |
March 31, 2021 | 36.85% |
February 28, 2021 | 36.85% |
January 31, 2021 | 36.85% |
December 31, 2020 | 36.85% |
November 30, 2020 | 36.85% |
October 31, 2020 | 36.85% |
September 30, 2020 | 36.85% |
August 31, 2020 | 36.85% |
July 31, 2020 | 36.85% |
June 30, 2020 | 36.85% |
May 31, 2020 | 36.85% |
April 30, 2020 | 36.85% |
March 31, 2020 | 36.85% |
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
18.14%
Minimum
May 2019
41.67%
Maximum
Oct 2023
34.29%
Average
36.85%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Southern Co | 38.44% |
The AES Corp | 56.58% |
CenterPoint Energy Inc | 59.78% |
NextEra Energy Partners LP | 74.47% |
NextEra Energy Inc | 44.99% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.750 |
Beta (5Y) | 0.5712 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.07% |
Historical Sharpe Ratio (5Y) | -0.0951 |
Historical Sortino (5Y) | -0.1502 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.79% |