MGE Energy Inc (MGEE)
79.91
-0.38
(-0.47%)
USD |
NASDAQ |
May 03, 16:00
79.96
+0.05
(+0.06%)
After-Hours: 20:00
MGE Energy Max Drawdown (5Y): 33.91% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 33.91% |
March 31, 2024 | 33.91% |
February 29, 2024 | 33.91% |
January 31, 2024 | 33.91% |
December 31, 2023 | 33.91% |
November 30, 2023 | 33.91% |
October 31, 2023 | 33.91% |
September 30, 2023 | 33.91% |
August 31, 2023 | 33.91% |
July 31, 2023 | 33.91% |
June 30, 2023 | 33.91% |
May 31, 2023 | 33.91% |
April 30, 2023 | 33.91% |
March 31, 2023 | 33.91% |
February 28, 2023 | 33.91% |
January 31, 2023 | 33.91% |
December 31, 2022 | 33.91% |
November 30, 2022 | 33.91% |
October 31, 2022 | 33.91% |
September 30, 2022 | 33.91% |
August 31, 2022 | 33.91% |
July 31, 2022 | 33.91% |
June 30, 2022 | 33.91% |
May 31, 2022 | 33.91% |
April 30, 2022 | 33.91% |
Date | Value |
---|---|
March 31, 2022 | 33.91% |
February 28, 2022 | 33.91% |
January 31, 2022 | 33.91% |
December 31, 2021 | 33.91% |
November 30, 2021 | 33.91% |
October 31, 2021 | 33.91% |
September 30, 2021 | 33.91% |
August 31, 2021 | 33.91% |
July 31, 2021 | 33.91% |
June 30, 2021 | 33.91% |
May 31, 2021 | 33.91% |
April 30, 2021 | 33.91% |
March 31, 2021 | 33.91% |
February 28, 2021 | 33.91% |
January 31, 2021 | 33.91% |
December 31, 2020 | 33.91% |
November 30, 2020 | 33.91% |
October 31, 2020 | 33.91% |
September 30, 2020 | 33.91% |
August 31, 2020 | 33.91% |
July 31, 2020 | 33.91% |
June 30, 2020 | 33.91% |
May 31, 2020 | 33.91% |
April 30, 2020 | 33.91% |
March 31, 2020 | 33.91% |
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
22.12%
Minimum
May 2019
33.91%
Maximum
Mar 2020
31.94%
Average
33.91%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Exelon Corp | 39.86% |
Public Service Enterprise Group Inc | 40.74% |
Avista Corp | 37.17% |
Advent Technologies Holdings Inc | 99.33% |
Fluence Energy Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.885 |
Beta (5Y) | 0.7172 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.58% |
Historical Sharpe Ratio (5Y) | 0.1318 |
Historical Sortino (5Y) | 0.1914 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.92% |