NextEra Energy Inc (NEE)
67.76
-0.85
(-1.24%)
USD |
NYSE |
May 02, 11:55
NextEra Energy Max Drawdown (5Y): 44.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 44.99% |
March 31, 2024 | 44.99% |
February 29, 2024 | 44.99% |
January 31, 2024 | 44.99% |
December 31, 2023 | 44.99% |
November 30, 2023 | 44.99% |
October 31, 2023 | 44.99% |
September 30, 2023 | 36.34% |
August 31, 2023 | 35.63% |
July 31, 2023 | 35.63% |
June 30, 2023 | 35.63% |
May 31, 2023 | 35.63% |
April 30, 2023 | 35.63% |
March 31, 2023 | 35.63% |
February 28, 2023 | 35.63% |
January 31, 2023 | 35.63% |
December 31, 2022 | 35.63% |
November 30, 2022 | 35.63% |
October 31, 2022 | 35.63% |
September 30, 2022 | 35.63% |
August 31, 2022 | 35.63% |
July 31, 2022 | 35.63% |
June 30, 2022 | 35.63% |
May 31, 2022 | 35.63% |
April 30, 2022 | 35.63% |
Date | Value |
---|---|
March 31, 2022 | 35.63% |
February 28, 2022 | 35.63% |
January 31, 2022 | 35.63% |
December 31, 2021 | 35.63% |
November 30, 2021 | 35.63% |
October 31, 2021 | 35.63% |
September 30, 2021 | 35.63% |
August 31, 2021 | 35.63% |
July 31, 2021 | 35.63% |
June 30, 2021 | 35.63% |
May 31, 2021 | 35.63% |
April 30, 2021 | 35.63% |
March 31, 2021 | 35.63% |
February 28, 2021 | 35.63% |
January 31, 2021 | 35.63% |
December 31, 2020 | 35.63% |
November 30, 2020 | 35.63% |
October 31, 2020 | 35.63% |
September 30, 2020 | 35.63% |
August 31, 2020 | 35.63% |
July 31, 2020 | 35.63% |
June 30, 2020 | 35.63% |
May 31, 2020 | 35.63% |
April 30, 2020 | 35.63% |
March 31, 2020 | 35.63% |
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
13.33%
Minimum
May 2019
44.99%
Maximum
Oct 2023
33.02%
Average
35.63%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Duke Energy Corp | 37.37% |
PG&E Corp | 94.65% |
Southern Co | 38.44% |
NextEra Energy Partners LP | 74.47% |
Clearway Energy Inc | 51.51% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.528 |
Beta (5Y) | 0.4958 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.43% |
Historical Sharpe Ratio (5Y) | 0.2481 |
Historical Sortino (5Y) | 0.3282 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.67% |