Vistra Corp (VST)
93.12
-3.78
(-3.91%)
USD |
NYSE |
May 16, 16:00
93.15
+0.02
(+0.03%)
After-Hours: 20:00
Vistra Max Drawdown (5Y): 53.27% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 53.27% |
March 31, 2024 | 53.27% |
February 29, 2024 | 53.27% |
January 31, 2024 | 53.27% |
December 31, 2023 | 53.27% |
November 30, 2023 | 53.27% |
October 31, 2023 | 53.27% |
September 30, 2023 | 53.27% |
August 31, 2023 | 53.27% |
July 31, 2023 | 53.27% |
June 30, 2023 | 53.27% |
May 31, 2023 | 53.27% |
April 30, 2023 | 53.27% |
March 31, 2023 | 53.27% |
February 28, 2023 | 53.27% |
January 31, 2023 | 53.27% |
December 31, 2022 | 53.27% |
November 30, 2022 | 53.27% |
October 31, 2022 | 53.27% |
September 30, 2022 | 53.27% |
August 31, 2022 | 53.27% |
July 31, 2022 | 53.27% |
June 30, 2022 | 53.27% |
May 31, 2022 | 53.27% |
April 30, 2022 | 53.27% |
Date | Value |
---|---|
March 31, 2022 | 53.27% |
February 28, 2022 | 53.27% |
January 31, 2022 | 53.27% |
December 31, 2021 | 53.27% |
November 30, 2021 | 53.27% |
October 31, 2021 | 53.27% |
September 30, 2021 | 53.27% |
August 31, 2021 | 53.27% |
July 31, 2021 | 53.27% |
June 30, 2021 | 53.27% |
May 31, 2021 | 53.27% |
April 30, 2021 | 53.27% |
March 31, 2021 | 53.27% |
February 28, 2021 | 53.27% |
January 31, 2021 | 53.27% |
December 31, 2020 | 53.27% |
November 30, 2020 | 53.27% |
October 31, 2020 | 53.27% |
September 30, 2020 | 53.27% |
August 31, 2020 | 53.27% |
July 31, 2020 | 53.27% |
June 30, 2020 | 53.27% |
May 31, 2020 | 53.27% |
April 30, 2020 | 53.27% |
March 31, 2020 | 53.27% |
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
18.72%
Minimum
May 2019
53.27%
Maximum
Mar 2020
47.94%
Average
53.27%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
NextEra Energy Inc | 44.99% |
Consolidated Edison Inc | 30.91% |
Constellation Energy Corp | -- |
Ameren Corp | 29.09% |
Clearway Energy Inc | 51.51% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 12.81 |
Beta (5Y) | 1.018 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.05% |
Historical Sharpe Ratio (5Y) | 0.6702 |
Historical Sortino (5Y) | 1.004 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.32% |