WEC Energy Group Inc (WEC)
83.24
+0.16
(+0.19%)
USD |
NYSE |
May 03, 16:00
83.24
0.00 (0.00%)
After-Hours: 17:46
WEC Energy Group Max Drawdown (5Y): 32.31% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 32.31% |
March 31, 2024 | 32.31% |
February 29, 2024 | 32.31% |
January 31, 2024 | 32.31% |
December 31, 2023 | 32.31% |
November 30, 2023 | 32.31% |
October 31, 2023 | 32.31% |
September 30, 2023 | 32.31% |
August 31, 2023 | 32.31% |
July 31, 2023 | 32.31% |
June 30, 2023 | 32.31% |
May 31, 2023 | 32.31% |
April 30, 2023 | 32.31% |
March 31, 2023 | 32.31% |
February 28, 2023 | 32.31% |
January 31, 2023 | 32.31% |
December 31, 2022 | 32.31% |
November 30, 2022 | 32.31% |
October 31, 2022 | 32.31% |
September 30, 2022 | 32.31% |
August 31, 2022 | 32.31% |
July 31, 2022 | 32.31% |
June 30, 2022 | 32.31% |
May 31, 2022 | 32.31% |
April 30, 2022 | 32.31% |
Date | Value |
---|---|
March 31, 2022 | 32.31% |
February 28, 2022 | 32.31% |
January 31, 2022 | 32.31% |
December 31, 2021 | 32.31% |
November 30, 2021 | 32.31% |
October 31, 2021 | 32.31% |
September 30, 2021 | 32.31% |
August 31, 2021 | 32.31% |
July 31, 2021 | 32.31% |
June 30, 2021 | 32.31% |
May 31, 2021 | 32.31% |
April 30, 2021 | 32.31% |
March 31, 2021 | 32.31% |
February 28, 2021 | 32.31% |
January 31, 2021 | 32.31% |
December 31, 2020 | 32.31% |
November 30, 2020 | 32.31% |
October 31, 2020 | 32.31% |
September 30, 2020 | 32.31% |
August 31, 2020 | 32.31% |
July 31, 2020 | 32.31% |
June 30, 2020 | 32.31% |
May 31, 2020 | 32.31% |
April 30, 2020 | 32.31% |
March 31, 2020 | 32.31% |
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
20.41%
Minimum
May 2019
32.31%
Maximum
Mar 2020
30.32%
Average
32.31%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Consolidated Edison Inc | 30.91% |
NextEra Energy Inc | 44.99% |
NiSource Inc | 30.95% |
Southern Co | 38.44% |
CMS Energy Corp | 29.55% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.307 |
Beta (5Y) | 0.3991 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.21% |
Historical Sharpe Ratio (5Y) | 0.101 |
Historical Sortino (5Y) | 0.1551 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.14% |