Ameren Corp (AEE)
73.88
+1.37
(+1.89%)
USD |
NYSE |
Apr 19, 16:00
73.88
0.00 (0.00%)
After-Hours: 16:41
Ameren Max Drawdown (5Y): 29.09% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 29.09% |
| February 29, 2024 | 29.09% |
| January 31, 2024 | 29.09% |
| December 31, 2023 | 29.09% |
| November 30, 2023 | 29.09% |
| October 31, 2023 | 29.09% |
| September 30, 2023 | 29.09% |
| August 31, 2023 | 29.09% |
| July 31, 2023 | 29.09% |
| June 30, 2023 | 29.09% |
| May 31, 2023 | 29.09% |
| April 30, 2023 | 29.09% |
| March 31, 2023 | 29.09% |
| February 28, 2023 | 29.09% |
| January 31, 2023 | 29.09% |
| December 31, 2022 | 29.09% |
| November 30, 2022 | 29.09% |
| October 31, 2022 | 29.09% |
| September 30, 2022 | 29.09% |
| August 31, 2022 | 29.09% |
| July 31, 2022 | 29.09% |
| June 30, 2022 | 29.09% |
| May 31, 2022 | 29.09% |
| April 30, 2022 | 29.09% |
| March 31, 2022 | 29.09% |
| Date | Value |
|---|---|
| February 28, 2022 | 29.09% |
| January 31, 2022 | 29.09% |
| December 31, 2021 | 29.09% |
| November 30, 2021 | 29.09% |
| October 31, 2021 | 29.09% |
| September 30, 2021 | 29.09% |
| August 31, 2021 | 29.09% |
| July 31, 2021 | 29.09% |
| June 30, 2021 | 29.09% |
| May 31, 2021 | 29.09% |
| April 30, 2021 | 29.09% |
| March 31, 2021 | 29.09% |
| February 28, 2021 | 29.09% |
| January 31, 2021 | 29.09% |
| December 31, 2020 | 29.09% |
| November 30, 2020 | 29.09% |
| October 31, 2020 | 29.09% |
| September 30, 2020 | 29.09% |
| August 31, 2020 | 29.09% |
| July 31, 2020 | 29.09% |
| June 30, 2020 | 29.09% |
| May 31, 2020 | 29.09% |
| April 30, 2020 | 29.09% |
| March 31, 2020 | 29.09% |
| February 29, 2020 | 20.09% |
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
20.09%
Minimum
Apr 2019
29.09%
Maximum
Mar 2020
27.44%
Average
29.09%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| CMS Energy Corp | 29.55% |
| Consolidated Edison Inc | 30.91% |
| WEC Energy Group Inc | 32.31% |
| Clearway Energy Inc | 51.51% |
| NextEra Energy Inc | 44.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.804 |
| Beta (5Y) | 0.4379 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.66% |
| Historical Sharpe Ratio (5Y) | 0.0442 |
| Historical Sortino (5Y) | 0.0667 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.93% |