Ameren Corp (AEE)
86.02
+0.14
(+0.16%)
USD |
NYSE |
Nov 04, 16:00
86.02
0.00 (0.00%)
After-Hours: 20:00
Ameren Max Drawdown (5Y): 29.09% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 29.09% |
| September 30, 2024 | 29.09% |
| August 31, 2024 | 29.09% |
| July 31, 2024 | 29.09% |
| June 30, 2024 | 29.09% |
| May 31, 2024 | 29.09% |
| April 30, 2024 | 29.09% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
29.09%
Maximum
Mar 2020
28.49%
Average
29.09%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Vistra Corp | 53.27% |
| Exelon Corp | 39.86% |
| CMS Energy Corp | 29.55% |
| Clearway Energy Inc | 51.51% |
| Talen Energy Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.932 |
| Beta (5Y) | 0.4525 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.42% |
| Historical Sharpe Ratio (5Y) | 0.1358 |
| Historical Sortino (5Y) | 0.2106 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.93% |