American Electric Power Co Inc (AEP)
97.25
-1.50
(-1.52%)
USD |
NASDAQ |
Nov 01, 16:00
97.60
+0.35
(+0.36%)
After-Hours: 20:00
American Electric Power Max Drawdown (5Y): 32.91% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 32.91% |
September 30, 2024 | 32.91% |
August 31, 2024 | 32.91% |
July 31, 2024 | 32.91% |
June 30, 2024 | 32.91% |
May 31, 2024 | 32.91% |
April 30, 2024 | 32.91% |
March 31, 2024 | 32.91% |
February 29, 2024 | 32.91% |
January 31, 2024 | 32.91% |
December 31, 2023 | 32.91% |
November 30, 2023 | 32.91% |
October 31, 2023 | 32.91% |
September 30, 2023 | 32.91% |
August 31, 2023 | 32.91% |
July 31, 2023 | 32.91% |
June 30, 2023 | 32.91% |
May 31, 2023 | 32.91% |
April 30, 2023 | 32.91% |
March 31, 2023 | 32.91% |
February 28, 2023 | 32.91% |
January 31, 2023 | 32.91% |
December 31, 2022 | 32.91% |
November 30, 2022 | 32.91% |
October 31, 2022 | 32.91% |
Date | Value |
---|---|
September 30, 2022 | 32.91% |
August 31, 2022 | 32.91% |
July 31, 2022 | 32.91% |
June 30, 2022 | 32.91% |
May 31, 2022 | 32.91% |
April 30, 2022 | 32.91% |
March 31, 2022 | 32.91% |
February 28, 2022 | 32.91% |
January 31, 2022 | 32.91% |
December 31, 2021 | 32.91% |
November 30, 2021 | 32.91% |
October 31, 2021 | 32.91% |
September 30, 2021 | 32.91% |
August 31, 2021 | 32.91% |
July 31, 2021 | 32.91% |
June 30, 2021 | 32.91% |
May 31, 2021 | 32.91% |
April 30, 2021 | 32.91% |
March 31, 2021 | 32.91% |
February 28, 2021 | 32.91% |
January 31, 2021 | 32.91% |
December 31, 2020 | 32.91% |
November 30, 2020 | 32.91% |
October 31, 2020 | 32.91% |
September 30, 2020 | 32.91% |
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
17.56%
Minimum
Nov 2019
32.91%
Maximum
Mar 2020
31.88%
Average
32.91%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Duke Energy Corp | 37.37% |
CenterPoint Energy Inc | 59.78% |
FirstEnergy Corp | 47.67% |
Portland General Electric Co | 45.08% |
Southern Co | 38.44% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.851 |
Beta (5Y) | 0.5476 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.10% |
Historical Sharpe Ratio (5Y) | 0.096 |
Historical Sortino (5Y) | 0.142 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.15% |