American Electric Power Co Inc (AEP)
102.50
-1.68
(-1.61%)
USD |
NASDAQ |
Mar 25, 16:00
102.73
+0.23
(+0.22%)
Pre-Market: 09:26
American Electric Power Max Drawdown (5Y): 32.91% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Duke Energy Corp | 37.37% |
| Dominion Energy Inc | 52.21% |
| FirstEnergy Corp | 47.67% |
| CenterPoint Energy Inc | 59.78% |
| Southern Co | 38.44% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.405 |
| Beta (5Y) | 0.5047 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.00% |
| Historical Sharpe Ratio (5Y) | 0.2293 |
| Historical Sortino (5Y) | 0.4046 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.64% |