The AES Corp (AES)
17.37
+0.24
(+1.40%)
USD |
NYSE |
Apr 24, 16:00
17.45
+0.08
(+0.46%)
Pre-Market: 07:50
AES Max Drawdown (5Y): 56.58% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 56.58% |
| February 29, 2024 | 56.58% |
| January 31, 2024 | 56.58% |
| December 31, 2023 | 56.58% |
| November 30, 2023 | 56.58% |
| October 31, 2023 | 56.58% |
| September 30, 2023 | 54.54% |
| August 31, 2023 | 54.54% |
| July 31, 2023 | 54.54% |
| June 30, 2023 | 54.54% |
| May 31, 2023 | 54.54% |
| April 30, 2023 | 54.54% |
| March 31, 2023 | 54.54% |
| February 28, 2023 | 54.54% |
| January 31, 2023 | 54.54% |
| December 31, 2022 | 54.54% |
| November 30, 2022 | 54.54% |
| October 31, 2022 | 54.54% |
| September 30, 2022 | 54.54% |
| August 31, 2022 | 54.54% |
| July 31, 2022 | 54.54% |
| June 30, 2022 | 54.54% |
| May 31, 2022 | 54.54% |
| April 30, 2022 | 54.54% |
| March 31, 2022 | 54.54% |
| Date | Value |
|---|---|
| February 28, 2022 | 54.54% |
| January 31, 2022 | 54.54% |
| December 31, 2021 | 54.54% |
| November 30, 2021 | 54.54% |
| October 31, 2021 | 54.54% |
| September 30, 2021 | 54.54% |
| August 31, 2021 | 54.54% |
| July 31, 2021 | 54.54% |
| June 30, 2021 | 54.54% |
| May 31, 2021 | 54.54% |
| April 30, 2021 | 54.54% |
| March 31, 2021 | 54.54% |
| February 28, 2021 | 54.54% |
| January 31, 2021 | 54.54% |
| December 31, 2020 | 54.54% |
| November 30, 2020 | 54.54% |
| October 31, 2020 | 54.54% |
| September 30, 2020 | 54.54% |
| August 31, 2020 | 54.54% |
| July 31, 2020 | 54.54% |
| June 30, 2020 | 54.54% |
| May 31, 2020 | 54.54% |
| April 30, 2020 | 54.54% |
| March 31, 2020 | 54.54% |
| February 29, 2020 | 42.94% |
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
42.94%
Minimum
Apr 2019
56.58%
Maximum
Oct 2023
52.62%
Average
54.54%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Duke Energy Corp | 37.37% |
| Southern Co | 38.44% |
| NextEra Energy Inc | 44.99% |
| NRG Energy Inc | 48.76% |
| Entergy Corp | 41.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.21 |
| Beta (5Y) | 1.082 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.80% |
| Historical Sharpe Ratio (5Y) | 0.0243 |
| Historical Sortino (5Y) | 0.035 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.53% |