The AES Corp (AES)
13.25
-0.03
(-0.23%)
USD |
NYSE |
Nov 21, 16:00
13.33
+0.08
(+0.60%)
After-Hours: 20:00
AES Max Drawdown (5Y): 56.58% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 56.58% |
| September 30, 2024 | 56.58% |
| August 31, 2024 | 56.58% |
| July 31, 2024 | 56.58% |
| June 30, 2024 | 56.58% |
| May 31, 2024 | 56.58% |
| April 30, 2024 | 56.58% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
56.58%
Maximum
Oct 2023
54.21%
Average
54.54%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Vistra Corp | 53.27% |
| NRG Energy Inc | 48.76% |
| Southern Co | 38.44% |
| DTE Energy Co | 42.38% |
| FirstEnergy Corp | 47.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.21 |
| Beta (5Y) | 1.096 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.53% |
| Historical Sharpe Ratio (5Y) | -0.0016 |
| Historical Sortino (5Y) | -0.0024 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.85% |