Avangrid Inc (AGR)

36.02 +0.29 (+0.81%) USD  |  NYSE  |  Dec 20, 16:00
35.95 -0.07 (-0.19%) Pre-Market: 20:00
More

Avangrid Max Drawdown (5Y): 44.29% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for AGR.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
CenterPoint Energy Inc 59.78%
Portland General Electric Co 45.08%
NextEra Energy Partners LP 76.54%
NextEra Energy Inc 44.99%
Duke Energy Corp 37.37%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -11.63
Beta (5Y) 0.5581
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 23.67%
Historical Sharpe Ratio (5Y) -0.1763
Historical Sortino (5Y) -0.2445
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.85%