Avangrid Inc (AGR)
35.66
+0.06
(+0.18%)
USD |
NYSE |
Nov 04, 12:56
Avangrid Max Drawdown (5Y): 44.29% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 44.29% |
August 31, 2024 | 44.29% |
July 31, 2024 | 44.29% |
June 30, 2024 | 44.29% |
May 31, 2024 | 44.29% |
April 30, 2024 | 44.29% |
March 31, 2024 | 44.29% |
February 29, 2024 | 44.29% |
January 31, 2024 | 44.29% |
December 31, 2023 | 44.29% |
November 30, 2023 | 44.29% |
October 31, 2023 | 44.29% |
September 30, 2023 | 41.27% |
August 31, 2023 | 35.58% |
July 31, 2023 | 35.58% |
June 30, 2023 | 35.58% |
May 31, 2023 | 35.58% |
April 30, 2023 | 35.58% |
March 31, 2023 | 35.58% |
February 28, 2023 | 35.58% |
January 31, 2023 | 35.58% |
December 31, 2022 | 35.58% |
November 30, 2022 | 35.58% |
October 31, 2022 | 35.58% |
September 30, 2022 | 35.58% |
Date | Value |
---|---|
August 31, 2022 | 35.58% |
July 31, 2022 | 35.58% |
June 30, 2022 | 35.58% |
May 31, 2022 | 35.58% |
April 30, 2022 | 35.58% |
March 31, 2022 | 35.58% |
February 28, 2022 | 35.58% |
January 31, 2022 | 35.58% |
December 31, 2021 | 35.58% |
November 30, 2021 | 35.58% |
October 31, 2021 | 35.58% |
September 30, 2021 | 35.58% |
August 31, 2021 | 35.58% |
July 31, 2021 | 35.58% |
June 30, 2021 | 35.58% |
May 31, 2021 | 35.58% |
April 30, 2021 | 35.58% |
March 31, 2021 | 35.58% |
February 28, 2021 | 35.58% |
January 31, 2021 | 35.58% |
December 31, 2020 | 35.58% |
November 30, 2020 | 35.58% |
October 31, 2020 | 35.58% |
September 30, 2020 | 35.58% |
August 31, 2020 | 35.58% |
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
22.60%
Minimum
Nov 2019
44.29%
Maximum
Oct 2023
36.57%
Average
35.58%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Duke Energy Corp | 37.37% |
FirstEnergy Corp | 47.67% |
NRG Energy Inc | 48.76% |
Dominion Energy Inc | 52.21% |
NextEra Energy Partners LP | 74.47% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.27 |
Beta (5Y) | 0.5552 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.83% |
Historical Sharpe Ratio (5Y) | -0.2382 |
Historical Sortino (5Y) | -0.3336 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.85% |