Avangrid Inc (AGR)
36.02
+0.31
(+0.87%)
USD |
NYSE |
Apr 17, 16:00
36.02
0.00 (0.00%)
After-Hours: 20:00
Avangrid Max Drawdown (5Y): 44.29% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
July 31, 2020 | 35.58% |
June 30, 2020 | 35.58% |
May 31, 2020 | 35.58% |
April 30, 2020 | 35.58% |
March 31, 2020 | 35.58% |
February 29, 2020 | 22.60% |
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
Apr 2019
44.29%
Maximum
Oct 2023
34.16%
Average
35.58%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
NextEra Energy Partners LP | 74.47% |
NextEra Energy Inc | 44.99% |
Duke Energy Corp | 37.37% |
FirstEnergy Corp | 47.67% |
Dominion Energy Inc | 52.21% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.74 |
Beta (5Y) | 0.5591 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.80% |
Historical Sharpe Ratio (5Y) | -0.1864 |
Historical Sortino (5Y) | -0.2667 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.85% |