Atmos Energy Corp (ATO)
149.89
+2.86
(+1.95%)
USD |
NYSE |
Mar 14, 16:00
149.95
+0.06
(+0.04%)
After-Hours: 20:00
Atmos Energy Max Drawdown (5Y): 32.91% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| New Jersey Resources Corp | 50.63% |
| Spire Inc | 39.52% |
| Southwest Gas Holdings Inc | 42.48% |
| NiSource Inc | 30.95% |
| Sempra | 45.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.319 |
| Beta (5Y) | 0.6718 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.25% |
| Historical Sharpe Ratio (5Y) | 0.4542 |
| Historical Sortino (5Y) | 0.7329 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.19% |