CGE Energy Inc (CGEI)
0.00
USD |
OTCM |
Nov 22, 16:00
CGE Energy Max Drawdown (5Y): 100.0% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 100.0% |
| August 31, 2024 | 100.0% |
| July 31, 2024 | 100.0% |
| June 30, 2024 | 100.0% |
| May 31, 2024 | 100.0% |
| April 30, 2024 | 100.0% |
| March 31, 2024 | 100.0% |
| February 29, 2024 | 100.00% |
| January 31, 2024 | 100.00% |
| December 31, 2023 | 100.00% |
| November 30, 2023 | 100.00% |
| October 31, 2023 | 99.99% |
| September 30, 2023 | 99.99% |
| August 31, 2023 | 99.99% |
| July 31, 2023 | 99.99% |
| June 30, 2023 | 99.98% |
| May 31, 2023 | 99.98% |
| April 30, 2023 | 99.98% |
| March 31, 2023 | 99.98% |
| February 28, 2023 | 99.98% |
| January 31, 2023 | 94.47% |
| December 31, 2022 | 94.47% |
| November 30, 2022 | 94.47% |
| October 31, 2022 | 94.47% |
| September 30, 2022 | 94.47% |
| Date | Value |
|---|---|
| August 31, 2022 | 94.47% |
| July 31, 2022 | 94.47% |
| June 30, 2022 | 94.47% |
| May 31, 2022 | 94.47% |
| April 30, 2022 | 94.47% |
| March 31, 2022 | 94.47% |
| February 28, 2022 | 94.47% |
| January 31, 2022 | 94.47% |
| December 31, 2021 | 94.47% |
| November 30, 2021 | 94.47% |
| October 31, 2021 | 94.47% |
| September 30, 2021 | 94.47% |
| August 31, 2021 | 94.47% |
| July 31, 2021 | 94.47% |
| June 30, 2021 | 94.47% |
| May 31, 2021 | 94.47% |
| April 30, 2021 | 94.47% |
| March 31, 2021 | 94.47% |
| February 28, 2021 | 94.47% |
| January 31, 2021 | 94.47% |
| December 31, 2020 | 94.47% |
| November 30, 2020 | 94.47% |
| October 31, 2020 | 94.47% |
| September 30, 2020 | 94.47% |
| August 31, 2020 | 94.47% |
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
93.89%
Minimum
Nov 2019
100.0%
Maximum
Mar 2024
96.28%
Average
94.47%
Median
Jun 2020
Max Drawdown (5Y) Benchmarks
| Ameren Corp | 29.09% |
| CMS Energy Corp | 29.55% |
| Clearway Energy Inc | 51.51% |
| Vistra Corp | 53.27% |
| Talen Energy Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 346.97 |
| Beta (5Y) | -31.56 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 3.88K% |
| Historical Sharpe Ratio (5Y) | -0.0218 |
| Historical Sortino (5Y) | -0.9241 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 75.00% |