CMS Energy Corp. (CMS)
68.42
+0.15
(+0.22%)
USD |
NYSE |
Aug 24, 16:00
68.41
-0.01
(-0.01%)
Pre-Market: 06:33
CMS Energy Max Drawdown (5Y) : 28.04% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 28.04% |
| June 30, 2026 | 28.04% |
| May 31, 2026 | 28.04% |
| April 30, 2026 | 28.04% |
| March 31, 2026 | 28.04% |
| February 28, 2026 | 28.04% |
| January 31, 2026 | 28.04% |
| December 31, 2025 | 28.04% |
| November 30, 2025 | 28.04% |
| October 31, 2025 | 28.04% |
| September 30, 2025 | 28.04% |
| August 31, 2025 | 28.04% |
| July 31, 2025 | 28.04% |
| June 30, 2025 | 28.04% |
| May 31, 2025 | 28.04% |
| April 30, 2025 | 28.04% |
| March 31, 2025 | 28.04% |
| February 28, 2025 | 29.55% |
| January 31, 2025 | 29.55% |
| December 31, 2024 | 29.55% |
| November 30, 2024 | 29.55% |
| October 31, 2024 | 29.55% |
| September 30, 2024 | 29.55% |
| August 31, 2024 | 29.55% |
| July 31, 2024 | 29.55% |
| Date | Value |
|---|---|
| June 30, 2024 | 29.55% |
| May 31, 2024 | 29.55% |
| April 30, 2024 | 29.55% |
| March 31, 2024 | 29.55% |
| February 29, 2024 | 29.55% |
| January 31, 2024 | 29.55% |
| December 31, 2023 | 29.55% |
| November 30, 2023 | 29.55% |
| October 31, 2023 | 29.55% |
| September 30, 2023 | 29.55% |
| August 31, 2023 | 29.55% |
| July 31, 2023 | 29.55% |
| June 30, 2023 | 29.55% |
| May 31, 2023 | 29.55% |
| April 30, 2023 | 29.55% |
| March 31, 2023 | 29.55% |
| February 28, 2023 | 29.55% |
| January 31, 2023 | 29.55% |
| December 31, 2022 | 29.55% |
| November 30, 2022 | 29.55% |
| October 31, 2022 | 29.55% |
| September 30, 2022 | 29.55% |
| August 31, 2022 | 29.55% |
| July 31, 2022 | 29.55% |
| June 30, 2022 | 29.55% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| CenterPoint Energy, Inc. | 22.81% |
| Ameren Corp. | 27.48% |
| Public Service Enterprise Group, Inc. | 27.29% |
| Entergy Corp. | 25.16% |
| NorthWestern Energy Group, Inc. | 31.74% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.5931 |
| Beta (5Y) | 0.3545 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.59% |
| Historical Sharpe Ratio (5Y) | 0.1518 |
| Historical Sortino (5Y) | 0.2191 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.91% |