CMS Energy Corp (CMS)

66.61 +0.85 (+1.29%) USD  |  NYSE  |  Dec 20, 16:00
66.17 -0.44 (-0.66%) Pre-Market: 20:00
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CMS Energy Max Drawdown (5Y): 29.55% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Consolidated Edison Inc 30.91%
Vistra Corp 53.27%
NextEra Energy Inc 44.99%
Clearway Energy Inc 51.51%
Talen Energy Corp --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.253
Beta (5Y) 0.4161
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 20.73%
Historical Sharpe Ratio (5Y) 0.1594
Historical Sortino (5Y) 0.225
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.75%