CMS Energy Corp. (CMS)
63.74
+0.10
(+0.16%)
USD |
NYSE |
Oct 02, 16:00
63.74
0.00 (0.00%)
After-Hours: 20:00
CMS Energy Max Drawdown (5Y) : 28.04% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 28.04% |
| August 31, 2026 | 28.04% |
| 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% |
| Date | Value |
|---|---|
| August 31, 2024 | 29.55% |
| July 31, 2024 | 29.55% |
| 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% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| CenterPoint Energy, Inc. | 22.81% |
| DTE Energy Co. | 28.92% |
| Ameren Corp. | 27.48% |
| Public Service Enterprise Group, Inc. | 27.29% |
| Entergy Corp. | 25.16% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.756 |
| Beta (5Y) | 0.3250 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.86% |
| Historical Sharpe Ratio (5Y) | 0.0277 |
| Historical Sortino (5Y) | 0.041 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.24% |