CMS Energy Corp (CMS)
68.39
+0.09
(+0.13%)
USD |
NYSE |
Nov 04, 16:00
68.73
+0.34
(+0.50%)
After-Hours: 20:00
CMS Energy Max Drawdown (5Y): 29.55% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 29.55% |
| September 30, 2024 | 29.55% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2022 | 29.55% |
| August 31, 2022 | 29.55% |
| July 31, 2022 | 29.55% |
| June 30, 2022 | 29.55% |
| May 31, 2022 | 29.55% |
| April 30, 2022 | 29.55% |
| March 31, 2022 | 29.55% |
| February 28, 2022 | 29.55% |
| January 31, 2022 | 29.55% |
| December 31, 2021 | 29.55% |
| November 30, 2021 | 29.55% |
| October 31, 2021 | 29.55% |
| September 30, 2021 | 29.55% |
| August 31, 2021 | 29.55% |
| July 31, 2021 | 29.55% |
| June 30, 2021 | 29.55% |
| May 31, 2021 | 29.55% |
| April 30, 2021 | 29.55% |
| March 31, 2021 | 29.55% |
| February 28, 2021 | 29.55% |
| January 31, 2021 | 29.55% |
| December 31, 2020 | 29.55% |
| November 30, 2020 | 29.55% |
| October 31, 2020 | 29.55% |
| September 30, 2020 | 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
17.37%
Minimum
Nov 2019
29.55%
Maximum
Mar 2020
28.74%
Average
29.55%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Consolidated Edison Inc | 30.91% |
| Vistra Corp | 53.27% |
| Ameren Corp | 29.09% |
| Clearway Energy Inc | 51.51% |
| Talen Energy Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.044 |
| Beta (5Y) | 0.4124 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.81% |
| Historical Sharpe Ratio (5Y) | 0.1096 |
| Historical Sortino (5Y) | 0.1535 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.75% |