CMS Energy Corp (CMS)
59.34
-1.14
(-1.88%)
USD |
NYSE |
Apr 26, 16:00
59.34
0.00 (0.00%)
After-Hours: 20:00
CMS Energy Max Drawdown (5Y): 29.55% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
May 31, 2022 | 29.55% |
April 30, 2022 | 29.55% |
March 31, 2022 | 29.55% |
Date | Value |
---|---|
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% |
August 31, 2020 | 29.55% |
July 31, 2020 | 29.55% |
June 30, 2020 | 29.55% |
May 31, 2020 | 29.55% |
April 30, 2020 | 29.55% |
March 31, 2020 | 29.55% |
February 29, 2020 | 17.37% |
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
Apr 2019
29.55%
Maximum
Mar 2020
27.32%
Average
29.55%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
NextEra Energy Inc | 44.99% |
Ameren Corp | 29.09% |
NRG Energy Inc | 48.76% |
Southern Co | 38.44% |
Duke Energy Corp | 37.37% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.276 |
Beta (5Y) | 0.3789 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.25% |
Historical Sharpe Ratio (5Y) | 0.1318 |
Historical Sortino (5Y) | 0.1793 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.75% |