CMS Energy Corp (CMS)
69.21
+0.69
(+1.01%)
USD |
NYSE |
Nov 21, 16:00
69.22
0.00 (0.00%)
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
Vistra Corp | 53.27% |
Ameren Corp | 29.09% |
Consolidated Edison Inc | 30.91% |
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% |