CenterPoint Energy Inc (CNP)
27.94
+0.07
(+0.25%)
USD |
NYSE |
Mar 18, 16:00
27.94
0.00 (0.00%)
Pre-Market: 20:00
CenterPoint Energy Max Drawdown (5Y): 59.78% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 59.78% |
January 31, 2024 | 59.78% |
December 31, 2023 | 59.78% |
November 30, 2023 | 59.78% |
October 31, 2023 | 59.78% |
September 30, 2023 | 59.78% |
August 31, 2023 | 59.78% |
July 31, 2023 | 59.78% |
June 30, 2023 | 59.78% |
May 31, 2023 | 59.78% |
April 30, 2023 | 59.78% |
March 31, 2023 | 59.78% |
February 28, 2023 | 59.78% |
January 31, 2023 | 59.78% |
December 31, 2022 | 59.78% |
November 30, 2022 | 59.78% |
October 31, 2022 | 59.78% |
September 30, 2022 | 59.78% |
August 31, 2022 | 59.78% |
July 31, 2022 | 59.78% |
June 30, 2022 | 59.78% |
May 31, 2022 | 59.78% |
April 30, 2022 | 59.78% |
March 31, 2022 | 59.78% |
February 28, 2022 | 59.78% |
Date | Value |
---|---|
January 31, 2022 | 59.78% |
December 31, 2021 | 59.78% |
November 30, 2021 | 59.78% |
October 31, 2021 | 59.78% |
September 30, 2021 | 59.78% |
August 31, 2021 | 59.78% |
July 31, 2021 | 59.78% |
June 30, 2021 | 59.78% |
May 31, 2021 | 59.78% |
April 30, 2021 | 59.78% |
March 31, 2021 | 59.78% |
February 28, 2021 | 59.78% |
January 31, 2021 | 59.78% |
December 31, 2020 | 59.78% |
November 30, 2020 | 59.78% |
October 31, 2020 | 59.78% |
September 30, 2020 | 59.78% |
August 31, 2020 | 59.78% |
July 31, 2020 | 59.78% |
June 30, 2020 | 59.78% |
May 31, 2020 | 59.78% |
April 30, 2020 | 59.78% |
March 31, 2020 | 59.78% |
February 29, 2020 | 32.46% |
January 31, 2020 | 32.46% |
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
32.46%
Minimum
Mar 2019
59.78%
Maximum
Mar 2020
54.32%
Average
59.78%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
The AES Corp | 56.58% |
NRG Energy Inc | 48.76% |
Avangrid Inc | 44.29% |
Consolidated Edison Inc | 30.91% |
NiSource Inc | 30.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.64 |
Beta (5Y) | 0.9247 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.89% |
Historical Sharpe Ratio (5Y) | 0.104 |
Historical Sortino (5Y) | 0.11 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.41% |