CenterPoint Energy Inc (CNP)
31.73
+0.16
(+0.51%)
USD |
NYSE |
Nov 21, 16:00
31.73
0.00 (0.00%)
Pre-Market: 20:00
CenterPoint Energy Max Drawdown (5Y): 59.78% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 59.78% |
September 30, 2024 | 59.78% |
August 31, 2024 | 59.78% |
July 31, 2024 | 59.78% |
June 30, 2024 | 59.78% |
May 31, 2024 | 59.78% |
April 30, 2024 | 59.78% |
March 31, 2024 | 59.78% |
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% |
Date | Value |
---|---|
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% |
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% |
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
Nov 2019
59.78%
Maximum
Mar 2020
57.96%
Average
59.78%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Avangrid Inc | 44.29% |
FirstEnergy Corp | 47.67% |
NextEra Energy Partners LP | 74.47% |
NextEra Energy Inc | 44.99% |
Entergy Corp | 41.99% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.01 |
Beta (5Y) | 0.9204 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.72% |
Historical Sharpe Ratio (5Y) | 0.0294 |
Historical Sortino (5Y) | 0.0298 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.56% |