Clearway Energy Inc (CWEN.A)
20.71
+0.42
(+2.07%)
USD |
NYSE |
Apr 17, 16:00
20.72
+0.01
(+0.05%)
Pre-Market: 20:00
Clearway Energy Max Drawdown (5Y): 51.51% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 51.51% |
| February 29, 2024 | 51.51% |
| January 31, 2024 | 51.51% |
| December 31, 2023 | 51.51% |
| November 30, 2023 | 51.51% |
| October 31, 2023 | 51.51% |
| September 30, 2023 | 46.05% |
| August 31, 2023 | 38.97% |
| July 31, 2023 | 38.97% |
| June 30, 2023 | 38.97% |
| May 31, 2023 | 38.97% |
| April 30, 2023 | 38.97% |
| March 31, 2023 | 38.97% |
| February 28, 2023 | 38.97% |
| January 31, 2023 | 38.97% |
| December 31, 2022 | 38.97% |
| November 30, 2022 | 38.97% |
| October 31, 2022 | 38.97% |
| September 30, 2022 | 38.97% |
| August 31, 2022 | 38.97% |
| July 31, 2022 | 38.97% |
| June 30, 2022 | 38.97% |
| May 31, 2022 | 38.97% |
| April 30, 2022 | 38.97% |
| March 31, 2022 | 38.97% |
| Date | Value |
|---|---|
| February 28, 2022 | 38.97% |
| January 31, 2022 | 38.97% |
| December 31, 2021 | 38.97% |
| November 30, 2021 | 38.97% |
| October 31, 2021 | 38.97% |
| September 30, 2021 | 40.64% |
| August 31, 2021 | 42.11% |
| July 31, 2021 | 42.11% |
| June 30, 2021 | 42.11% |
| May 31, 2021 | 42.11% |
| April 30, 2021 | 42.11% |
| March 31, 2021 | 43.75% |
| February 28, 2021 | 45.03% |
| January 31, 2021 | 47.44% |
| December 31, 2020 | 49.78% |
| November 30, 2020 | 60.95% |
| October 31, 2020 | 60.95% |
| September 30, 2020 | 60.95% |
| August 31, 2020 | 60.95% |
| July 31, 2020 | 60.95% |
| June 30, 2020 | 60.95% |
| May 31, 2020 | 60.95% |
| April 30, 2020 | 60.95% |
| March 31, 2020 | 60.95% |
| February 29, 2020 | 60.95% |
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
38.97%
Minimum
Oct 2021
60.95%
Maximum
Apr 2019
48.46%
Average
44.39%
Median
Max Drawdown (5Y) Benchmarks
| NextEra Energy Inc | 44.99% |
| NextEra Energy Partners LP | 74.47% |
| Ameren Corp | 29.09% |
| CMS Energy Corp | 29.55% |
| Vistra Corp | 53.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.104 |
| Beta (5Y) | 0.981 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.11% |
| Historical Sharpe Ratio (5Y) | 0.3761 |
| Historical Sortino (5Y) | 0.6851 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.94% |