Clearway Energy Inc (CWEN)
27.78
+0.21
(+0.76%)
USD |
NYSE |
Nov 19, 16:00
27.75
-0.03
(-0.11%)
Pre-Market: 19:11
Clearway Energy Max Drawdown (5Y): 52.10% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 52.10% |
| September 30, 2024 | 52.10% |
| August 31, 2024 | 52.10% |
| July 31, 2024 | 52.10% |
| June 30, 2024 | 52.10% |
| May 31, 2024 | 52.10% |
| April 30, 2024 | 52.10% |
| March 31, 2024 | 52.10% |
| February 29, 2024 | 52.10% |
| January 31, 2024 | 52.10% |
| December 31, 2023 | 52.10% |
| November 30, 2023 | 52.10% |
| October 31, 2023 | 52.10% |
| September 30, 2023 | 46.91% |
| August 31, 2023 | 39.79% |
| July 31, 2023 | 38.35% |
| June 30, 2023 | 38.35% |
| May 31, 2023 | 38.35% |
| April 30, 2023 | 38.35% |
| March 31, 2023 | 38.35% |
| February 28, 2023 | 38.35% |
| January 31, 2023 | 38.35% |
| December 31, 2022 | 38.35% |
| November 30, 2022 | 38.35% |
| October 31, 2022 | 38.35% |
| Date | Value |
|---|---|
| September 30, 2022 | 38.35% |
| August 31, 2022 | 38.35% |
| July 31, 2022 | 38.35% |
| June 30, 2022 | 38.35% |
| May 31, 2022 | 38.35% |
| April 30, 2022 | 38.35% |
| March 31, 2022 | 38.35% |
| February 28, 2022 | 38.35% |
| January 31, 2022 | 38.35% |
| December 31, 2021 | 38.35% |
| November 30, 2021 | 38.35% |
| October 31, 2021 | 38.35% |
| September 30, 2021 | 39.81% |
| August 31, 2021 | 42.35% |
| July 31, 2021 | 42.35% |
| June 30, 2021 | 42.35% |
| May 31, 2021 | 42.35% |
| April 30, 2021 | 42.35% |
| March 31, 2021 | 43.23% |
| February 28, 2021 | 43.53% |
| January 31, 2021 | 45.77% |
| December 31, 2020 | 48.32% |
| November 30, 2020 | 58.68% |
| October 31, 2020 | 58.68% |
| September 30, 2020 | 58.68% |
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
38.35%
Minimum
Oct 2021
58.68%
Maximum
Nov 2019
46.72%
Average
43.38%
Median
Max Drawdown (5Y) Benchmarks
| Vistra Corp | 53.27% |
| Ameren Corp | 29.09% |
| CMS Energy Corp | 29.55% |
| Talen Energy Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.134 |
| Beta (5Y) | 0.8732 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.10% |
| Historical Sharpe Ratio (5Y) | 0.3864 |
| Historical Sortino (5Y) | 0.7467 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.01% |