Clearway Energy Inc (CWEN)
27.08
+0.60
(+2.25%)
USD |
NYSE |
May 10, 16:00
27.08
0.00 (0.00%)
After-Hours: 19:10
Clearway Energy Max Drawdown (5Y): 52.10% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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 | 38.34% |
| June 30, 2023 | 38.34% |
| May 31, 2023 | 38.34% |
| April 30, 2023 | 38.34% |
| March 31, 2023 | 38.34% |
| February 28, 2023 | 38.34% |
| January 31, 2023 | 38.34% |
| December 31, 2022 | 38.34% |
| November 30, 2022 | 38.34% |
| October 31, 2022 | 38.34% |
| September 30, 2022 | 38.34% |
| August 31, 2022 | 38.34% |
| July 31, 2022 | 38.34% |
| June 30, 2022 | 38.34% |
| May 31, 2022 | 38.34% |
| April 30, 2022 | 38.34% |
| Date | Value |
|---|---|
| March 31, 2022 | 38.34% |
| February 28, 2022 | 38.34% |
| January 31, 2022 | 38.34% |
| December 31, 2021 | 38.34% |
| November 30, 2021 | 38.34% |
| October 31, 2021 | 38.34% |
| 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% |
| August 31, 2020 | 58.68% |
| July 31, 2020 | 58.68% |
| June 30, 2020 | 58.68% |
| May 31, 2020 | 58.68% |
| April 30, 2020 | 58.68% |
| March 31, 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
38.34%
Minimum
Oct 2021
58.68%
Maximum
May 2019
47.37%
Average
43.38%
Median
Max Drawdown (5Y) Benchmarks
| NextEra Energy Inc | 44.99% |
| NextEra Energy Partners LP | 74.47% |
| Ameren Corp | 29.09% |
| Vistra Corp | 53.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.661 |
| Beta (5Y) | 0.858 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.69% |
| Historical Sharpe Ratio (5Y) | 0.3657 |
| Historical Sortino (5Y) | 0.673 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.74% |