Dominion Energy Inc (D)
58.37
+0.57
(+0.99%)
USD |
NYSE |
Nov 21, 16:00
58.54
+0.17
(+0.29%)
Pre-Market: 07:26
Dominion Energy Max Drawdown (5Y): 52.21% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 52.21% |
| September 30, 2024 | 52.21% |
| August 31, 2024 | 52.21% |
| July 31, 2024 | 52.21% |
| June 30, 2024 | 52.21% |
| May 31, 2024 | 52.21% |
| April 30, 2024 | 52.21% |
| March 31, 2024 | 52.21% |
| February 29, 2024 | 52.21% |
| January 31, 2024 | 52.21% |
| December 31, 2023 | 52.21% |
| November 30, 2023 | 52.21% |
| October 31, 2023 | 52.21% |
| September 30, 2023 | 46.63% |
| August 31, 2023 | 42.99% |
| July 31, 2023 | 41.54% |
| June 30, 2023 | 41.54% |
| May 31, 2023 | 41.48% |
| April 30, 2023 | 38.56% |
| March 31, 2023 | 38.56% |
| February 28, 2023 | 35.34% |
| January 31, 2023 | 33.36% |
| December 31, 2022 | 33.36% |
| November 30, 2022 | 33.36% |
| October 31, 2022 | 33.29% |
| Date | Value |
|---|---|
| September 30, 2022 | 33.29% |
| August 31, 2022 | 33.29% |
| July 31, 2022 | 33.29% |
| June 30, 2022 | 33.29% |
| May 31, 2022 | 33.29% |
| April 30, 2022 | 33.29% |
| March 31, 2022 | 33.29% |
| February 28, 2022 | 33.29% |
| January 31, 2022 | 33.29% |
| December 31, 2021 | 33.29% |
| November 30, 2021 | 33.29% |
| October 31, 2021 | 33.29% |
| September 30, 2021 | 33.29% |
| August 31, 2021 | 33.29% |
| July 31, 2021 | 33.29% |
| June 30, 2021 | 33.29% |
| May 31, 2021 | 33.29% |
| April 30, 2021 | 33.29% |
| March 31, 2021 | 33.29% |
| February 28, 2021 | 33.29% |
| January 31, 2021 | 33.29% |
| December 31, 2020 | 33.29% |
| November 30, 2020 | 33.29% |
| October 31, 2020 | 33.29% |
| September 30, 2020 | 33.29% |
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
25.47%
Minimum
Nov 2019
52.21%
Maximum
Oct 2023
37.88%
Average
33.29%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Duke Energy Corp | 37.37% |
| FirstEnergy Corp | 47.67% |
| Southern Co | 38.44% |
| NextEra Energy Inc | 44.99% |
| Avangrid Inc | 44.29% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.25 |
| Beta (5Y) | 0.5945 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.21% |
| Historical Sharpe Ratio (5Y) | -0.1973 |
| Historical Sortino (5Y) | -0.2718 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.87% |