DTE Energy Co. (DTE)
125.01
+0.56
(+0.45%)
USD |
NYSE |
Oct 05, 16:00
125.01
0.00 (0.00%)
After-Hours: 16:59
DTE Energy Max Drawdown (5Y) : 28.92% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 28.92% |
| August 31, 2026 | 28.92% |
| July 31, 2026 | 28.92% |
| June 30, 2026 | 28.92% |
| May 31, 2026 | 28.92% |
| April 30, 2026 | 28.92% |
| March 31, 2026 | 28.92% |
| February 28, 2026 | 28.92% |
| January 31, 2026 | 28.92% |
| December 31, 2025 | 28.92% |
| November 30, 2025 | 28.92% |
| October 31, 2025 | 28.92% |
| September 30, 2025 | 28.92% |
| August 31, 2025 | 28.92% |
| July 31, 2025 | 28.92% |
| June 30, 2025 | 28.92% |
| May 31, 2025 | 28.92% |
| April 30, 2025 | 28.92% |
| March 31, 2025 | 34.76% |
| February 28, 2025 | 42.49% |
| January 31, 2025 | 42.49% |
| December 31, 2024 | 42.49% |
| November 30, 2024 | 42.49% |
| October 31, 2024 | 42.49% |
| September 30, 2024 | 42.49% |
| Date | Value |
|---|---|
| August 31, 2024 | 42.49% |
| July 31, 2024 | 42.49% |
| June 30, 2024 | 42.49% |
| May 31, 2024 | 42.49% |
| April 30, 2024 | 42.49% |
| March 31, 2024 | 42.49% |
| February 29, 2024 | 42.49% |
| January 31, 2024 | 42.49% |
| December 31, 2023 | 42.49% |
| November 30, 2023 | 42.49% |
| October 31, 2023 | 42.49% |
| September 30, 2023 | 42.49% |
| August 31, 2023 | 42.49% |
| July 31, 2023 | 42.49% |
| June 30, 2023 | 42.49% |
| May 31, 2023 | 42.49% |
| April 30, 2023 | 42.49% |
| March 31, 2023 | 42.49% |
| February 28, 2023 | 42.49% |
| January 31, 2023 | 42.49% |
| December 31, 2022 | 42.49% |
| November 30, 2022 | 42.49% |
| October 31, 2022 | 42.49% |
| September 30, 2022 | 42.49% |
| August 31, 2022 | 42.49% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| CMS Energy Corp. | 28.04% |
| Consolidated Edison, Inc. | 22.03% |
| WEC Energy Group, Inc. | 26.05% |
| CenterPoint Energy, Inc. | 22.81% |
| NiSource, Inc. | 24.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.225 |
| Beta (5Y) | 0.3615 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.25% |
| Historical Sharpe Ratio (5Y) | 0.0763 |
| Historical Sortino (5Y) | 0.1183 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.71% |