DTE Energy Co (DTE)
121.29
-2.93
(-2.36%)
USD |
NYSE |
Nov 01, 16:00
121.50
+0.21
(+0.17%)
After-Hours: 20:00
DTE Energy Max Drawdown (5Y): 42.38% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 42.38% |
| September 30, 2024 | 42.38% |
| August 31, 2024 | 42.38% |
| July 31, 2024 | 42.38% |
| June 30, 2024 | 42.38% |
| May 31, 2024 | 42.38% |
| April 30, 2024 | 42.38% |
| March 31, 2024 | 42.38% |
| February 29, 2024 | 42.38% |
| January 31, 2024 | 42.38% |
| December 31, 2023 | 42.38% |
| November 30, 2023 | 42.38% |
| October 31, 2023 | 42.38% |
| September 30, 2023 | 42.38% |
| August 31, 2023 | 42.38% |
| July 31, 2023 | 42.38% |
| June 30, 2023 | 42.38% |
| May 31, 2023 | 42.38% |
| April 30, 2023 | 42.38% |
| March 31, 2023 | 42.38% |
| February 28, 2023 | 42.38% |
| January 31, 2023 | 42.38% |
| December 31, 2022 | 42.38% |
| November 30, 2022 | 42.38% |
| October 31, 2022 | 42.38% |
| Date | Value |
|---|---|
| September 30, 2022 | 42.38% |
| August 31, 2022 | 42.38% |
| July 31, 2022 | 42.38% |
| June 30, 2022 | 42.38% |
| May 31, 2022 | 42.38% |
| April 30, 2022 | 42.38% |
| March 31, 2022 | 42.38% |
| February 28, 2022 | 42.38% |
| January 31, 2022 | 42.38% |
| December 31, 2021 | 42.38% |
| November 30, 2021 | 42.38% |
| October 31, 2021 | 42.38% |
| September 30, 2021 | 42.38% |
| August 31, 2021 | 42.38% |
| July 31, 2021 | 42.38% |
| June 30, 2021 | 42.38% |
| May 31, 2021 | 42.38% |
| April 30, 2021 | 42.38% |
| March 31, 2021 | 42.38% |
| February 28, 2021 | 42.38% |
| January 31, 2021 | 42.38% |
| December 31, 2020 | 42.38% |
| November 30, 2020 | 42.38% |
| October 31, 2020 | 42.38% |
| September 30, 2020 | 42.38% |
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
17.75%
Minimum
Nov 2019
42.38%
Maximum
Mar 2020
40.74%
Average
42.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| NextEra Energy Partners LP | 74.47% |
| NextEra Energy Inc | 44.99% |
| NiSource Inc | 30.95% |
| Xcel Energy Inc | 34.43% |
| The AES Corp | 56.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.586 |
| Beta (5Y) | 0.6787 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.03% |
| Historical Sharpe Ratio (5Y) | 0.1737 |
| Historical Sortino (5Y) | 0.2009 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.18% |