DTE Energy Co (DTE)
133.73
+0.81
(+0.61%)
USD |
NYSE |
Apr 16, 11:18
DTE Energy Max Drawdown (5Y): 34.64% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| PPL Corp | 39.90% |
| Evergy Inc | 31.81% |
| Idacorp Inc | 28.69% |
| OGE Energy Corp | 42.57% |
| PG&E Corp | 88.83% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.904 |
| Beta (5Y) | 0.4878 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.97% |
| Historical Sharpe Ratio (5Y) | 0.6696 |
| Historical Sortino (5Y) | 1.073 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.26% |