DTE Energy Co (DTE)
108.55
+2.07
(+1.94%)
USD |
NYSE |
Apr 19, 16:00
108.55
0.00 (0.00%)
After-Hours: 18:51
DTE Energy Max Drawdown (5Y): 42.49% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| July 31, 2022 | 42.49% |
| June 30, 2022 | 42.49% |
| May 31, 2022 | 42.49% |
| April 30, 2022 | 42.49% |
| March 31, 2022 | 42.49% |
| Date | Value |
|---|---|
| February 28, 2022 | 42.49% |
| January 31, 2022 | 42.49% |
| December 31, 2021 | 42.49% |
| November 30, 2021 | 42.49% |
| October 31, 2021 | 42.49% |
| September 30, 2021 | 42.49% |
| August 31, 2021 | 42.49% |
| July 31, 2021 | 42.49% |
| June 30, 2021 | 42.49% |
| May 31, 2021 | 42.49% |
| April 30, 2021 | 42.49% |
| March 31, 2021 | 42.49% |
| February 28, 2021 | 42.49% |
| January 31, 2021 | 42.49% |
| December 31, 2020 | 42.49% |
| November 30, 2020 | 42.49% |
| October 31, 2020 | 42.49% |
| September 30, 2020 | 42.49% |
| August 31, 2020 | 42.49% |
| July 31, 2020 | 42.49% |
| June 30, 2020 | 42.49% |
| May 31, 2020 | 42.49% |
| April 30, 2020 | 42.49% |
| March 31, 2020 | 42.49% |
| February 29, 2020 | 17.94% |
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
17.94%
Minimum
Apr 2019
42.49%
Maximum
Mar 2020
37.99%
Average
42.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| NiSource Inc | 30.95% |
| PG&E Corp | 94.65% |
| Duke Energy Corp | 37.37% |
| Edison International | 43.13% |
| Xcel Energy Inc | 34.43% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.068 |
| Beta (5Y) | 0.6338 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.65% |
| Historical Sharpe Ratio (5Y) | -0.0322 |
| Historical Sortino (5Y) | -0.0373 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.86% |