DTE Energy Co (DTE)

120.18 +2.07 (+1.75%) USD  |  NYSE  |  Dec 20, 16:00
120.17 -0.01 (-0.01%) Pre-Market: 20:00
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DTE Energy Max Drawdown (5Y): 42.38% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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NextEra Energy Partners LP 76.54%
NextEra Energy Inc 44.99%
NiSource Inc 30.95%
PPL Corp 48.68%
Xcel Energy Inc 34.43%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.250
Beta (5Y) 0.6774
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 24.10%
Historical Sharpe Ratio (5Y) 0.1991
Historical Sortino (5Y) 0.2348
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.18%