DTE Energy Co (DTE)
118.20
+0.01
(+0.01%)
USD |
NYSE |
Jul 26, 16:00
118.20
0.00 (0.00%)
After-Hours: 20:00
DTE Energy Max Drawdown (5Y): 42.38% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
September 30, 2022 | 42.38% |
August 31, 2022 | 42.38% |
July 31, 2022 | 42.38% |
June 30, 2022 | 42.38% |
Date | Value |
---|---|
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% |
August 31, 2020 | 42.38% |
July 31, 2020 | 42.38% |
June 30, 2020 | 42.38% |
May 31, 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
Jul 2019
42.38%
Maximum
Mar 2020
39.10%
Average
42.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Edison International | 43.13% |
Alliant Energy Corp | 33.53% |
Pinnacle West Capital Corp | 39.28% |
Evergy Inc | 38.78% |
Idacorp Inc | 34.30% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.634 |
Beta (5Y) | 0.6649 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.91% |
Historical Sharpe Ratio (5Y) | 0.0812 |
Historical Sortino (5Y) | 0.0953 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.18% |