Duke Energy Corp (DUK)
114.70
-0.16
(-0.14%)
USD |
NYSE |
Nov 22, 16:00
114.72
+0.02
(+0.02%)
Pre-Market: 06:03
Duke Energy Max Drawdown (5Y): 37.37% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 37.37% |
| September 30, 2024 | 37.37% |
| August 31, 2024 | 37.37% |
| July 31, 2024 | 37.37% |
| June 30, 2024 | 37.37% |
| May 31, 2024 | 37.37% |
| April 30, 2024 | 37.37% |
| March 31, 2024 | 37.37% |
| February 29, 2024 | 37.37% |
| January 31, 2024 | 37.37% |
| December 31, 2023 | 37.37% |
| November 30, 2023 | 37.37% |
| October 31, 2023 | 37.37% |
| September 30, 2023 | 37.37% |
| August 31, 2023 | 37.37% |
| July 31, 2023 | 37.37% |
| June 30, 2023 | 37.37% |
| May 31, 2023 | 37.37% |
| April 30, 2023 | 37.37% |
| March 31, 2023 | 37.37% |
| February 28, 2023 | 37.37% |
| January 31, 2023 | 37.37% |
| December 31, 2022 | 37.37% |
| November 30, 2022 | 37.37% |
| October 31, 2022 | 37.37% |
| Date | Value |
|---|---|
| September 30, 2022 | 37.37% |
| August 31, 2022 | 37.37% |
| July 31, 2022 | 37.37% |
| June 30, 2022 | 37.37% |
| May 31, 2022 | 37.37% |
| April 30, 2022 | 37.37% |
| March 31, 2022 | 37.37% |
| February 28, 2022 | 37.37% |
| January 31, 2022 | 37.37% |
| December 31, 2021 | 37.37% |
| November 30, 2021 | 37.37% |
| October 31, 2021 | 37.37% |
| September 30, 2021 | 37.37% |
| August 31, 2021 | 37.37% |
| July 31, 2021 | 37.37% |
| June 30, 2021 | 37.37% |
| May 31, 2021 | 37.37% |
| April 30, 2021 | 37.37% |
| March 31, 2021 | 37.37% |
| February 28, 2021 | 37.37% |
| January 31, 2021 | 37.37% |
| December 31, 2020 | 37.37% |
| November 30, 2020 | 37.37% |
| October 31, 2020 | 37.37% |
| September 30, 2020 | 37.37% |
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
23.07%
Minimum
Nov 2019
37.37%
Maximum
Mar 2020
36.42%
Average
37.37%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Southern Co | 38.44% |
| NRG Energy Inc | 48.76% |
| Dominion Energy Inc | 52.21% |
| NextEra Energy Inc | 44.99% |
| American Electric Power Co Inc | 32.91% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.0541 |
| Beta (5Y) | 0.4666 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.78% |
| Historical Sharpe Ratio (5Y) | 0.279 |
| Historical Sortino (5Y) | 0.3603 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.34% |