Duke Energy Corp (DUK)
120.32
-0.75
(-0.62%)
USD |
NYSE |
Apr 02, 15:10
Duke Energy Max Drawdown (5Y): 25.78% 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
| CenterPoint Energy Inc | 55.33% |
| American Electric Power Co Inc | 30.51% |
| NRG Energy Inc | 38.93% |
| Dominion Energy Inc | 52.21% |
| The AES Corp | 62.93% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.267 |
| Beta (5Y) | 0.3865 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.56% |
| Historical Sharpe Ratio (5Y) | 0.5628 |
| Historical Sortino (5Y) | 0.8678 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.34% |