Consolidated Edison Inc (ED)

90.03 +0.96 (+1.08%) USD  |  NYSE  |  Dec 20, 16:00
90.25 +0.22 (+0.24%) After-Hours: 20:00
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Consolidated Edison Max Drawdown (5Y): 30.91% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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270.00
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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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CMS Energy Corp 29.55%
Vistra Corp 53.27%
Ameren Corp 29.09%
Clearway Energy Inc 51.51%
Talen Energy Corp --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.4198
Beta (5Y) 0.3630
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 20.97%
Historical Sharpe Ratio (5Y) 0.2112
Historical Sortino (5Y) 0.3126
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.42%