Edison International (EIX)
70.73
+1.33
(+1.92%)
USD |
NYSE |
Mar 28, 16:00
70.73
0.00 (0.00%)
After-Hours: 20:00
Edison International Max Drawdown (5Y): 43.13% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 43.13% |
January 31, 2024 | 43.13% |
December 31, 2023 | 43.13% |
November 30, 2023 | 43.13% |
October 31, 2023 | 43.13% |
September 30, 2023 | 43.13% |
August 31, 2023 | 43.13% |
July 31, 2023 | 43.13% |
June 30, 2023 | 43.13% |
May 31, 2023 | 43.13% |
April 30, 2023 | 43.13% |
March 31, 2023 | 43.13% |
February 28, 2023 | 43.13% |
January 31, 2023 | 43.13% |
December 31, 2022 | 43.13% |
November 30, 2022 | 43.13% |
October 31, 2022 | 43.13% |
September 30, 2022 | 43.13% |
August 31, 2022 | 43.13% |
July 31, 2022 | 43.13% |
June 30, 2022 | 43.13% |
May 31, 2022 | 43.13% |
April 30, 2022 | 43.13% |
March 31, 2022 | 43.13% |
February 28, 2022 | 43.13% |
Date | Value |
---|---|
January 31, 2022 | 43.13% |
December 31, 2021 | 43.13% |
November 30, 2021 | 43.13% |
October 31, 2021 | 43.13% |
September 30, 2021 | 43.13% |
August 31, 2021 | 43.13% |
July 31, 2021 | 43.13% |
June 30, 2021 | 43.13% |
May 31, 2021 | 43.13% |
April 30, 2021 | 43.13% |
March 31, 2021 | 43.13% |
February 28, 2021 | 43.13% |
January 31, 2021 | 43.13% |
December 31, 2020 | 43.13% |
November 30, 2020 | 43.13% |
October 31, 2020 | 43.13% |
September 30, 2020 | 43.13% |
August 31, 2020 | 43.13% |
July 31, 2020 | 43.13% |
June 30, 2020 | 43.13% |
May 31, 2020 | 43.13% |
April 30, 2020 | 43.13% |
March 31, 2020 | 43.13% |
February 29, 2020 | 40.71% |
January 31, 2020 | 40.71% |
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
40.71%
Minimum
Mar 2019
43.13%
Maximum
Mar 2020
42.65%
Average
43.13%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
PG&E Corp | 94.65% |
Duke Energy Corp | 37.37% |
NextEra Energy Inc | 44.99% |
Entergy Corp | 41.99% |
Southern Co | 38.44% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.174 |
Beta (5Y) | 0.9584 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.98% |
Historical Sharpe Ratio (5Y) | 0.1826 |
Historical Sortino (5Y) | 0.2494 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.84% |