Edison International (EIX)
80.42
-0.71
(-0.88%)
USD |
NYSE |
Nov 04, 13:03
Edison International Max Drawdown (5Y): 43.13% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 43.13% |
September 30, 2024 | 43.13% |
August 31, 2024 | 43.13% |
July 31, 2024 | 43.13% |
June 30, 2024 | 43.13% |
May 31, 2024 | 43.13% |
April 30, 2024 | 43.13% |
March 31, 2024 | 43.13% |
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% |
Date | Value |
---|---|
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% |
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% |
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
Nov 2019
43.13%
Maximum
Mar 2020
42.97%
Average
43.13%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
PG&E Corp | 89.83% |
NiSource Inc | 30.95% |
Duke Energy Corp | 37.37% |
ALLETE Inc | 42.20% |
Alliant Energy Corp | 33.53% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.057 |
Beta (5Y) | 0.9254 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.38% |
Historical Sharpe Ratio (5Y) | 0.2881 |
Historical Sortino (5Y) | 0.3849 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.83% |