Edison International (EIX)
87.09
+0.97
(+1.13%)
USD |
NYSE |
Nov 21, 16:00
87.09
0.00 (0.00%)
After-Hours: 20:00
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 | 91.52% |
| Alliant Energy Corp | 33.53% |
| NiSource Inc | 30.95% |
| OGE Energy Corp | 48.85% |
| Advent Technologies Holdings Inc | -- |
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% |