Eversource Energy (ES)
63.67
-2.18
(-3.31%)
USD |
NYSE |
Nov 01, 16:00
63.68
+0.01
(+0.02%)
After-Hours: 20:00
Eversource Energy Max Drawdown (5Y): 41.67% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 41.67% |
| September 30, 2024 | 41.67% |
| August 31, 2024 | 41.67% |
| July 31, 2024 | 41.67% |
| June 30, 2024 | 41.67% |
| May 31, 2024 | 41.67% |
| April 30, 2024 | 41.67% |
| March 31, 2024 | 41.67% |
| February 29, 2024 | 41.67% |
| January 31, 2024 | 41.67% |
| December 31, 2023 | 41.67% |
| November 30, 2023 | 41.67% |
| October 31, 2023 | 41.67% |
| September 30, 2023 | 36.85% |
| August 31, 2023 | 36.85% |
| July 31, 2023 | 36.85% |
| June 30, 2023 | 36.85% |
| May 31, 2023 | 36.85% |
| April 30, 2023 | 36.85% |
| March 31, 2023 | 36.85% |
| February 28, 2023 | 36.85% |
| January 31, 2023 | 36.85% |
| December 31, 2022 | 36.85% |
| November 30, 2022 | 36.85% |
| October 31, 2022 | 36.85% |
| Date | Value |
|---|---|
| September 30, 2022 | 36.85% |
| August 31, 2022 | 36.85% |
| July 31, 2022 | 36.85% |
| June 30, 2022 | 36.85% |
| May 31, 2022 | 36.85% |
| April 30, 2022 | 36.85% |
| March 31, 2022 | 36.85% |
| February 28, 2022 | 36.85% |
| January 31, 2022 | 36.85% |
| December 31, 2021 | 36.85% |
| November 30, 2021 | 36.85% |
| October 31, 2021 | 36.85% |
| September 30, 2021 | 36.85% |
| August 31, 2021 | 36.85% |
| July 31, 2021 | 36.85% |
| June 30, 2021 | 36.85% |
| May 31, 2021 | 36.85% |
| April 30, 2021 | 36.85% |
| March 31, 2021 | 36.85% |
| February 28, 2021 | 36.85% |
| January 31, 2021 | 36.85% |
| December 31, 2020 | 36.85% |
| November 30, 2020 | 36.85% |
| October 31, 2020 | 36.85% |
| September 30, 2020 | 36.85% |
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
18.14%
Minimum
Nov 2019
41.67%
Maximum
Oct 2023
36.64%
Average
36.85%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| The AES Corp | 56.58% |
| NRG Energy Inc | 48.76% |
| Southern Co | 38.44% |
| American Electric Power Co Inc | 32.91% |
| NorthWestern Energy Group Inc | 39.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.89 |
| Beta (5Y) | 0.6132 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.59% |
| Historical Sharpe Ratio (5Y) | -0.1552 |
| Historical Sortino (5Y) | -0.2524 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.79% |