Eversource Energy (ES)
56.32
+2.07
(+3.82%)
USD |
NYSE |
Apr 09, 16:00
56.32
0.00 (0.00%)
After-Hours: 16:44
Eversource Energy Max Drawdown (5Y): 41.67% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Entergy Corp | 38.14% |
| Exelon Corp | 34.30% |
| The AES Corp | 62.93% |
| FirstEnergy Corp | 47.67% |
| NRG Energy Inc | 38.93% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.88 |
| Beta (5Y) | 0.5783 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.33% |
| Historical Sharpe Ratio (5Y) | -0.1557 |
| Historical Sortino (5Y) | -0.2696 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.66% |