Entergy Corp (ETR)
142.36
-2.42
(-1.67%)
USD |
NYSE |
Nov 04, 16:00
142.36
0.00 (0.00%)
After-Hours: 20:00
Entergy Max Drawdown (5Y): 41.99% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 41.99% |
September 30, 2024 | 41.99% |
August 31, 2024 | 41.99% |
July 31, 2024 | 41.99% |
June 30, 2024 | 41.99% |
May 31, 2024 | 41.99% |
April 30, 2024 | 41.99% |
March 31, 2024 | 41.99% |
February 29, 2024 | 41.99% |
January 31, 2024 | 41.99% |
December 31, 2023 | 41.99% |
November 30, 2023 | 41.99% |
October 31, 2023 | 41.99% |
September 30, 2023 | 41.99% |
August 31, 2023 | 41.99% |
July 31, 2023 | 41.99% |
June 30, 2023 | 41.99% |
May 31, 2023 | 41.99% |
April 30, 2023 | 41.99% |
March 31, 2023 | 41.99% |
February 28, 2023 | 41.99% |
January 31, 2023 | 41.99% |
December 31, 2022 | 41.99% |
November 30, 2022 | 41.99% |
October 31, 2022 | 41.99% |
Date | Value |
---|---|
September 30, 2022 | 41.99% |
August 31, 2022 | 41.99% |
July 31, 2022 | 41.99% |
June 30, 2022 | 41.99% |
May 31, 2022 | 41.99% |
April 30, 2022 | 41.99% |
March 31, 2022 | 41.99% |
February 28, 2022 | 41.99% |
January 31, 2022 | 41.99% |
December 31, 2021 | 41.99% |
November 30, 2021 | 41.99% |
October 31, 2021 | 41.99% |
September 30, 2021 | 41.99% |
August 31, 2021 | 41.99% |
July 31, 2021 | 41.99% |
June 30, 2021 | 41.99% |
May 31, 2021 | 41.99% |
April 30, 2021 | 41.99% |
March 31, 2021 | 41.99% |
February 28, 2021 | 41.99% |
January 31, 2021 | 41.99% |
December 31, 2020 | 41.99% |
November 30, 2020 | 41.99% |
October 31, 2020 | 41.99% |
September 30, 2020 | 41.99% |
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
30.23%
Minimum
Nov 2019
41.99%
Maximum
Mar 2020
41.21%
Average
41.99%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
FirstEnergy Corp | 47.67% |
CenterPoint Energy Inc | 59.78% |
Duke Energy Corp | 37.37% |
American Electric Power Co Inc | 32.91% |
NorthWestern Energy Group Inc | 39.27% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.472 |
Beta (5Y) | 0.7099 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.38% |
Historical Sharpe Ratio (5Y) | 0.2636 |
Historical Sortino (5Y) | 0.342 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.93% |