Entergy Corp (ETR)
107.18
-0.27
(-0.25%)
USD |
NYSE |
Apr 23, 16:00
107.18
0.00 (0.00%)
After-Hours: 20:00
Entergy Max Drawdown (5Y): 41.99% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 41.99% |
July 31, 2020 | 41.99% |
June 30, 2020 | 41.99% |
May 31, 2020 | 41.99% |
April 30, 2020 | 41.99% |
March 31, 2020 | 41.99% |
February 29, 2020 | 30.23% |
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
Apr 2019
41.99%
Maximum
Mar 2020
39.84%
Average
41.99%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Southern Co | 38.44% |
NextEra Energy Inc | 44.99% |
The AES Corp | 56.58% |
Duke Energy Corp | 37.37% |
NRG Energy Inc | 48.76% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.261 |
Beta (5Y) | 0.7062 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.72% |
Historical Sharpe Ratio (5Y) | 0.1601 |
Historical Sortino (5Y) | 0.2002 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.93% |