Entergy Corp (ETR)

75.13 +0.64 (+0.86%) USD  |  NYSE  |  Dec 20, 16:00
74.65 -0.48 (-0.64%) After-Hours: 20:00
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Entergy Max Drawdown (5Y): 41.99% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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FirstEnergy Corp 47.67%
American Electric Power Co Inc 32.91%
CenterPoint Energy Inc 59.78%
NRG Energy Inc 48.76%
Portland General Electric Co 45.08%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.720
Beta (5Y) 0.7114
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 25.85%
Historical Sharpe Ratio (5Y) 0.3011
Historical Sortino (5Y) 0.3977
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.93%