Evergy Inc (EVRG)
64.56
+0.19
(+0.30%)
USD |
NASDAQ |
Nov 21, 16:00
64.53
-0.03
(-0.05%)
After-Hours: 20:00
Evergy Max Drawdown (5Y): 38.78% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 38.78% |
| September 30, 2024 | 38.78% |
| August 31, 2024 | 38.78% |
| July 31, 2024 | 38.78% |
| June 30, 2024 | 38.78% |
| May 31, 2024 | 38.78% |
| April 30, 2024 | 38.78% |
| March 31, 2024 | 38.78% |
| February 29, 2024 | 38.78% |
| January 31, 2024 | 38.78% |
| December 31, 2023 | 38.78% |
| November 30, 2023 | 38.78% |
| October 31, 2023 | 38.78% |
| September 30, 2023 | 38.78% |
| August 31, 2023 | 38.78% |
| July 31, 2023 | 38.78% |
| June 30, 2023 | 38.78% |
| May 31, 2023 | 38.78% |
| April 30, 2023 | 38.78% |
| March 31, 2023 | 38.78% |
| February 28, 2023 | 38.78% |
| January 31, 2023 | 38.78% |
| December 31, 2022 | 38.78% |
| November 30, 2022 | 38.78% |
| October 31, 2022 | 38.78% |
| Date | Value |
|---|---|
| September 30, 2022 | 38.78% |
| August 31, 2022 | 38.78% |
| July 31, 2022 | 38.78% |
| June 30, 2022 | 38.78% |
| May 31, 2022 | 38.78% |
| April 30, 2022 | 38.78% |
| March 31, 2022 | 38.78% |
| February 28, 2022 | 38.78% |
| January 31, 2022 | 38.78% |
| December 31, 2021 | 38.78% |
| November 30, 2021 | 38.78% |
| October 31, 2021 | 38.78% |
| September 30, 2021 | 38.78% |
| August 31, 2021 | 38.78% |
| July 31, 2021 | 38.78% |
| June 30, 2021 | 38.78% |
| May 31, 2021 | 38.78% |
| April 30, 2021 | 38.78% |
| March 31, 2021 | 38.78% |
| February 28, 2021 | 38.78% |
| January 31, 2021 | 38.78% |
| December 31, 2020 | 38.78% |
| November 30, 2020 | 38.78% |
| October 31, 2020 | 38.78% |
| September 30, 2020 | 38.78% |
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
20.85%
Minimum
Nov 2019
38.78%
Maximum
Mar 2020
37.59%
Average
38.78%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Pinnacle West Capital Corp | 39.28% |
| Idacorp Inc | 34.30% |
| OGE Energy Corp | 48.85% |
| PPL Corp | 48.68% |
| Advent Technologies Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.636 |
| Beta (5Y) | 0.6246 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.23% |
| Historical Sharpe Ratio (5Y) | 0.0176 |
| Historical Sortino (5Y) | 0.0234 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.81% |